xchg-rax-rax / crypto_quote_service

A program for obtaining mass market data from from various crypto excahnges for the purpose back-testing and training ML models
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Crypto Quote Service

[Note this project is very much a WIP]

CQS is a program written in C++ for obtaining live asset prices from a number of crypto currency exchanges using their web-socket APIs and storing it in a common format. This stored data can then be used for back testing against or for training machine learning based models for purposes such as HFT.

Supported Exchanges

In the fullness of time support is planed for the following exchanges:

Building

[To Do]

Usage

[To Do]

Running the Tests

[To Do]