ohlc-resampler is a simple utility to transform trade data from Binance Cryptocurrency market data into OHLCV candles to simulate market behavior and test trading algorithms.
Binance data archives can be found here.
At the moment this is very raw alpha version and cannot provide any guarantee in data correctness. Also no any further backwards compatibility guaranteed.
There is nothing special required to compile and run this software.
It has no dependencies and uses only the standard library. Executable
file will be saved in your $GOPATH/bin directory.
go build
go installThat's all.
ohlc-resampler reads data from stdin, similarly, output will be written
to stdout. Errors are written to stderr.
ohlc-resampler timeframe n < input.csv- timeframe - time frame in string format like: 1m, 5m, 15m, 1h. See Go's time#ParseDuration.
- n - number of candles, cannot be less than zero, otherwise fallback 20 will be used.
These two parameters are mandatory.
Be aware that stream data can be very large. It can mess with your terminal and priting can take a lot of time.
ohlc-resampler 5m 20 < DOGEUSDT-trades-2022-10-26.csvohlc-resampler 5m 20 < DOGEUSDT-trades-2022-10-26.csv > output.csvYou can combile cURL and other command line utilities to make interesing combinations like dowloading data from the web.
curl -s --output "-" https://data.binance.vision/data/spot/daily/trades/DOGEUSDT/DOGEUSDT-trades-2022-10-22.zip | gunzip | ohlc-resampler 5m 10 > out.csv
curl -s --output "-" https://data.binance.vision/data/spot/daily/trades/DOGEUSDT/DOGEUSDT-trades-2022-10-22.zip | tar -x -O | ohlc-resampler 5m 10 > out.csv
I don't know how to do it on Windows.
go testgo test -coverWith cover profile.
go test -coverprofile c.out
go tool cover -html c.outAny help is appreciated. Found a bug, typo, inaccuracy, etc? Please do not hesitate and make pull request or issue.
MIT 2022