Dec-26-2021, 08:31 PM
Hi,
I'm new in Python and even new in this great forum.
I love Python but it's for me a kind of new adventure and I'm learning.
I'm writing an application through which I'm trying to acquire data (a huge quantity of them) from crypto exchange servers.
Basically, I need to acquire live data coming in via WebSocket stream that is working yet!!! (that's a piece of good news, I know!)
I subscribed to the following WebSocket channels (and many others), for which a set of separate data are provided by the servers:
After the activation of the WebSockets channels, the application receives a flooding stream of data constantly.
The coming stream is a single message like this:
{"stream":"btcusdt@kline_1m","data":{"e":"kline","E":1640541646552,"s":"BTCUSDT","k":{"t":1640541600000,"T":1640541659999,"s":"BTCUSDT","i":"1m","f":1965180,"L":1965191,"o":"50377.48000000","c":"50462.84000000","h":"50462.84000000","l":"50246.26000000","v":"0.50152700","n":12,"x":false,"q":"25277.40262797","V":"0.50122900","Q":"25262.42924249","B":"0"}}}
The data provided by those streams are candle live data that I can easily extract.
I need to store data in a data structure for further computations.
Data must be aggregated by
the first need is that at the program start time I cannot know in advance how many cryptos the application will manage and this can vary even during the running time so I need to "append" new coming cryptos and eventually remove the unnecessary ones,
the second need is that time frame values are basically well known and fixed from the very beginning to the end of the application
third, candle values should be organized like a FIFO register, the oldest should be pushed out and the new one should be stored in the register. The length of the register is fixed to a specific number, let's say 60.
I also need to compute some extra indicators according to the candle close values like EMA (exponential moving average).
Could someone help me with this?
Maybe it is simple, but not for me.
Thanks
I'm new in Python and even new in this great forum.
I love Python but it's for me a kind of new adventure and I'm learning.
I'm writing an application through which I'm trying to acquire data (a huge quantity of them) from crypto exchange servers.
Basically, I need to acquire live data coming in via WebSocket stream that is working yet!!! (that's a piece of good news, I know!)
I subscribed to the following WebSocket channels (and many others), for which a set of separate data are provided by the servers:
- BTC/USDT with 1m timeframe
- BTC/USDT with 5m timeframe
- BTC/USDT with 15m timeframe
- ETH/USDT with 1m timeframe
- ETH/USDT with 5m timeframe
- ETH/USDT with 15m timeframe
After the activation of the WebSockets channels, the application receives a flooding stream of data constantly.
The coming stream is a single message like this:
{"stream":"btcusdt@kline_1m","data":{"e":"kline","E":1640541646552,"s":"BTCUSDT","k":{"t":1640541600000,"T":1640541659999,"s":"BTCUSDT","i":"1m","f":1965180,"L":1965191,"o":"50377.48000000","c":"50462.84000000","h":"50462.84000000","l":"50246.26000000","v":"0.50152700","n":12,"x":false,"q":"25277.40262797","V":"0.50122900","Q":"25262.42924249","B":"0"}}}
The data provided by those streams are candle live data that I can easily extract.
I need to store data in a data structure for further computations.
Data must be aggregated by
- crypto pair (like BTCUSDT)
- time frame (like 1m, 5m, and so on)
- candle data (every single candle is composed of many separate information like Open Value, High Value, Low Value, Close Value, Volume Value and Timestamp Value)
the first need is that at the program start time I cannot know in advance how many cryptos the application will manage and this can vary even during the running time so I need to "append" new coming cryptos and eventually remove the unnecessary ones,
the second need is that time frame values are basically well known and fixed from the very beginning to the end of the application
third, candle values should be organized like a FIFO register, the oldest should be pushed out and the new one should be stored in the register. The length of the register is fixed to a specific number, let's say 60.
I also need to compute some extra indicators according to the candle close values like EMA (exponential moving average).
Could someone help me with this?
Maybe it is simple, but not for me.
Thanks
