{"repo":"ilia-funtov/crypto-market-data-collector","free":true,"listed":false,"github":"https://github.com/ilia-funtov/crypto-market-data-collector","clone":"git clone https://github.com/ilia-funtov/crypto-market-data-collector.git","description":"Market data collector for crypto exchanges (Coinbase, Bitfinex, Bitmex, Kraken) written in C++","language":"C++","stars":14,"topics":["market-data","bitfinex","bitmex","coinbase","cryptocurrency","exchange","kraken","trading","cpp","cpp17"],"license":"MIT","category":"trading","readme_excerpt":"crypto-market-data-collector Market data collector for crypto exchanges A tool with a command-line interface that helps to collect market data from popular cryptocurrency trade exhanges. It collects level-2 prices (order book) and trade events (buys & sells). Next exchanges are supported: Coinbase, Bitfinex, Bitmex, Kraken. It is written in C++ 17. Supported market data feeds: Exchange Endpoint type ------------ --------------- Coinbase Websocket Bitfinex Websocket Bitmex Websocket Kraken REST API Build How to build in Ubuntu and other Debian-based systems: Install prerequsites: Install dependencies: Install linting tool clang-tidy (optional): Get the source and build: Run linter (optional): Run Usage: Get help about command line options Run It always requires a path to a symbol mapping configuration file where exchange specific names are defined; and a path to dump collected data. In the folder specified as a dump path two subfolder are created: prices and trades. Prices contains files with information from order books. Trades contains files with information about trades. Files are in csv format. Price file format is: exchange name, timestamp in microseconds, best bid price, best bid volume, best ask price, best ask volume, next (bid price, bid volume, ask price, ask volume) repeated N times Trade file format is: exchange name, price, volume (positive for taker buy and negative for taker sell), timestamp in microseconds","default_branch":null,"files":null,"tree":[],"storefront":"/r/ilia-funtov","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/ilia-funtov/crypto-market-data-collector/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}