Pikmin
An extensible downloader for obtaining trade data simultaneously from exchanges' API.
pikmin
is a trade (execution) data downloader for crypto-currency exchanges,
such as BitMex, bitFlyer, Liquid, etc. This library provides not only some pre-composed
downloaders, but also ability to build a custom downloader for users' demand.
Pre-composed downloaders
Currently, this library has the following downloaders:
- BitMex (specify time, chronologically)
- bitFlyer (specify id, reverse-chronologically)
- Liquid (specify time, chronologically)
Built-in Writer
Writer
is a processor between trade data and destination (typically DB).
Pikmin has some built-in writers:
- MySQL
- stdout
You can create your own writer easily.
Example
A simple downloader for Liquid with writing to stdout.
This program creates ./qn-progress.txt
for recording progress,
so delete it if you want to run again from the starting point.
use Path;
use thread;
use Duration;
use TimeZone;
use Utc;
use ;
use Downloader;
Other examples can be found in ./examples
.
Future work
- create pre-composed downloaders for other exchanges
- parameterize the direction of downloading (chronologically or not)
- abstraction of the progress writer