phybrain / crypto-bars

Crawl cryptocurrency data and build bars in realtime

crypto-bars

Crawl data from cryptocurrency exchanges and build bars in realtime.

Bars implemented:

1. Time Bar
2. Tick Bar
3. Volume Bar
4. Dollar Bar

More to come: Tick Imbalance Bar, Volume Imbalance Bar, Tick Run Bar, Volume Run Bar, they're elaborated in the book Advances in Financial Machine Learning.

How to run

1. Prerequisites

1. Install NodeJS
2. Run a Redis server at localhost:6379
3. Change the DATA_DIR variable in .envrc and load this file via direnv

2. Install typescript and pm2 globally

npm install typescript pm2 -g

3. Compile

npm install
npm run build

4. Run all crawlers

pm2 start pm2.misc.config.json
pm2 start pm2.trade.config.js

And build bars:

pm2 start pm2.bar.config.js

How to contribute

Open this project in VSCode and you're all set.