Continuous Downloader (dccd.continuous_dl)

Module to download continuously data.

Module to download continuously data (orderbook, trades, etc.) and update automatically the database. Currently only supports Bitfinex and Bitmex exchanges.

High level API

bitfinex.get_data_bitfinex(channel, process_func) Download data from Bitfinex exchange and update the database.
bitfinex.get_orderbook_bitfinex(symbol[, …]) Download orderbook from Bitfinex exchange.
bitfinex.get_trades_bitfinex(symbol[, …]) Download trades tick by tick from Bitfinex exchange.
bitmex.get_data_bitmex(process_func, \*args) Download data from Bitmex exchange and update the database.
bitmex.get_orderbook_bitmex(\*args[, …]) Download orderbook from Bitmex exchange.
bitmex.get_trades_bitmex(\*args[, …]) Download trades tick by tick from Bitmex exchange.

Low level API

bitfinex.DownloadBitfinexData([time_step, until]) Basis object to download data from a stream websocket client API.
bitmex.DownloadBitmexData([time_step, until]) Basis object to download data from a stream websocket client API.