crypto-candlesticks-rust 📈

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The goal behind this project is to facilitate downloading cryptocurrency candlestick data fast & simple. Currently only the Bitfinex exchange is supported with more to come in future releases.

I created this project to port my python package crypto-candlesticks as an exercise to learn Rust.

Once the data is downloaded, it will be converted and stored in a .csv and .sqlite3 for convenient analysis. The data will include the Open, High, Low, Close of the candles and the volume during the interval and its timestamp.

Installation

To install crypto-candlesticks-rust, run this command in your terminal:

   cargo install crypto-candlesticks-rust

Or you can get one of the pre-compiled binaries

Not for windows users: It is possible that Windows Defender will complain about the executable. The binary is packed with cargo strip and UPX after compilation.

Usage

crypto-candlesticks-rust can be used the following way:

    $ crypto-candlesticks-rust --help

    USAGE:
    crypto-candlesticks-rust --symbol <BTC> --base_currency <USDT> --interval <1m, 5, 15m, 30m, 1h, 3h, 6h, 12h, 1D, 7D, 14D, 1M> --start_date <YYYY-MM-DD> --end_date <YYYY-MM-DD>

    FLAGS:
        -h, --help       Prints help information
        -V, --version    Prints version information

    OPTIONS:
        -s, --symbol <BTC>
                Cryptocurrency symbol to download (ie. BTC, ETH, LTC) [default: BTC]

        -b, --base_currency <USDT>
                Cryptocurrency base trading pair [default: USD]

        -i, --interval <1m, 5, 15m, 30m, 1h, 3h, 6h, 12h, 1D, 7D, 14D, 1M>
                Interval that will be used to download the data [default: 1D]

        -d, --start_date <YYYY-MM-DD>
                Date to start downloading the data (ie. YYYY-MM-DD) [default: 2020-11-01]

        -e, --end_date <YYYY-MM-DD>
                Date up to the data will be downloaded (ie. YYYY-MM-DD) [default: 2021-01-01]

Example output for CSV ✅

Open	Close	High	Low	Volume	Ticker	Date	Time
7203	7201	7203.7	7200.1	9.404174	BTC/USD	12/31/2019	16:00:00
7201	7223.6	7223.6	7201	7.9037398	BTC/USD	12/31/2019	16:01:00
7224.4	7225	7225.5	7224.4	0.4799298	BTC/USD	12/31/2019	16:02:00
7224.981	7225.9	7225.9	7224.981	0.9294573	BTC/USD	12/31/2019	16:03:00
7225.862	7225.7295	7225.9	7225.7295	0.2913202	BTC/USD	12/31/2019	16:04:00
7225.7	7225.8673	7225.9	7225.2973	1.0319704	BTC/USD	12/31/2019	16:05:00

Example output for SQL (the timestamp is shown in milliseconds) ✅

ID	Timestamp	Open	Close	High	Low	Volume	Ticker	Interval
1	1577868000000.0	7205.7	7205.8	7205.8	7205.7	0.07137942	BTCUSD	1m
2	1577867940000.0	7205.70155305	7205.8	7205.8	7205.70155305	0.035	BTCUSD	1m
3	1577867880000.0	7205.7	7205.70155305	7205.70155305	7205.7	0.025	BTCUSD	1m
4	1577867820000.0	7205.75299748	7205.75299748	7205.75299748	7205.7	0.075	BTCUSD	1m
5	1577867760000.0	7205.75299748	7205.2	7206.3	7205.2	0.005	BTCUSD	1m
6	1577867700000.0	7205.2	7205.2	7205.2	7205.2	4.5802	BTCUSD	1m

Contributing

Feel free to open an issue or pull request.

Buy me a coffee

ETH: 0x06Acb31587a96808158BdEd07e53668d8ce94cFE