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https://github.com/slmt/ftx-fetch
A tool to fetch FTX historical prices
https://github.com/slmt/ftx-fetch
Last synced: 20 days ago
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A tool to fetch FTX historical prices
- Host: GitHub
- URL: https://github.com/slmt/ftx-fetch
- Owner: SLMT
- License: mit
- Created: 2022-07-23T10:02:17.000Z (over 2 years ago)
- Default Branch: master
- Last Pushed: 2022-08-20T17:04:21.000Z (over 2 years ago)
- Last Synced: 2023-02-26T09:16:45.702Z (over 1 year ago)
- Language: Rust
- Size: 50.8 KB
- Stars: 2
- Watchers: 1
- Forks: 2
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# FTX Fetch
A command line tool to fetch historical prices of markets on [FTX](https://ftx.com/).
## Installation Guide
Step 1: Clone this repository.
```
> git clone https://github.com/SLMT/ftx-fetch.git
```
Step 2: Install `ftx-fetch` via `cargo` using the following command. If you don't have a Rust development environment, please follow the instructions [here](https://www.rust-lang.org/tools/install) to setup one.
```
> cd ftx-fetch
> cargo install --path .
```
Step 3: Check the installation
```
> ftx-fetch --help
```
## Usage
There two commands:
- `tops`: show the top 10 future markets that have the most trading in last 24 hours.
- `download`: download the historical prices of the specified market.
### Tops
```
> ftx-fetch tops [COUNT]
```
- `[COUNT]`: how many future markets to show. Default: 10
Example (some fields in the table are omitted):
```
> ftx-fetch tops 3
+------+-------------+----------------------------+------------------+-...-+
| Rank | Market Name | Description | Volume in 24 HRs | ... |
+------+-------------+----------------------------+------------------+-...-+
| 1 | ETH-PERP | Ethereum Perpetual Futures | 2365336295 USD | ... |
+------+-------------+----------------------------+------------------+-...-+
| 2 | BTC-PERP | Bitcoin Perpetual Futures | 1971066791 USD | ... |
+------+-------------+----------------------------+------------------+-...-+
| 3 | SOL-PERP | Solana Perpetual Futures | 274014478 USD | ... |
+------+-------------+----------------------------+------------------+-...-+
```
### Download
```
> ftx-fetch download [END_DATE] [RESOLUTION]
```
- ``: name of the market
- ``: start date of the history (format: YYYY-mm-dd)
- `[END_DATE]`: end date of the history (format: YYYY-mm-dd). Default: now
- `[RESOLUTION]`: window length in seconds. options: 15, 60, 300, 900, 3600, 14400, 86400, or any multiple of 86400 up to 30*86400. Default: 15
Example:
```
> ftx-fetch download btc-perp 2022-07-20
INFO ftx_fetch > Data points from 2022-07-22 07:56:00 to 2022-07-24 22:25:58 (15000 points) are downloaded.
INFO ftx_fetch > Data points from 2022-07-19 17:26:00 to 2022-07-24 22:25:58 (30000 points) are downloaded.
INFO ftx_fetch > Downloading finished. 39944 data points are downloaded.
INFO ftx_fetch > Saving the data to 'btc-perp-2022-07-18-2022-07-24.csv'...
INFO ftx_fetch > The data are saved to 'btc-perp-2022-07-18-2022-07-24.csv'.
```
It saves the result to a CSV file named with the market name, the start date and the end date.
## License
Copyright (c) 2022 Yu-Shan Lin.
ftx-fetch is made available under the terms of [the MIT License](LICENSE).