/bitfinex-dumper

Track and save bitfinex's order books of all available crypto pairs.

Primary LanguageNimGNU General Public License v3.0GPL-3.0

Bitfinex Dumper

Track and save bitfinex's order books of all available pairs.

Description

This project builds an orderbooks historical sqlite database.
Such database may allow one to develop investment strategies, charts, analysis, ... without relying on external services (ie just from your own and raw data from the cex).
This is a rewritting of a python version into a more standalone, lightweight and somewhat performant nim version.

Requirement

A standard working nim environment with

  • recent nim version (tested with nim 1.6)
  • C compiler
  • nimble
  • sqlite devel lib
  • ssl devel lib

Dependencies

nimble install ws asynctools sorta

Compilation

nim c -d:release --stackTrace:on --opt:speed -d:ssl --app:console --filenames:canonical --define:useRealtimeGC -o:bitfinex_dumper ./src/main.nim

Usage

Start ./bitfinex_dumper and it'll write different orderbooks deeps for every bitfinex pairs into a bitfinex.db sqlite database on schedule.

One should use external restart mechanical/loop such as systemd to restart the soft in case of crash (eg internet disconnections)

FAQ

How can I configure deeps, schedule, tracked symbols ?

TODO, Schedule and deeps are hardcoded for now. All symbols are tracked by default

Can I edit the database schema ?

You should NOT but you can safely add indexes for faster querying