/datafeeder-ws-binance-go

Primary LanguageGo

Datafeeder WebSocket for Binance in Go

Datafeeder is a WebSocket-based tool written in Go for fetching candle data from Binance. It utilizes the go-binance library for WebSocket communication and PostgreSQL for efficient bulk data insertion.

Features

  • WebSocket integration with Binance for fetching candle data.
  • Efficient bulk insertion of data into PostgreSQL database.
  • Sanitization of data to ensure integrity.
  • Future enhancements: retrieving Open Interest (OI) and Long/Short Ratio (LSR) data.

Installation

  1. Clone the repository:

    git clone https://github.com/siqueiraa/datafeeder-ws-binance-go.git
cd datafeeder-ws-binance-go

  2. Install dependencies:

    go mod tidy

  3. Set up the PostgreSQL database:

    • Create a database and configure access in config.yaml.

  4. Run the program:

    go run main.go

Configuration

The configuration is managed through config.yaml. Modify this file to set up database connections, API keys, and other settings.

Example config.yaml:

user: user
password: password
host: locahost
port: 5432
dbname: dbname
sslmode: disable
logLevel: error # or "debug", "info", etc.

DML Table

CREATE TABLE public.trades_binance (
	time timestamptz NOT NULL,
	maker bool NOT NULL,	
	symbol text NOT NULL,
	price numeric NOT NULL,
	size numeric NOT NULL,
	qty_trades numeric NOT NULL,
	id numeric NOT NULL

);
CREATE INDEX trades_symbol_idx ON public.trades_binance (symbol,id);
CREATE INDEX trades_event_symbol_idx ON public.trades_binance (symbol,time);

Contributing

Feel free to contribute by opening issues or pull requests. Your feedback and suggestions are highly appreciated.

License

This project is licensed under the MIT License.