322 lines
12 KiB
JavaScript
322 lines
12 KiB
JavaScript
{
|
|
codeName: "AACharly",
|
|
displayName: "Charly",
|
|
type: "Extract",
|
|
version: {
|
|
number: "1.0.0",
|
|
status: "Mantained", // Discontinued
|
|
},
|
|
products: [{
|
|
|
|
product: {
|
|
codeName: "Trades",
|
|
displayName: "Trades",
|
|
description: "Each file contains trades records of one market at one exchange in a period of time of one minute.",
|
|
storageAccount: "aacharly",
|
|
filePath: "@Exchange/Output/Trades/@Year/@Month/@Date/@Hour/@Minute",
|
|
fileName: "@AssetA_@AssetB.json",
|
|
exchangeList: [{
|
|
exchange: {
|
|
name: "Poloniex",
|
|
datetimeRange: {
|
|
minDatetime: "2017-02-19 19:15:00.000 GMT+0000",
|
|
maxDatetime: "2018-02-13 10:10:00.000 GMT+0000"
|
|
}
|
|
}
|
|
}]
|
|
,
|
|
layers: [{
|
|
layer: {
|
|
codeName: "Trades",
|
|
displayName: "Trades",
|
|
exchangeList: ["Poloniex"],
|
|
validPeriods: ["01-min"],
|
|
plotter: {
|
|
devTeam: "AAMasters",
|
|
repo: "AACharly-Plotter",
|
|
moduleName: "TradeList",
|
|
target: "Timeline"
|
|
}
|
|
}
|
|
}]
|
|
}
|
|
}]
|
|
,
|
|
processes:
|
|
[{
|
|
process: {
|
|
name: "Poloniex-Live-Trades",
|
|
description: "Retrieves the trades done at the current minute and the previous minute and saves them at the storage account."
|
|
}
|
|
}, {
|
|
process: {
|
|
name: "Poloniex-Historic-Trades",
|
|
description: "Retrieves and saves the historical trades in batches going backwards from the current time until reaching the begining of the market."
|
|
}
|
|
}, {
|
|
process: {
|
|
name: "Poloniex-Hole-Fixing",
|
|
description: "Scans the trades saved by the Live Trades and Historic Trades processes searching for missing records. Once a hole is found on the data set, it patches it by retrieving the missing records from the exchange."
|
|
}
|
|
}]
|
|
,
|
|
directDependencies: { },
|
|
directDependents: [{
|
|
bot: {
|
|
devTeam: "AAMasters",
|
|
codeName: "AABruce"
|
|
}
|
|
}, {
|
|
bot: {
|
|
devTeam: "AAMasters",
|
|
codeName: "AAOlivia"
|
|
}
|
|
}]
|
|
,
|
|
collaboratorsList: [],
|
|
github: {
|
|
org: "AAMasters",
|
|
repos: [{
|
|
repo: {
|
|
name: "AACharly-Bot",
|
|
description: "Produces a data-set of all trades of every market in multiple exchanges.",
|
|
openIssues: 0,
|
|
openPullRequests: 0,
|
|
contributors: 1
|
|
}
|
|
}, {
|
|
repo: {
|
|
name: "AACharly-Plotter",
|
|
description: "Plotters plug-ins to browse trades at the AA Web Platform.",
|
|
openIssues: 0,
|
|
openPullRequests: 0,
|
|
contributors: 1
|
|
}
|
|
}]
|
|
},
|
|
storage: {
|
|
