WIP! Experiments with Poloniex public API

Only MVP is implemented, but it works. No API Keys needed.

Planned features

• Get Candles for few pairs by public Poloniex REST API
• Subscribe to public Poloniex websocket channels Trades and Candles
• Parse incoming messages
• Save data to Parquet files
• Read data from Parquet files
• Save Parquet files to S3 buckets
• Ingest data to QuickWit Index
• Query data from QuickWit Index with Grafana
• Config file for starting app
• Socket for getting new parameters and locking app instance
• Thread pool for websocket loops
• IPC for communication between instances of the same app
• Helm Chart for deploying app in Kubernetes

Prerequisites

# Install some tools
cargo install hurl bacon just
cargo install parquet --features="cli,arrow,zstd,json,async"
# Check source code
bacon
# Check Poloniex public API
just polo_api
# Run app
cargo run

How it works

This app subscribes to websocket channel and receives messages about recent trades. Each 100 messages will be saved to Parquet-formatted file.

How to read Parquet file

just read_data