CryptoMarketData

A library for saving and loading OHLCV candle data from cryptocurrency exchanges

1. Be able to save 1 minute candle data from a variety of cryptocurrency exchanges.
   • I only want 1 minute candles, because I can derive higher timeframes myself.
   • Implement extremely minimal exchange drivers for this purpose.
     • Don't try to do everything.
     • Focus on fetching 1 minute and 1 day candles well.
   • Save all the candle data the exchange gives us.
     • Save even the non-OHLCV data.
     • I don't care about it, but maybe someone else does.
     • Each day worth of 1 minute candles should be saved in its own date-stamped CSV file.
2. After saving, be able to load that data into a DataFrame.
   • 1m candles are the default.
   • Other arbitrary timeframes should be supported.

This is the most basic thing you can do with this library.

julia> using CryptoMarketData

julia> bitstamp = Bitstamp()
Bitstamp("https://www.bitstamp.net")

julia> markets = get_markets(bitstamp); markets[1:5]
5-element Vector{String}:
 "BTC/USD"
 "BTC/EUR"
 "BTC/GBP"
 "BTC/PAX"
 "GBP/USD"

julia> save!(bitstamp, "BTC/USD"; endday=Date("2011-08-25"))
┌ Info: 2011-08-18
└   length(cs) = 683
┌ Info: 2011-08-19
└   length(cs) = 1440
┌ Info: 2011-08-20
└   length(cs) = 1440
┌ Info: 2011-08-21
└   length(cs) = 1440
┌ Info: 2011-08-22
└   length(cs) = 1440
┌ Info: 2011-08-23
└   length(cs) = 1440
┌ Info: 2011-08-24
└   length(cs) = 1440
┌ Info: 2011-08-25
└   length(cs) = 1440

julia> btcusd = load(bitstamp, "BTC/USD")