sas: '?sv=2017-04-17&ss=f&srt=sco&sp=rc&se=2018-12-31T02:33:36Z&st=2018-02-01T18:33:36Z&spr=https&sig=xFTcopdKq0f60wl2iuukbtIpcLwxZVKzlw5BzpJfo5g%3D',
|
|
fileUri: 'https://' + 'aacharly' + '.file.core.windows.net'
|
|
}
|
|
},
|
|
{
|
|
codeName: "AACarol",
|
|
displayName: "Carol",
|
|
type: "Extract",
|
|
version: {
|
|
number: "1.0.0",
|
|
status: "Mantained", // Discontinued
|
|
},
|
|
products: [
|
|
{
|
|
product: {
|
|
codeName: "Order Book",
|
|
displayName: "Order Book",
|
|
description: "Each file contains the bids and asks positions at each market at a certain moment in time.",
|
|
storageAccount: "aacarol",
|
|
filePath: "@Exchange/Output/Order-Books/@Year/@Month/@Date/@Hour/@Minute",
|
|
fileName: "@AssetA_@AssetB.json",
|
|
exchangeList: [{
|
|
exchange: {
|
|
name: "Poloniex",
|
|
datetimeRange: {
|
|
minDatetime: "2017-02-19 19:15:00.000 GMT+0000",
|
|
maxDatetime: "2018-02-13 10:10:00.000 GMT+0000"
|
|
}
|
|
}
|
|
}],
|
|
layers: {
|
|
layer: {
|
|
codeName: "Order Book",
|
|
displayName: "Order Book",
|
|
exchangeList: ["Poloniex"],
|
|
validPeriods: ["06-hs", "03-hs", "01-hs", "30-min", "10-min", "05-min", "01-min"],
|
|
plotter: {
|
|
devTeam: "AAMasters",
|
|
repo: "AACarol-Plotter",
|
|
moduleName: "OrderBook",
|
|
target: "Panel"
|
|
}
|
|
}
|
|
}
|
|
}
|
|
},
|
|
{
|
|
product: {
|
|
codeName: "Order Books",
|
|
displayName: "Order Books",
|
|
description: "Each file contains the sumarized bids and asks positions at each market at a certain moment in time. Agreggation makes the dataset optimal for different time periods.",
|
|
storageAccount: "aacarol",
|
|
filePath: "@Exchange/Output/Aggregated-Order-Books/@Period/@Year/@Month/@Date/@Hour/@Minute",
|
|
fileName: "@AssetA_@AssetB.json",
|
|
exchangeList: [{
|
|
exchange: {
|
|
name: "Poloniex",
|
|
datetimeRange: {
|
|
minDatetime: "2017-02-19 19:15:00.000 GMT+0000",
|
|
maxDatetime: "2018-02-13 10:10:00.000 GMT+0000"
|
|
}
|
|
}
|
|
}],
|
|
layers: {
|
|
layer: {
|
|
codeName: "Order Books",
|
|
displayName: "Order Books",
|
|
exchangeList: ["Poloniex"],
|
|
validPeriods: ["06-hs", "03-hs", "01-hs", "30-min", "10-min", "05-min", "01-min"],
|
|
plotter: {
|
|
devTeam: "AAMasters",
|
|
repo: "AACarol-Plotter",
|
|
moduleName: "OrderBooks",
|
|
target: "Timeline"
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
],
|
|
processes: [{
|
|
process: {
|
|
name: "Poloniex-Order-Books",
|
|
description: "Retrieves the order books at the current minute and saves them at the storage account."
|
|
}
|
|
}, {
|
|
process: {
|
|
name: "Aggregated-Order-Books",
|
|
description: "Aggregates the order books information to be viewed at different time periods."
