TorQ-Crypto

TorQ-Crypto provides an example of how an application can be built and deployed on top of the TorQ framework. This application behaves in a similar manner to the Finance Starter Pack with the main difference being that TorQ Crypto collects and stores real time data.

This package includes:

• Fully configurable subscription to 5 cryptocurrency exchanges
• Collection and storage of real time level 2 order book data
• Custom API functions for data analysis

Installation

1. Download and install kdb+ from Kx Systems

2. Download the main TorQ codebase from here

3. Download TorQ Crypto from here

4. Place the Crypto package over the top of the main TorQ package

Example Linux Installation:

~/crypto:cross@homer$ git clone https://github.com/AquaQAnalytics/TorQ.git
~/crypto:cross@homer$ git clone https://github.com/AquaQAnalytics/TorQ-Crypto.git
~/crypto:cross@homer$ mkdir deploy
~/crypto:cross@homer$ cp -r TorQ/* deploy/
~/crypto:cross@homer$ cp -r TorQ-Crypto/* deploy/
~/crypto:cross@homer$ ls deploy/
appconfig  aquaq-torq-brochure.pdf  code  config  database.q  datadog  docs  hdb  html  lib  LICENSE  logs  mkdocs.yml  monit  README.md  setenv.sh  tests  torq.q  torq.sh

Start-up

After specifiying your sever in config/process.csv and KDB base port in setenv.sh. You can set your environment variables and run the start script.

 ~/crypto/deploy:cross@homer$ . setenv.sh
 ~/crypto/deploy:cross@homer$ . torq.sh start all
 ~/crypto/deploy:cross@homer$ . torq.sh summary
 TIME      |  PROCESS        |  STATUS  |  PID   |  PORT
 14:27:46  |  discovery1     |  up      |  7187  |  46001
 14:27:47  |  tickerplant1   |  up      |  7289  |  46000
 14:27:47  |  rdb1           |  up      |  7388  |  46002
 14:27:47  |  hdb1           |  up      |  7493  |  46003
 14:27:47  |  hdb2           |  up      |  7594  |  46004
 14:27:47  |  wdb1           |  up      |  7704  |  46005
 14:27:47  |  sort1          |  up      |  7807  |  46006
 14:27:47  |  gateway1       |  up      |  7909  |  46007
 14:27:48  |  monitor1       |  up      |  8011  |  46009
 14:27:48  |  housekeeping1  |  up      |  8112  |  46011
 14:27:48  |  reporter1      |  up      |  8215  |  46012
 14:27:48  |  chainedtp1     |  up      |  8321  |  46014
 14:27:48  |  sortslave1     |  up      |  8420  |  46015
 14:27:49  |  sortslave2     |  up      |  8523  |  46016
 14:27:49  |  finexfeed1     |  up      |  8624  |  46017
 14:27:49  |  okexfeed1      |  up      |  8725  |  46018
 14:27:49  |  zbfeed1        |  up      |  8827  |  46019
 14:27:49  |  huobifeed1     |  up      |  8932  |  46020
 14:27:49  |  bhexfeed1      |  up      |  9035  |  46021

By entering the RDB process in debug mode you should see the following tables being populated:

~/crypto/deploy:cross@homer$ . torq.sh stop rdb1
~/crypto/deploy:cross@homer$ . torq.sh debug rdb1

q)tables[]!count each `. tables[]
bhex        | 10
exchange    | 50
exchange_top| 50
finex       | 10
huobi       | 10
okex        | 10
zb          | 10

More information on how to configure and get started can be found here.