candle-collector

Collects markets prices, aggregate them into OHLC buckets and make them available over HTTP.

Markets and timeframes are just entries in the database. Please see sql-data/V1_1__Add_timeframes_and_pairs.sql.

Markets prices are fetched directly on the exchange. Currently, only one exchange is available: Poloniex.

Setup

Prerequisites:

• NodeJs v8.9.3
• RabbitMQ 3.6.4
• MySQL v5.7.21
• Flyway v5.0.7

Environment variables:

export CANDLE_COLLECTOR_MYSQL_USER="root"
export CANDLE_COLLECTOR_MYSQL_PASS=""
export CANDLE_COLLECTOR_MYSQL_HOST='localhost'
export CANDLE_COLLECTOR_MYSQL_PORT=3306
export CANDLE_COLLECTOR_MYSQL_DATABASE='candle_collector'

export CANDLE_COLLECTOR_PORT=8080

export CANDLE_COLLECTOR_AMQP_HOST="localhost"
export CANDLE_COLLECTOR_AMQP_PORT=5672
export CANDLE_COLLECTOR_AMQP_USER="guest"
export CANDLE_COLLECTOR_AMQP_PASS="guest"

Start the API:

// Start API
npm run api
// Start candle collector
npm run collector
// Start workers:
npm run worker:save-candle

Or you can start all the services at once using Forever

Start collecting candles:

npm run collector

"REST" API:

Method	Path	Description
GET	/timeframes	Get available timeframes
GET	/pairs	Get collected pairs
GET	/candles	Get collected candles

Errors have to following format:

{
  "code": 2,
  "message": "Error message"
}

Errors codes:

Name	Code	Status
INTERNAL_ERROR	1	500
NOT_FOUND	2	404
INVALID_PARAMETERS	3	400
MISSING_PARAMETERS	4	400

GET /timeframes

$> http GET localhost:8080/timeframes

HTTP/1.1 200 OK
[
    {
        "unit": "minute",
        "value": 1
    }
]

GET /pairs

Query parameters:

Name	Required	Description
exchange	no	Filter by exchange

$> http GET localhost:8080/pairs

HTTP/1.1 200 OK
[
    {
        "base": "ETH",
        "decimals": 8,
        "exchange": "poloniex",
        "quote": "BTC"
    }
]

GET /candles

Query parameters:

Name	Required	Description
exchange	yes	Exchange name
pair	yes	Pair you want (format: {BASE}_{QUOTE})
timeframe	yes	Timeframe you want (format: {VALUE}_{UNIT})

Errors:

• INVALID_PARAMETERS: Parameter doesn't conform to pair/timeframe's format
• MISSING_PARAMETERS: Missing query parameter
• NOT_FOUND: Pair/exchange/timeframe not found

$> http GET localhost:8080/candles exchange==poloniex pair==ETH_BTC timeframe==1_minute

HTTP/1.1 200 OK
[
    {
        "close": "0.08667571",
        "date": "2018-02-25T11:29:00.000Z",
        "high": "0.08683594",
        "low": "0.0866757",
        "open": "0.08671316",
        "volume": "95.5340148"
    },
    ...
]

Licence

See the LICENSE file for license rights and limitations (MIT).