crypto_ds

C++ client-side program to interact with FTX.com api and populate MongoDB database for data analysis.

This repo achieves the following functions:

• Establish connection with FTX.com API
• Fetch market and orderbook data from a specific market
• Manage and execute trades
• Populate database with historical and real time market data

To Start with crypto_ds

1. Set up required Dependencies

Required Dependencies:

• Curl & libcurl library
• rapidjson
• Running Mongodb instance
• libmongoc
• zaphoyd/websocketpp

2. Compile using CMake, and Run Save the key and secret of FTX.com api in a two line file.

// Inside ftx_key.txt
[key]
[secret]

From the top level folder, run the following commands:

cmake .
make

// Run
./autot

Further Development Tasks

• Processing of higher density & resolution data to analyze orderbook microstructure