Orderflow

Real-time services to deploy in a docker container to aggregate live trades and build footprint candles. Supports Binance and Bybit (crypto).

Services:

1. Binance Live.
2. Bybit Live.
3. Binance Backfiller.

Get Started

1. Clone the repository:

   git clone git@github.com:focus1691/orderflow.git
   

2. Set up a PostgreSQL TimescaleDB instance (Required):

   docker run -d --name timescaledb -p 5433:5432 -e POSTGRES_PASSWORD=password timescale/timescaledb-ha:pg14-latest
   

3. Configure environment variables:

   • DB_URL
   • SYMBOLS (CSV. Defaults to all exchange symbols)

4. Build and Run the services:

   docker-compose up --build -d binance
   

   docker-compose up --build -d bybit
   

Binance Backfill

For historical data processing:

1. Set the following environment variables:

   • SYMBOLS: Trading pair(s) to backfill for. Comma-separated values.
   • BACKFILL_START_AT: Start timestamp (ms)
   • BACKFILL_END_AT: End timestamp (ms)

2. Run the Binance Backfill service:

   yarn start:binance-backfill