/// <summary>
/// Cryptoiq Downloader Toolbox Project For LEAN Algorithmic Trading Engine.
/// </summary>
public static void CryptoiqDownloader(IList <string> tickers, string exchange, DateTime startDate, DateTime endDate)
{
if (exchange.IsNullOrEmpty() || tickers.IsNullOrEmpty())
{
Console.WriteLine("CryptoiqDownloader ERROR: '--exchange=' or '--tickers=' parameter is missing");
Environment.Exit(1);
}
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 CryptoiqDownloader(exchange);
foreach (var ticker in tickers)
{
// Download the data
var symbolObject = Symbol.Create(ticker, SecurityType.Crypto, market);
var data = downloader.Get(symbolObject, Resolution.Tick, startDate, endDate);
// Save the data
var writer = new LeanDataWriter(Resolution.Tick, symbolObject, dataDirectory, TickType.Quote);
writer.Write(data);
}
}
catch (Exception err)
{
Log.Error(err);
}
}
/// <summary>
/// Cryptoiq Downloader Toolbox Project For LEAN Algorithmic Trading Engine.
/// </summary>
static void Main(string[] args)
{
if (args.Length == 3)
{
args = new [] { args[0], DateTime.UtcNow.ToString("yyyyMMdd"), args[1], args[2] };
}
else if (args.Length < 4)
{
Console.WriteLine("Usage: CryptoiqDownloader FROMDATE TODATE EXCHANGE SYMBOL");
Console.WriteLine("FROMDATE = yyyymmdd");
Console.WriteLine("TODATE = yyyymmdd");
Environment.Exit(1);
}
try
{
// Load settings from command line
var startDate = DateTime.ParseExact(args[0], "yyyyMMdd", CultureInfo.InvariantCulture);
var endDate = DateTime.ParseExact(args[1], "yyyyMMdd", CultureInfo.InvariantCulture);
// Load settings from config.json
var dataDirectory = Config.Get("data-directory", "../../../Data");
var scaleFactor = Config.GetValue("bitfinex-scale-factor", 1m);
// Create an instance of the downloader
const string market = Market.Bitfinex;
var downloader = new CryptoiqDownloader(args[2], scaleFactor);
// Download the data
var symbolObject = Symbol.Create(args[3], SecurityType.Crypto, market);
var data = downloader.Get(symbolObject, Resolution.Tick, startDate, endDate);
// Save the data
var writer = new LeanDataWriter(Resolution.Tick, symbolObject, dataDirectory, TickType.Quote);
writer.Write(data);
}
catch (Exception err)
{
Log.Error(err);
}
}
/// <summary>
/// Cryptoiq Downloader Toolbox Project For LEAN Algorithmic Trading Engine.
/// </summary>
static void Main(string[] args)
{
if (args.Length == 3)
{
args = new [] { args[0], DateTime.UtcNow.ToString("yyyyMMdd"), args[1], args[2] };
}
else if (args.Length < 4)
{
Console.WriteLine("Usage: CryptoiqDownloader FROMDATE TODATE EXCHANGE SYMBOL");
Console.WriteLine("FROMDATE = yyyymmdd");
Console.WriteLine("TODATE = yyyymmdd");
Environment.Exit(1);
}
try
{
// Load settings from command line
var startDate = DateTime.ParseExact(args[0], "yyyyMMdd", CultureInfo.InvariantCulture);
var endDate = DateTime.ParseExact(args[1], "yyyyMMdd", CultureInfo.InvariantCulture);
// Load settings from config.json
var dataDirectory = Config.Get("data-directory", "../../../Data");
var scaleFactor = Config.GetValue("bitfinex-scale-factor", 1m);
// Create an instance of the downloader
const string market = Market.Bitfinex;
var downloader = new CryptoiqDownloader(args[2], scaleFactor);
// Download the data
var symbolObject = Symbol.Create(args[3], SecurityType.Forex, market);
var data = downloader.Get(symbolObject, Resolution.Tick, startDate, endDate);
// Save the data
var writer = new LeanDataWriter(Resolution.Tick, symbolObject, dataDirectory, TickType.Quote);
writer.Write(data);
}
catch (Exception err)
{
Log.Error(err);
}
}
