binance-markets-streamer

Binance markets real-time trades data streamer to database (for later strategy backtesting)

About

Binance provides a lot of documentations and APIs to fetch their market data, even websocket streams to fetch real-time trades for your analytics. We can use such streams to make real-time trades history to back-test our ideas, strategies, bots.

Get started

• clone the project

git clone https://github.com/denisix/binance-markets-streamer

• install deps and start

npm i
npm run start

also you can start the project using docker:

• please install docker & docker compose V2
• and start:

npm run docker

• you can see the logs like this:

npm run logs

Example data structure, MySQL table header:

Variable	Description
t	unixtime with msec precision
s	market symbol
c	trade ID on the market
p	price
q	quantity
m	was the buyer the maker?
b	buyer order ID
a	seller order ID

Example MySQL select:

mysql> select * from ticks limit 10;
+---------------+------------+----------+-----------+---------+------+------------+------------+
| t             | s          | c        | p         | q       | m    | b          | a          |
+---------------+------------+----------+-----------+---------+------+------------+------------+
| 1657989939004 | JUVBTC     |  2781598 | 0.0001828 |   37.17 |    1 |   69727058 |   69727617 |
| 1657989939004 | JUVBTC     |  2781599 | 0.0001828 |    7.79 |    1 |   69727083 |   69727617 |
| 1657989939004 | JUVBTC     |  2781600 | 0.0001828 |   10.05 |    1 |   69727093 |   69727617 |
| 1657989939004 | JUVBTC     |  2781601 | 0.0001828 |   18.79 |    1 |   69727109 |   69727617 |
| 1657989939004 | JUVBTC     |  2781602 | 0.0001828 |    3.28 |    1 |   69727170 |   69727617 |
| 1657989939019 | ERNBUSD    |  2700119 |     2.448 |    20.4 |    0 |   34814531 |   34814493 |
| 1657989939043 | ZECBTC     | 25423230 |  0.002966 |    0.15 |    1 |  473139829 |  473147389 |
| 1657989939043 | ZECBTC     | 25423231 |  0.002966 |    0.44 |    1 |  473139835 |  473147389 |
| 1657989939091 | BTCUSDC    | 49066761 |  21274.42 | 0.01465 |    0 | 1274142186 | 1274142057 |
| 1657989939093 | BURGERBUSD |  7777434 |     1.964 |    77.6 |    0 |   62991941 |   62650609 |
+---------------+------------+----------+-----------+---------+------+------------+------------+
10 rows in set (0,00 sec)