An extensible downloader for obtaining trade data simultaneously from exchanges' API.
pikmin
is a trade (execution) data downloader for crypto-currency exchanges,
such as BitMex, bitFlyer, Liquid, etc. This library provides not only some pre-composed
downloaders, but also ability to build a custom downloader for users' demand.
Currently, this library has the following downloaders:
Writer
is a processor between trade data and destination (typically DB).
Pikmin has some built-in writers:
You can create your own writer easily.
A simple downloader for Liquid with writing to stdout.
This program creates ./qn-progress.txt
for recording progress,
so delete it if you want to run again from the starting point.
```rust use std::path::Path; use std::thread; use std::time::Duration;
use chrono::offset::TimeZone; use chrono::Utc;
use pikmin::{LiquidDownloader, StdOutWriter}; use pikmin::downloader::Downloader;
fn main() { // by using thread, you can run multiple downloaders let liquid = thread::spawn(move || { while { // download data from 2019-01-01T01:01:01Z to 2019-01-01T01:03:01Z // output the downloaded data to standard out (println!) let downloader = LiquidDownloader::new( Utc.ymd(2019, 1, 1).andhms(1, 1, 1), Utc.ymd(2019, 1, 1).andhms(1, 3, 1), );
// Locate progress file to `/tmp/qn-progress.txt`.
// You can control the starting point of downloading
// by preparing this file before you run.
let progress_file = Path::new("./qn-progress.txt");
// write out to standard out. simple writer for debugging
let mut writer = StdOutWriter::default();
println!("start QnDownloader");
// run!
match downloader.run(&mut writer, &progress_file) {
Ok(_) => {
println!("finished");
false
}
Err(e) => {
println!("error: {}", e);
println!("retry...");
thread::sleep(Duration::from_secs(5));
true
}
}
} {}
});
match liquid.join() {
Ok(_) => println!("finish all"),
Err(_) => println!("threading error"),
}
} ```
Other examples can be found in ./examples
.