cryptocurrency trading platform

Features

• Collects cryptocurrency trades from exchanges and runs ohlc (and a bit more) aggregation on it
  • Including historical trades
• Standardised interaction across all supported exchanges
• The trades and trade aggregations are stored in a MySQL database
• Provides various market indicators such as RSI and MACD
• Supports private exchange API functionality e.g. placing orders

Supported Exchanges

Exchange	Https	Web Socket
Bitfinex	✔️	✔️
Binance	✔️	✔️
CoinbasePro	✔️
Kraken	✔️	✔️

Supported Symbols

Note: The symbols supported by exchange will differ.

Currently supports over 400 symbols including:

Symbol	Description
BTCAUD	Bitcoin / Australian Dollar
BTCUSD	Bitcoin / U.S Dollar
BTCUSDLONGS	Open long positions in BTCUSD on Bitfinex
BTCUSDSHORTS	Open short positions in BTCUSD on Bitfinex
BTCUSDT	Bitcoin / Tether USD
ETCAUD	Ethereum Classic / Australian Dollar
ETHAUD	Ethereum / Australian Dollar
ETHBTC	Ethereum / Bitcoin
ETHBTCLONGS	Open long positions in ETHBTC on Bitfinex
ETHBTCSHORTS	Open short positions in ETHBTC on Bitfinex
ETHUSD	Ethereum / U.S. Dollar
ETHUSDLONGS	Open long positions in ETHUSD on Bitfinex
ETHUSDSHORTS	Open short positions in BTCUSD on Bitfinex
ETHUSDT	Ethereum / Tether USD
LTCAUD	Litecoin / Australian Dollar
LTCBTC	Litecoin / Bitcoin
LTCBTCLONGS	Open long positions in LTCBTC on Bitfinex
LTCBTCSHORTS	Open short positions in LTCBTC on Bitfinex
LTCUSD	Litecoin / U.S. Dollar
LTCUSDLONGS	Open long positions in LTCUSD on Bitfinex
LTCUSDSHORTS	Open short positions in LTCUSD on Bitfinex
LTCUSDT	Litecoin / Tether USD
XLMBTC	Stellar Lumens / Bitcoin
XLMETH	Stellar Lumens / Ethereum

Supported OHLC intervals

Interval Key	Label
1m	1 minute
3m	3 minutes
5m	5 minutes
15m	15 minutes
30m	30 minutes
1h	1 hour
2h	2 hours
3h	3 hours
4h	4 hours
6h	6 hours
12h	12 hours
1D	1 day
1W	1 week
1M	1 month

Historian Service

Installation

1. Run the database script found in src\CryptoCurrency.HistorianService\create_historian.sql on a MySQL instance
2. Create a user in MySQL with the following permissions on the schema: CREATE TEMPORARY TABLES, DELETE, EXECUTE, GRANT OPTION, INSERT, LOCK TABLES, SELECT, SHOW VIEW, UPDATE
3. In src\CryptoCurrency.HistorianService\appsettings.json:
   • Modify the Historian connection string to point to the above schema you just created
   • Modify the list of exchanges to get trades from (optional)
     • Note: The required hardware resources increases with every exchange worker that is running
4. Compile the HistorianService project
5. Run dotnet CryptoCurrency.HistorianService.dll

Code examples

C#

Get daily trade aggregate data for Kraken/BTCUSD for January 2019.

var builder = new ConfigurationBuilder().AddJsonFile($"appsettings.json", true, true);

var appConfig = builder.Build();

var historianConnectionString = appConfig.GetConnectionString("Historian");

var serviceProvider = new ServiceCollection()
	.AddFactories()
	.AddExchangeFactory()
	.AddRepositories(historianConnectionString, historianConnectionString);
	
var intervalFactory = serviceProvider.GetService<IIntervalFactory>();
var marketRepository = serviceProvider.GetService<IMarketRepository>();

var intervalKey = intervalFactory.GetIntervalKey("1D");

var from = new Epoch(new DateTime(2019, 1, 1, 0, 0, 0, DateTimeKind.Utc));

var tradeAggregates = await marketRepository.GetTradeAggregates(ExchangeEnum.Kraken, SymbolCodeEnum.BTCUSD, intervalKey, from, 31);

MySQL

Get daily trade aggregate data for Kraken/BTCUSD for January 2019.

Note: Timestamp values are milliseconds from unix epoch.

select * from `exchange_trade_aggregate` where `exchange_id` = 3 and `symbol_id` = 3 and `interval_key` = '1D' and `timestamp` between 1546300800000 and 1548892800000