/// <summary>
/// GDAX Downloader Toolbox Project For LEAN Algorithmic Trading Engine.
/// </summary>
static void Main(string[] args)
{
Thread.CurrentThread.CurrentCulture = new CultureInfo("en-US");
if (args.Length < 3)
{
Console.WriteLine("Usage: GDAX Downloader SYMBOL RESOLUTION FROMDATE TODATE");
Console.WriteLine("SYMBOL = ETHUSD, ETHBTC, BTCUSD etc.");
Console.WriteLine("RESOLUTION = Second/Minute/Hour/Daily");
Console.WriteLine("FROMDATE = yyyyMMdd HH:mm:ss");
Console.WriteLine("TODATE = yyyyMMdd HH:mm:ss");
Environment.Exit(1);
}
try
{
var resolution = (Resolution)Enum.Parse(typeof(Resolution), args[1]);
// Load settings from command line
var startDate = DateTime.ParseExact(args[2], "yyyyMMdd HH:mm:ss", CultureInfo.InvariantCulture);
var endDate = DateTime.UtcNow;
if (args[3] != null)
{
endDate = DateTime.ParseExact(args[3], "yyyyMMdd HH:mm:ss", CultureInfo.InvariantCulture);
}
// Load settings from config.json
var dataDirectory = Config.Get("data-directory", "../../../Data");
//todo: will download any exchange but always save as gdax
// Create an instance of the downloader
const string market = Market.GDAX;
var downloader = new GDAXDownloader();
// Download the data
var symbolObject = Symbol.Create(args[0], SecurityType.Crypto, market);
var data = downloader.Get(symbolObject, resolution, startDate, endDate);
// Save the data
var writer = new LeanDataWriter(resolution, symbolObject, dataDirectory, TickType.Trade);
var distinctData = data.GroupBy(i => i.Time, (key, group) => group.First()).ToArray();
writer.Write(distinctData);
Log.Trace("Finish data download. Press any key to continue..");
}
catch (Exception err)
{
Log.Error(err);
Log.Trace(err.Message);
Log.Trace(err.StackTrace);
}
// Console.ReadLine();
}
/// <summary>
/// GDAX Downloader Toolbox Project For LEAN Algorithmic Trading Engine.
/// </summary>
static void Main(string[] args)
{
Thread.CurrentThread.CurrentCulture = new CultureInfo("en-US");
if (args.Length == 2)
{
args = new [] { args[0], DateTime.UtcNow.ToString("yyyyMMdd"), args[1] };
}
else if (args.Length < 3)
{
Console.WriteLine("Usage: GDAX Downloader SYMBOL FROMDATE TODATE");
Console.WriteLine("FROMDATE = yyyymmdd");
Console.WriteLine("TODATE = yyyymmdd");
Environment.Exit(1);
}
try
{
// Load settings from command line
var startDate = DateTime.ParseExact(args[1], "yyyyMMdd", CultureInfo.InvariantCulture);
var endDate = DateTime.ParseExact(args[2], "yyyyMMdd", CultureInfo.InvariantCulture);
// Load settings from config.json
var dataDirectory = Config.Get("data-directory", "../../../Data");
//todo: will download any exchange but always save as gdax
// Create an instance of the downloader
const string market = Market.GDAX;
var downloader = new GDAXDownloader();
// Download the data
var symbolObject = Symbol.Create(args[0], SecurityType.Crypto, market);
var data = downloader.Get(symbolObject, Resolution.Hour, startDate, endDate);
// Save the data
var writer = new LeanDataWriter(Resolution.Hour, symbolObject, dataDirectory, TickType.Trade);
var distinctData = data.GroupBy(i => i.Time, (key, group) => group.First()).ToArray();
writer.Write(distinctData);
Log.Trace("Finish data download");
}
catch (Exception err)
{
Log.Error(err);
Log.Trace(err.Message);
Log.Trace(err.StackTrace);
}
Console.ReadLine();
}
/// <summary>
/// GDAX Downloader Toolbox Project For LEAN Algorithmic Trading Engine.
/// </summary>
public static void GDAXDownloader(IList <string> tickers, string resolution, DateTime fromDate, DateTime toDate)
{
Thread.CurrentThread.CurrentCulture = new CultureInfo("en-US");
if (resolution.IsNullOrEmpty() || tickers.IsNullOrEmpty())
{
Console.WriteLine("GDAXDownloader ERROR: '--tickers=' or '--resolution=' parameter is missing");
Console.WriteLine("--tickers=ETHUSD,ETHBTC,BTCUSD,etc.");
Console.WriteLine("--resolution=Second/Minute/Hour/Daily");
Environment.Exit(1);
}
var castResolution = (Resolution)Enum.Parse(typeof(Resolution), resolution);
try
{
// Load settings from config.json
var dataDirectory = Config.Get("data-directory", "../../../Data");
//todo: will download any exchange but always save as gdax
// Create an instance of the downloader
const string market = Market.GDAX;
var downloader = new GDAXDownloader();
foreach (var ticker in tickers)
{
// Download the data
var symbolObject = Symbol.Create(ticker, SecurityType.Crypto, market);
var data = downloader.Get(symbolObject, castResolution, fromDate, toDate);
// Save the data
var writer = new LeanDataWriter(castResolution, symbolObject, dataDirectory, TickType.Trade);
var distinctData = data.GroupBy(i => i.Time, (key, group) => group.First()).ToArray();
writer.Write(distinctData);
}
Log.Trace("Finish data download. Press any key to continue..");
}
catch (Exception err)
{
Log.Error(err);
Log.Trace(err.Message);
Log.Trace(err.StackTrace);
}
Console.ReadLine();
}
