Cryptows

A Java program to subscribe to cryptocurrency exchanges websockets and save order books in real time. A project based on xchange-stream and using OrmLite for the database persistency.

Supported exchanges

Theoretically all exchanges supported by xchange-stream should be supported by this program. However I've tested this only with the following exchanges:

• binance
• bitfinex
• bitstamp
• coinbasepro
• hitbtc

Add support to other exchanges

To add support to your favorite exchange, you must:

• Add its dependency in the pom.xml file (see how I added the others).
• Rebuild the project and try it out. If you are lucky it will just work.
• Some exchanges need a ProductSubscribtion to be set before connecting to the websocket. If you get an exception about missing ProductSubscribtion, simply add the name of the exchange in the ExchangeManager class, in the NEED_PRODUCT_REGISTRATION array. Then rebuild and try again.

Supported databases

I added the necessary code to make this work with:

• SQLite
• PostgreSQL

Add support to other databases

Refer to the OrmLite documentation to see examples for other databases and feel free to submit a PR to support your favorite database.

Configuration

Create a data folder and place files in it, a file per exchange, each file should be named by the exchange, lowercase, e.g.:

• bitfinex.txt
• bitstamp.txt
• binance.txt
• coinbasepro.txt
• hitbtc.txt

Inside each file, add the pairs of your interest, comma separated as follows: base,quote.

E.g.:

BTC,USD
ETH,USD
ETH,BTC
EOS,BTC

You can put a # in front of a pair, to comment (and ignore) it.

• base: an uppercase string code of base fiat or crypto currency. E.g. BTC
• quote: an uppercase string code of quoted fiat or crypto currency. E.g. USD

For the pair BTC/USD, BTC is the base, which is the cryptocurrency you are buying or selling; USD is the quote, which is the fiat or cryptocurrency you are using to buy/sell the base.

Building

Open the project with Intellij IDEA > Build > Build Artifacts... > you will find the resulting cryptows.jar in the bin folder.

Usage

cryptows is a command line application and it expects these parameters:

• --dir=PATHTODIR Directory containing pairs to subscribe to. Each file is the exchange name. (e.g. --dir=./pairs)
• --orders=5 Amount of orders to save in the DB, per pair/side (default: 1)
• --dbUrl=DATABASEURL Path to the database, by default (SQLite): ./cryptows.db, if you want to use PostgreSQL, provide a jdbc connection string, e.g. jdbc:postgresql://localhost:5432/cryptows
• --dbUsername=USERNAME Database username
• --dbPassword=PASSWORD Database password

Examples

Browse to the bin folder (where the jar file was built)

cd bin

Get help showing supported parameters:

java -jar cryptows.jar -h

Run using the default SQLite database, this will create a cryptows.db file in the bin folder

java -jar cryptows.jar --dir=./data

Run using a PostgreSQL database (you must create the database first):

java -jar cryptows.jar --dir=./data --dbUrl=jdbc:postgresql://localhost:5432/cryptows --dbUsername=USERNAME --dbPassword=PASSWORD

Database

Simple query to check the order_book table:

select * from order_book order by base, quote, exchange_id, side

Resources

• ORMLite JDBC examples
• Example ORMLite: SimpleMain
• How to build a jar properly

Contributing

I'm no java expert, so if you find that this program can be optimized, your contributions are very welcome. Just submit a PR and I'll check it out.

Contributing rules

• Submit a separate PR for each change.
• A PR can contain several commits, but my favorite PRs contain atomic (single) commits: a single commit is easier to review than many commits.
• If you plan contributing more changes at the same time, try to separate them. At best create a different branch for each PR, so you are sure that they are independent from each other. Like this they are easier to review and can be merged faster.

License

MIT License