/// <summary>
/// Kraken Downloader Toolbox Project For LEAN Algorithmic Trading Engine.
/// By @matthewsedam
/// </summary>
public static void KrakenDownloader(IList <string> tickers, string resolution, DateTime startDate, DateTime endDate)
{
if (resolution.IsNullOrEmpty() || tickers.IsNullOrEmpty())
{
Console.WriteLine("KrakenDownloader ERROR: '--tickers=' or '--resolution=' parameter is missing");
Console.WriteLine("--tickers=eg XXBTZUSD,XETHZUSD");
Console.WriteLine("--resolution=Minute/Hour/Daily/Tick");
Environment.Exit(1);
}
try
{
var castResolution = (Resolution)Enum.Parse(typeof(Resolution), resolution);
// Load settings from config.json and create downloader
var dataDirectory = Config.Get("data-directory", "../../../Data");
var downloader = new KrakenDataDownloader();
foreach (var pair in tickers)
{
// Download data
var pairObject = Symbol.Create(pair, SecurityType.Crypto, Market.Kraken);
var data = downloader.Get(pairObject, castResolution, startDate, endDate);
// Write data
var writer = new LeanDataWriter(castResolution, pairObject, dataDirectory);
writer.Write(data);
}
}
catch (Exception err)
{
Log.Error(err);
}
}
/// <summary>
/// Kraken Downloader Toolbox Project For LEAN Algorithmic Trading Engine.
/// By @matthewsedam
/// </summary>
static void Main(string[] args)
{
if (args.Length != 4)
{
Console.WriteLine("Usage: KrakenDownloader PAIRS RESOLUTION FROMDATE TODATE");
Console.WriteLine("SYMBOLS = eg XXBTZUSD,XETHZUSD");
Console.WriteLine("RESOLUTION = Minute/Hour/Daily/Tick");
Console.WriteLine("FROMDATE = yyyymmdd");
Console.WriteLine("TODATE = yyyymmdd");
Environment.Exit(1);
}
try
{
var pairs = args[0].Split(',');
var resolution = (Resolution)Enum.Parse(typeof(Resolution), args[1]);
var startDate = DateTime.ParseExact(args[2], "yyyyMMdd", CultureInfo.InvariantCulture);
var endDate = DateTime.ParseExact(args[3], "yyyyMMdd", CultureInfo.InvariantCulture);
// Load settings from config.json and create downloader
var dataDirectory = Config.Get("data-directory", "../../../Data");
var downloader = new KrakenDataDownloader();
foreach (var pair in pairs)
{
// Download data
var pairObject = Symbol.Create(pair, SecurityType.Crypto, Market.Kraken);
var data = downloader.Get(pairObject, resolution, startDate, endDate);
// Write data
var writer = new LeanDataWriter(resolution, pairObject, dataDirectory);
writer.Write(data);
}
}
catch (Exception err)
{
Log.Error(err);
}
}
