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https://github.com/fremantle-industries/history

Download and warehouse historical trading data
https://github.com/fremantle-industries/history

cryptocurrency data-ingestion data-science data-visualization data-warehouse elixir trading trading-algorithms

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Download and warehouse historical trading data

Host: GitHub
URL: https://github.com/fremantle-industries/history
Owner: fremantle-industries
License: mit
Created: 2021-07-18T04:29:11.000Z (over 3 years ago)
Default Branch: main
Last Pushed: 2023-03-17T14:00:52.000Z (almost 2 years ago)
Last Synced: 2024-10-18T15:18:00.706Z (2 months ago)
Topics: cryptocurrency, data-ingestion, data-science, data-visualization, data-warehouse, elixir, trading, trading-algorithms
Language: Elixir
Homepage:
Size: 3.33 MB
Stars: 32
Watchers: 2
Forks: 5
Open Issues: 31
Metadata Files:
- Readme: README.md
- License: LICENSE

Awesome Lists containing this project

README

        # History

[![Build Status](https://github.com/fremantle-industries/history/workflows/test/badge.svg?branch=main)](https://github.com/fremantle-industries/history/actions?query=workflow%3Atest)

[![hex.pm version](https://img.shields.io/hexpm/v/history.svg?style=flat)](https://hex.pm/packages/history)

Download and warehouse historical trading data

## Install

Add `history` to your list of dependencies in `mix.exs`

```elixir

def deps do

  [

    {:history, "~> 0.0.23"}

  ]

end

```

## Usage

```bash

$ docker-compose up

```

Visit [`history.localhost`](http://history.localhost)

When running the application with `docker-compose` you will need to enter the basic auth development credentials:

```

username: admin

password: password

```

## Requirements

`history` requires Elixir 1.12+ & Erlang/OTP 22+

## Features

### Import Products From Tai

![import-tai-products](./docs/import-tai-products.png)

### Download Historical Venue Data

![filter-predicted-funding-rate-job](./docs/filter-predicted-funding-rate-job.png)

![predicted-funding-rate-download](./docs/predicted-funding-rate-download.png)

### Visualize & Explore Data for Market Insights

![home](./docs/history-home.png)

![gainers-and-losers](./docs/history-gainers-losers.png)

![swap-funding-rates](./docs/swap-funding-rates.png)

## Venues

| Venues   | Trades | Candles 
| -------- | :----: | 
| FTX      |  [x]   |   [x]   | 
| OkEx     |  [ ]   |   [ ]   | 
| BitMEX   |  [ ]   |   [ ]   | 
| Binance  |  [ ]   |   [ ]   | 
| Deribit  |  [ ]   |   [ ]   | 
| GDAX     |  [ ]   |   [ ]   | 
| Huobi    |  [ ]   |   [ ]   | 
| Bybit    |  [ ]   |   [ ]   | 
| bit.com  |  [ ]   |   [ ]   | 
| Bitfinex |  [ ]   |   [ ]   | 
| Kraken   |  [ ]   |   [ ]   | 
| CME      |  [ ]   |   [ ]   | 
| Phemex   |  [ ]   |   [ ]   | 
| BTSE     |  [ ]   |   [ ]   | 
| KuCoin   |  [ ]   |   [ ]   | 
| BitMax   |  [ ]   |   [ ]   | 
| MEXC     |  [ ]   |   [ ]   | 
| PrimeXBT |  [ ]   |   [ ]   | 
| Gate.io  |  [ ]   |   [ ]   | 
| Coinflex |  [ ]   |   [ ]   | 
| bitFlyer |  [ ]   |   [ ]   |

| Funding Rates | Predicted Funding Rates | Lending Rates | :-----: | :-----------: | :---------------------: | :-----------: | [x]      |           [x]           |      [x]      | [ ]      |           [ ]           |      [ ]      | [ ]      |           [ ]           |      [ ]      | [ ]      |           [ ]           |      [ ]      | [ ]      |           [ ]           |      [ ]      | [ ]      |           [ ]           |      [ ]      | [ ]      |           [ ]           |      [ ]      | [ ]      |           [ ]           |      [ ]      | [ ]      |           [ ]           |      [ ]      | [ ]      |           [ ]           |      [ ]      | [ ]      |           [ ]           |      [ ]      | [ ]      |           [ ]           |      [ ]      | [ ]      |           [ ]           |      [ ]      | [ ]      |           [ ]           |      [ ]      | [ ]      |           [ ]           |      [ ]      | [ ]      |           [ ]           |      [ ]      | [ ]      |           [ ]           |      [ ]      | [ ]      |           [ ]           |      [ ]      | [ ]      |           [ ]           |      [ ]      | [ ]      |           [ ]           |      [ ]      | [ ]      |           [ ]           |      [ ]      |

## Development

Initial setup:

- Installs `hex` and `npm` dependencies

- Generates migrations for history, workbench and tai

- Runs migrations

- Seeds database

```bash

$ docker-compose up db

$ mix setup

$ mix phx.server

```

## Test

```bash

$ docker-compose up db

$ mix test

```

## Ecto Database

Reset drops the db, creates a new db & runs the migrations

```bash

$ mix ecto.reset

```

Migrate up

```bash

$ mix ecto.migrate

```

Migrate down

```bash

# Last migration

$ mix ecto.rollback

# Last 3 migrations

$ mix ecto.rollback -n 3

```

## Help Wanted :)

If you think this `history` thing might be worthwhile and you don't see a feature

or venue listed we would love your contributions to add them! Feel free to

drop us an email or open a Github issue.

## Authors

- Alex Kwiatkowski - [email protected]

## License

`history` is released under the [MIT license](./LICENSE)