CCXT websockets DB updater

A Python 3 command line program to subscribe cryptocurrency exchanges websockets and save order books in real time in a database.

This project is based on CCXT lfern/websockets-multiple fork.

To speed up installation, as the CCXT repository is huge and takes a long time to download, I created a repository containing just the transpiled files from lfern's branch: https://github.com/firepol/ccxt-websockets When the branch will be forked in the official CCXT project, this temporary branch won't be needed anymore.

Note: in the requirements.txt file, in the 1st line you see a dependency to the ccxt-websockets repository, which could not be up to date. In case you want to update it yourself, you have to

fork the ccxt-websockets repository
clone lfern's fork
checkout lfern's websockets-multiple branch
build lfern's websockets-multiple branch as follows (if you prefer npm than yarn, adjust the commands accordingly):
```
yarn
yarn export-exchanges
yarn transpile
```
overwrite the python folder of the ccxt-websockets repository with the one you just updated; do the same with the package.json file
commit and push (you must add the remote pointing to your own fork and push there)
change the 1st line of the requirements.txt to point to your fork of the ccxt-websockets repository
pip uninstall ccxt
pip install -r requirements.txt

Credits for the websockets implementations: lfern and his collaborators.

If you are looking for an alternative in Java, check my other similar project: Cryptows.

Installation

# Clone this repository
git clone https://github.com/firepol/ccxt-websockets-db-updater.git

# Enter the repository dir
cd ccxt-websockets-db-updater

# Create a `data` directory (needed to store exchange settings and websockets you want to subscribe to)
mkdir data

# Copy the sample settings.ini into data/
cp samples/settings.ini data/

# Create a python 3.6 virtual environment
virtualenv -p /usr/bin/python3.6 env

# Activate the python virtual environment
source ~/env/ccxtws/bin/activate

# Install all required dependencies
pip install -r requirements.txt

Update

To get the latest updates from https://github.com/firepol/ccxt-websockets:

# Unintall the old version of CCXT
pip uninstall ccxt

# Get all missing dependencies (this will fetch the latest CCXT version linked in requirements.txt)
pip install -r requirements.txt

Quick start

Note: If you are using Windows the python commands written in this document may not work for you. In that case just call the command prefixed with python, like this:

python script_name.py

Inside the repo, you can run this command to get an overview of all the command line parameters:

./ob_tester.py -h

Then test the BTC/USDT websocket connection to binance:

./ob_tester.py -e binance -s ETH/BTC --verbose

Configuration

First of all, copy samples/settings.ini to data/settings.ini.

[config]: this is the main configuration section.

db_url: database connection string.

Examples:

PostgreSQL: postgres://postgres:postgres@localhost:5432/cryptows
SQLite: sqlite:///cryptows.db

order_book_entries: (by default: 1) limit of order books to fetch (e.g. 5 means 5 bids and 5 asks).

Exchanges and pairs you want to fetch:in square brackets write the exchange name, in the following line insert a list of symbols, as follows:

[bitstamp]
symbols: ETH/BTC
         BTC/USD
         ETH/USD

You can comment (with ";" at the beginning of the line) sections and single lines, e.g.:

[bitstamp]
symbols: ETH/BTC
;         BTC/USD
         ETH/USD

Some exchanges (like cex.io) need to be authenticated via api key / secret. Add your api keys in the data/exchange_api_keys.json file (you find a template in the samples folder).

Usage

The usage of the websocket database updater is quite straightforward:

./ob_updater.py

The program checks the exchanges configured in the data/settings.ini file and creates a websocket connection for each pair.

Add --debug to see when an order book update occurs.
Add --verbose to see the order book update values. Add --reset_db to delete all records in the order_book table before subscribing the websockets.

License

MIT License