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License: Other
Powerful cryptocurrency market analysis toolkit
License: Other
Support getting latest order book and trades from Poloniex in the module "price".
extract-candles --source poloniex --symbols BTC_LTC BTC_ETH ... BTC_DSH --output tmp/ --start-date 2017-01-01 --end-date 2017-12-30 --frequency 30m
gateway error, timeout all happen regularly, there is a need to handle such exceptions and retry a few times before giving up.
This is especially painful when 1m data is fetched on a larger scale
Hello!
As there is no database of order book movements (in conjunction with order history) for crypto currencies, as opposed to some traditional markets such as NYSE, I would like to urge owners of this repository to extend their work with it. With the recent advancement in Deep Reinforcement Learning, I strongly believe that this data would be valuable for lots of future research in this field.
Thank you very much for your consideration. Here is a related presentation from JP Morgan Stanley, which you can check about this topic: https://www.slideshare.net/Quantopian/active-learning-in-trading-algorithms-by-david-fellah-head-of-the-emea-linear-quant-research-group-at-jp-morgan
Sincerely,
Kamer
bitmex bucketed trades would be awesome, if there are no other requests please implement it next.
as the last query it generates end timestamp smaller than start timestamp which makes api fail. I think this has something to do with timezone (i am from GMT+2)
I used one month query 30m candles as test
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