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This project moved to https://github.com/nkaz001/hftbacktest/tree/master/collector\n\n# Binance feed collector\n## Requirements\nPython3: run by `python3` command.  \naiohttp: `pip3 install aiohttp`\n\n## Run\n`collect.sh [exchange] [symbols separated by comma.] [output path]`  \nexample: `collect.sh binancefutures btcusdt,ethusdt /mnt/data`\n\n## Exchanges  \n* **binance**: binance spot  \n* **binancefutures**: binance usd(s)-m futures    \n* **binancefuturescoin**: binance coin-m futures\nexample: `collect.sh binancefuturescoin btcusd_perp /mnt/data`   \n \n\n**AWS tokyo region is recommended to minimize latency.**\n\n\n# Converter: feed data to Pandas Dataframe pickle file\n## Requirements\nPython3: run by `python3` command.  \npandas: `pip3 install pandas`\n\n## Run\n`convert.sh [-s INITIAL_MARKET_DEPTH_SNAPSHOT] [-f] [-c] src_file dst_path\n\noption:  \nwith -f: including mark price, funding, book ticker streams  \nwithout -f: only market depth and trade streams  \nwith -c: correct exchange timestamp to be monotonically increased  \n  \nexample:  \n`convert.sh /mnt/data/btcusdt_20220811.dat /mnt/data`  \nor with the initial market depth snapshot  \n`convert.sh /mnt/data/btcusdt_20220811.dat /mnt/data -s /mnt/data/btcusdt_20220810.snapshot.pkl`\n  \n`/mnt/data/btcusdt_20220810.snapshot.pkl` is End-Of-Day market depth snapshot of 20220810 so it's initial market depth snapshot of 20220811.  \n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fnkaz001%2Fcollect-binancefutures","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fnkaz001%2Fcollect-binancefutures","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fnkaz001%2Fcollect-binancefutures/lists"}