Learn how to set up and feed trade data to a timescale DB instance from Python. We'll also look at continuous aggregates and how to automatically convert raw trade data into OHLCV candles that we can integrate into a trading bot.
⭐ Code:
github.com/ChadThackray/timescaledb-2022
🧠 You will learn how to:
⌨️ Use a websocket to pull raw trade data from Binance using the testnet
⌨️ Set up a timescale DB instance using docker and insert data into it
using python and psycopg2
⌨️ Integrate timescale with an existing trading bot in python to speed up
query times
⏱️ Timestamps:
(00:00:00) Course Introduction
(00:05:11) Streaming Websocket Trade data from Binance
(00:39:01) Aggregating trade data to OHLCV candles with continuous aggregates
(00:59:28) Integrating timescale with our trading bot and fetching data in python
📋 Blog Posts (with code):
Binance websocket streaming:
greyhoundanalytics.com/blog/streaming-websocket-tr…
Continuous aggregates:
greyhoundanalytics.com/blog/continuously-aggregati…
Integrating Timescale into a trading bot:
greyhoundanalytics.com/blog/integrating-a-python-t…
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