https://github.com/iaseth/wax

An Efficient Binary Format for storing Candle Data.
https://github.com/iaseth/wax

timeseries-data timeseries-database wax waxfile

Last synced: 7 months ago
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An Efficient Binary Format for storing Candle Data.

• Host: GitHub
• URL: https://github.com/iaseth/wax
• Owner: iaseth
• License: mit
• Created: 2024-07-13T16:59:45.000Z (over 1 year ago)
• Default Branch: master
• Last Pushed: 2024-07-25T18:13:39.000Z (about 1 year ago)
• Last Synced: 2025-03-12T21:03:45.630Z (7 months ago)
• Topics: timeseries-data, timeseries-database, wax, waxfile
• Homepage:
• Size: 8.79 KB
• Stars: 1
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE.md

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README

          

# wax

Wax is a binary file format for storing Candle data.

## Wax Implementations

| Repository | Language | Description |

| ---------- | -------- | ----------- |

| [waxpy](https://github.com/iaseth/waxpy)             | Python     | Wax Creator, Editor and WaxLib. |

| [waxfile-cli](https://github.com/iaseth/waxfile-cli) | JavaScript | Wax Creator and Editor. |

| [waxfile](https://github.com/iaseth/waxfile)         | JavaScript | WaxLib. |

| [wax-c](https://github.com/iaseth/wax-c)             | C          | Wax Editor and WaxLib. |

| [wax-cpp](https://github.com/iaseth/wax-cpp)         | C++        | Wax Editor and WaxLib. |

| [wax-dotnet](https://github.com/iaseth/wax-dotnet)   | C#         | Wax Editor and WaxLib. |

## Wax File Header

A Header line is always exactly 16 bytes long.

| Name | Size | Description |

| ---- | ---- | ---- |

| Version       | 2 | The version of wax used for creating this file. |

| Encoding      | 2 | The Encoding Id of wax file. |

| Header Count  | 1 | Number of lines of extra headers after this line. |

| Columns Count | 1 | Number of Columns in each Row. |

| Row Length    | 2 | Length of a single Row. |

| Row Count     | 4 | Number of Rows in the file. |

| Default Value | 4 | Future Use. |

## Format List

| Code | Name | Size | Fields | Layout |

| ---- | ---- | ---- | ------ | ------ |

|  0 | Custom     | ?  | `Any`      | `Any`        |

| 21 | Index B2   | 12 | `TOHLC`    | `42222`      |

| 22 | Stock B2   | 16 | `TOHLCV`   | `422224`     |

| 23 | Option B2  | 20 | `TOHLCVO`  | `4222244`    |

| 31 | Index B3   | 16 | `TOHLC`    | `43333`      |

| 32 | Stock B3   | 20 | `TOHLCV`   | `433334`     |

| 33 | Option B3  | 24 | `TOHLCVO`  | `4333344`    |

| 41 | Index B4   | 20 | `TOHLC`    | `44444`      |

| 42 | Stock B4   | 24 | `TOHLCV`   | `444444`     |

| 43 | Option B4  | 28 | `TOHLCVO`  | `4444444`    |

| 51 | Index B5   | 24 | `TOHLC`    | `45555`      |

| 52 | Stock B5   | 28 | `TOHLCV`   | `455554`     |

| 53 | Option B5  | 32 | `TOHLCVO`  | `4555544`    |

## Basic Format

| Field | Bytes | Max Value |

| ----- | ----- | --------- |

| Timestamp | 4  | 1970-2100  |

| Open      | 4  | 40M |

| High      | 4  | 40M |

| Low       | 4  | 40M |

| Close     | 4  | 40M |

| Volume    | 4  | 4B  |

| **Total** | 24 | -   |

## Fields

| Symbol | Field | Description |

| ----- | ----- | ----- |

| T | Timestamp | ? |

| D | Date      | ? |

| M | Minutes   | ? |

| S | Seconds   | ? |

| O | Open      | ? |

| H | High      | ? |

| L | Low       | ? |

| C | Close     | ? |

| V | Volume    | ? |

| I | Open Interest (OI)     | ? |

| L | Last Traded Price (LTP) | ? |