{"repo":"tiagosiebler/orderflow","free":true,"listed":false,"github":"https://github.com/tiagosiebler/orderflow","clone":"git clone https://github.com/tiagosiebler/orderflow.git","description":"Crypto Exchange Orderflow Service for Building Footprint Candles","language":"TypeScript","stars":80,"topics":["cryptocurrency","historical-data","nestjs","orderflow","real-time-data","timescaledb","footprint-candles"],"license":"MIT","category":"blockchain-web3","readme_excerpt":"Orderflow An Orderflow service that processes real-time trade data from WebSockets to build Footprint Candles for individual crypto exchanges. Currently supports Binance, Bybit, OKX, Bitget and Gate.io. Get Started 1. Clone the repository: 2. Set up a PostgreSQL TimescaleDB instance (Required): 3. Set up a RabbitMQ instance (optional) to listen for candle closes: 4. Configure environment variables: - DB URL - USE RABBITMQ - RABBITMQ URL - BINANCE DOCKER PORT - BITGET DOCKER PORT - BYBIT DOCKER PORT - GATEIO DOCKER PORT - OKX DOCKER PORT - SYMBOLS 5. Build and Run the services: Binance Backfill For historical data processing: 1. Set the following environment variables: - SYMBOLS : Trading pair(s) to backfill for. Comma-separated values. - BACKFILL START AT : Start timestamp (ms) - BACKFILL END AT : End timestamp (ms) 2. Run the Binance Backfill service: Indicators The chart-patterns library has indicators to use the FootPrint candles generated from this service. Below are examples of using the stackedImbalances and highVolumeNodes indicators. Stacked Imbalances A stacked imbalance occurs when there is a cluster of price levels where the volume difference between the bid and ask exceeds a defined threshold. This indicator helps identify aggressive buying or selling. High Volume Nodes A high volume node identifies price levels where significant trading volume occurs, potentially marking areas of interest or support/resistance levels.","default_branch":null,"files":null,"tree":[],"storefront":"/r/tiagosiebler","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/tiagosiebler/orderflow/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."}