paduel / darwinex_ticks

A simple Darwinex ticks data Python API.
MIT License
22 stars 10 forks source link

Darwinex-ticks

Darwinex tick data python API.

The broker Darwinex offers to their real accounts a historical data dowload service using a ftp server.

This basic API connects with your server account and download the data of one or several assets available.

The data is returned as a Pandas dataframe.

Installation

pip install Darwinex-ticks

Pandas library is required. Ipywidgets optional, only for progress bar in Jupyter notebooks.

Example

Quick usage.

import darwinex_ticks
dwt = darwinex_ticks.DarwinexTicksConnection(dwx_ftp_user='<your Darwinex username>',
                       dwx_ftp_pass='<your Darwinex ftp password>',
                       dwx_ftp_hostname='<Darwinex ftp host eg. tickdata.darwinex.com>',
                       dwx_ftp_port='<assigned port>')

data = dwt.ticks_from_darwinex('EURUSD', start='2018-08-02 08', 
                                end='2018-08-02 12')                 

You could check the example notebook too.

Command line usage.

It's possible use the package at terminal. You need have installed python, pandas and darwinex_ticks.

python -m darwinex_ticks EURGBP EURGBP USDJPY -u paduel -w kyK8omxZm8pxp -n tickdata.darwinex.com -s "2018-10-08 10" -e "2018-10-08 12" -g

This command line connect the darwinex ticks data ftp with the passed user, password and hostname, download the ticks data of EURGBP, EURGBP and USDJPY from 2018/10/08 10:00 to 28/10/08 12:59, and save (-g) user, password and hostname at config file, so the next time you don't need to pass its.