binancefeeder

README

Binance Data Fetcher

Replicates many of the features from gdaxfeeder This module builds a MarketStore background worker which fetches historical price data of cryptocurrencies from Binance's public API. It runs as a goroutine behind the MarketStore process and keeps writing to the disk.

Configuration

binancefeeder.so comes with the server by default, so you can simply configure it in MarketStore configuration file.

Options

Name	Type	Default	Description
query_start	string	none	The point in time from which to start fetching price data
base_currencies	slice of strings	["USDT"]	Base currency for symbols. ex: BTC, ETH, USDT
base_timeframe	string	1Min, 1H, 1D	The bar aggregation duration
symbols	slice of strings	[All "trading" symbols from https://api.binance.com/api/v1/exchangeInfo]	The symbols to retrieve data for

Query Start

The fetcher keeps filling data up to the current time eventually and writes new data as it is generated. It writes data every 30 * your time interval. It then pauses for 1 second after each call. Note that the data fetch timestamp is identical among symbols, so if one symbol lags other fetches may not be up to speed.

Base Timeframe

The daily bars are written at the boundary of system timezone configured in the same file.

Example

Add the following to your config file:

bgworkers:
  - module: binancefeeder.so
    name: BinanceFetcher
    config:
      symbols:
        - ETH
      base_timeframe: '1Min'
      base_currencies:
        - USDT
        - BTC
      query_start: '2018-01-01 00:00'

Build

If you need to change the fetcher, you can build it by:

$ make configure
$ make all

It installs the new .so file to the first GOPATH/bin directory.

Caveat

Since this is implemented based on the Go's plugin mechanism, it is supported only on Linux & MacOS as of Go 1.10