# Real-time market data listener and archiver in python.
Saves raw binance data in zipped jsons on azure blob
# Handles:
spot, futures usd-m, futures coin-m
Level 2 orderbook deltas stream
trade stream
orderbook snapshots with configured trigger interval
24-hour WebSocket lifecycle. At the end of the WebSocket's lifespan, it initiates a new WebSocket to ensure the continuity of data flow is maintained seamlessly.
Configured to use contenerised on Azure with Azure blob and keyvault
![image](https://github.com/user-attachments/assets/a9461c8d-b5a7-43de-b1cc-96ef5df72f40)
![image](https://github.com/user-attachments/assets/93a9cece-21fd-406c-8555-fbb774188265)
![Zrzut ekranu 2024-06-02 230137](https://github.com/DanielLasota/Binance-Archiver/assets/127039319/b400f859-60ef-4995-936d-d68ecab82ddf)
## Installation
```bash
# to be announced
```
## Usage
import the `run_stonks_analysis` function from the `stonks` module and run the script:
```python
from binance_archiver import launch_data_sink
if __name__ == '__main__':
config = {
"instruments": {
"spot": ["BTCUSDT", "ETHUSDT", "BNBUSDT", "SOLUSDT", "XRPUSDT", "DOTUSDT"],
"usd_mfutures": ["BTCUSDT", "ETHUSDT", "BNBUSDT", "SOLUSDT", "XRPUSDT", "DOTUSDT"],
"coin_m_futures": ["BTCUSD_PERP", "ETHUSD_PERP", "BNBUSD_PERP", "SOLUSD_PERP", "XRPUSD_PERP", "DOTUSD_PERP"]
},
"file_duration_seconds": 300,
"snapshot_fetcher_interval_seconds": 300,
"websocket_life_time_seconds": 600,
"save_to_json": False,
"save_to_zip": False,
"send_zip_to_blob": False
}
azure_blob_parameters_with_key = 'some azure blob parameters with key'
container_name = 'some-azure-container-name'
data_sink = launch_data_sink(
config,
azure_blob_parameters_with_key=azure_blob_parameters_with_key,
container_name=container_name
)
time.sleep(2115)
data_sink.shutdown()
```
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"description": "# Real-time market data listener and archiver in python. \r\nSaves raw binance data in zipped jsons on azure blob\r\n\r\n# Handles: \r\nspot, futures usd-m, futures coin-m\r\nLevel 2 orderbook deltas stream\r\ntrade stream\r\norderbook snapshots with configured trigger interval \r\n24-hour WebSocket lifecycle. At the end of the WebSocket's lifespan, it initiates a new WebSocket to ensure the continuity of data flow is maintained seamlessly.\r\n\r\nConfigured to use contenerised on Azure with Azure blob and keyvault\r\n\r\n![image](https://github.com/user-attachments/assets/a9461c8d-b5a7-43de-b1cc-96ef5df72f40)\r\n\r\n![image](https://github.com/user-attachments/assets/93a9cece-21fd-406c-8555-fbb774188265)\r\n\r\n![Zrzut ekranu 2024-06-02 230137](https://github.com/DanielLasota/Binance-Archiver/assets/127039319/b400f859-60ef-4995-936d-d68ecab82ddf)\r\n\r\n\r\n\r\n## Installation\r\n\r\n```bash\r\n# to be announced\r\n```\r\n\r\n## Usage\r\n\r\nimport the `run_stonks_analysis` function from the `stonks` module and run the script:\r\n\r\n```python\r\nfrom binance_archiver import launch_data_sink\r\n\r\nif __name__ == '__main__':\r\n config = {\r\n \"instruments\": {\r\n \"spot\": [\"BTCUSDT\", \"ETHUSDT\", \"BNBUSDT\", \"SOLUSDT\", \"XRPUSDT\", \"DOTUSDT\"],\r\n \"usd_mfutures\": [\"BTCUSDT\", \"ETHUSDT\", \"BNBUSDT\", \"SOLUSDT\", \"XRPUSDT\", \"DOTUSDT\"],\r\n \"coin_m_futures\": [\"BTCUSD_PERP\", \"ETHUSD_PERP\", \"BNBUSD_PERP\", \"SOLUSD_PERP\", \"XRPUSD_PERP\", \"DOTUSD_PERP\"]\r\n },\r\n \"file_duration_seconds\": 300,\r\n \"snapshot_fetcher_interval_seconds\": 300,\r\n \"websocket_life_time_seconds\": 600,\r\n \"save_to_json\": False,\r\n \"save_to_zip\": False,\r\n \"send_zip_to_blob\": False\r\n }\r\n\r\n azure_blob_parameters_with_key = 'some azure blob parameters with key'\r\n container_name = 'some-azure-container-name'\r\n\r\n data_sink = launch_data_sink(\r\n config,\r\n azure_blob_parameters_with_key=azure_blob_parameters_with_key,\r\n container_name=container_name\r\n )\r\n\r\n time.sleep(2115)\r\n data_sink.shutdown()\r\n\r\n```\r\n",
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