This service uses ccxt to obtain price data for the currency pairs ('symbols') defined in the config.yml.
The current version utilizes the Binance API for price data partly as a compromise between number of available symbols and trading volume, but mainly because of the loose rate limiting which allows to obtain a lot of data in a comparatively short amount of time. With low effort this can be changed to other exchanges or even modified to obtain data from several exchanges at the same time.
To write the data to a MySql DB, a table candles should be initialized externally with the columns
open: double
high: double
low: double
close: double
volume: double
symbol: string
timeframe: string
and an auto-incementing unsigned int pk.
The connection data for the DB are to be specified in a .env file in the project root. You find a .env.example file in the root directory.
To define symbols and timeframes feel free to modify the config.yml also in the root directory. Errors resulting from symbols being not available at a certain exchange are currently not catched.
Make sure you have python >= 3.6 installed.
Then simply run
pip install requirements.txt
To fill your table with the defined data, simply run:
python src/historical.py
Not implemented yet!