|
|
}
|
|
}
|
|
],
|
|
directDependencies: [],
|
|
directDependents: [],
|
|
collaboratorsList: [],
|
|
github: {
|
|
org: "AAMasters",
|
|
repos: [{
|
|
repo: {
|
|
name: "AACarol",
|
|
description: "Produces a data-set with a snapshot of all markets order books every minute.",
|
|
openIssues: 0,
|
|
openPullRequests: 0,
|
|
contributors: 1
|
|
}
|
|
}
|
|
]
|
|
},
|
|
storage: {
|
|
sas: '?sv=2017-04-17&ss=f&srt=sco&sp=r&se=2018-12-01T00:09:44Z&st=2017-12-01T13:09:44Z&spr=https,http&sig=J60UlQuUqh9Hd1Pm0PqIF6yari3D3TkGEz1fSNQJWks%3D',
|
|
fileUri: 'https://' + 'aadata' + '.file.core.windows.net'
|
|
}
|
|
}
|
|
{
|
|
codeName: "AABruce",
|
|
displayName: "Bruce",
|
|
type: "Indicator",
|
|
version: {
|
|
number: "1.0.0",
|
|
status: "Mantained", // Discontinued
|
|
},
|
|
products: {
|
|
product: [{
|
|
codeName: "Candles",
|
|
displayName: "One Minute Candles in Daily Files",
|
|
description: "Each file contains the candles of one whole day on a one minute time period.",
|
|
storageAccount: "aabruce",
|
|
filePath: "@Exchange/Output/Candles/One-Min/@Year/@Month/@Date",
|
|
fileName: "@AssetA_@AssetB.json",
|
|
exchangeList: [{
|
|
exchange: {
|
|
name: "Poloniex",
|
|
datetimeRange: {
|
|
minDatetime: "2017-02-19 19:15:00.000 GMT+0000",
|
|
maxDatetime: "2018-02-13 10:10:00.000 GMT+0000"
|
|
}
|
|
}
|
|
}],
|
|
layers: {
|
|
layer: {
|
|
codeName: "Candles",
|
|
displayName: "Candlesticks",
|
|
exchangeList: ["Poloniex"],
|
|
validPeriods: ["30-min", "10-min", "05-min", "01-min"],
|
|
plotter: {
|
|
devTeam: "AAMasters",
|
|
repo: "AABruce-Plotter",
|
|
moduleName: "Candlesticks",
|
|
target: "Timeline",
|
|
dependencies: {
|
|
dependency: {
|
|
devTeam: "AAMasters",
|
|
repo: "Plotters-Utilities",
|
|
moduleName: "Candlesticks"
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}, {
|
|
codeName: "Volumes",
|
|
displayName: "One Minute Volumes in Daily Files",
|
|
description: "Each file contains the volumes of one whole day on a one minute time period.",
|
|
storageAccount: "aabruce",
|
|
filePath: "@Exchange/Output/Volumes/One-Min/@Year/@Month/@Date",
|
|
fileName: "@AssetA_@AssetB.json",
|
|
exchangeList: [{
|
|
exchange: {
|
|
name: "Poloniex",
|
|
datetimeRange: {
|
|
minDatetime: "2017-02-19 19:15:00.000 GMT+0000",
|
|
maxDatetime: "2018-02-13 10:10:00.000 GMT+0000"
|
|
}
|
|
}
|
|
}],
|
|
layers: {
|
|
layer: {
|
|
codeName: "Volumes",
|
|
displayName: "Sell and Buy Volumes",
|
|
exchangeList: ["Poloniex"],
|
|
validPeriods: ["06-hs", "03-hs", "01-hs", "30-min", "10-min", "05-min", "01-min"],
|
|
plotter: {
|
|
devTeam: "AAMasters",
|
|
repo: "AABruce-Plotter",
|
|
moduleName: "Volumes",
|
|
target: "Timeline",
|
|
dependencies: {
|
|
dependency: {
|
|
devTeam: "AAMasters",
|
|
repo: "Plotters-Utilities",
|
|
moduleName: "Volumes"
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|
|
]
|
|
,
|
|
processes:
|
|
{
|
|
process: [{
|
|
name: "One-Min-Daily-Candles-Volumes",
|
|
description: "Read trades files and generates one minute candles and volumes files for each day."
|
|
}]
|
|
},
|
|
directDependencies: [],
|
|
directDependents: [],
|
|
collaboratorsList: [],
|
|
github: {
|
|
org: "AAMasters",
|
|
repos: {
|
|
repo: [{
|
|
name: "AABruce",
|
|
description: "Produces two data-sets with candles and volumes for all markets at all exchanges.",
|
|
openIssues: 0,
|
|
openPullRequests: 0,
|
|
contributors: 1
|
|
}]
|
|
}
|
|
},
|
|
storage: {
|
|
sas: '?sv=2017-04-17&ss=f&srt=sco&sp=r&se=2018-12-31T02:32:04Z&st=2018-02-01T18:32:04Z&spr=https&sig=SbZI6bvAE1MBxna2NOvfgMroPFZNjAyaHUsAPvh11hg%3D',
|
|
fileUri: 'https://' + 'aabruce' + '.file.core.windows.net'
|
|
} |