82 lines
1.8 KiB
Markdown
82 lines
1.8 KiB
Markdown
# paracas
|
|
|
|
High-performance Rust CLI for downloading historical tick data from Dukascopy.
|
|
|
|
## Features
|
|
|
|
- **Fast**: Concurrent downloads with connection pooling
|
|
- **Flexible**: CSV, JSON, and Parquet output formats
|
|
- **Complete**: All 1000+ Dukascopy instruments supported
|
|
- **Aggregation**: Built-in OHLCV aggregation (1m, 5m, 15m, 30m, 1h, 4h, 1d)
|
|
|
|
## Installation
|
|
|
|
```bash
|
|
cargo install paracas
|
|
```
|
|
|
|
## Usage
|
|
|
|
### Download Tick Data
|
|
|
|
```bash
|
|
# Download all available EUR/USD tick data (outputs to eurusd.csv by default)
|
|
paracas download eurusd
|
|
|
|
# Download with specific date range
|
|
paracas download eurusd -s 2024-01-01 -e 2024-01-31
|
|
|
|
# Download BTC/USD as Parquet
|
|
paracas download btcusd -f parquet
|
|
|
|
# Download with 1-hour OHLCV aggregation
|
|
paracas download eurusd -s 2024-01-01 -e 2024-01-31 -t h1
|
|
|
|
# Specify custom output file
|
|
paracas download eurusd -o my_data.csv
|
|
```
|
|
|
|
### List Instruments
|
|
|
|
```bash
|
|
# List all instruments
|
|
paracas list
|
|
|
|
# Filter by category
|
|
paracas list --category forex
|
|
|
|
# Search instruments
|
|
paracas list --search btc
|
|
```
|
|
|
|
### Instrument Info
|
|
|
|
```bash
|
|
paracas info eurusd
|
|
```
|
|
|
|
## Output Formats
|
|
|
|
| Format | Extension | Description |
|
|
|--------|-----------|-------------|
|
|
| CSV | `.csv` | Comma-separated values |
|
|
| JSON | `.json` | JSON array |
|
|
| Parquet | `.parquet` | Apache Parquet columnar format |
|
|
|
|
## Timeframes
|
|
|
|
| Timeframe | Flag | Description |
|
|
|-----------|------|-------------|
|
|
| Tick | (default) | Raw tick data |
|
|
| 1 minute | `-t m1` | 1-minute OHLCV bars |
|
|
| 5 minutes | `-t m5` | 5-minute OHLCV bars |
|
|
| 15 minutes | `-t m15` | 15-minute OHLCV bars |
|
|
| 30 minutes | `-t m30` | 30-minute OHLCV bars |
|
|
| 1 hour | `-t h1` | 1-hour OHLCV bars |
|
|
| 4 hours | `-t h4` | 4-hour OHLCV bars |
|
|
| 1 day | `-t d1` | Daily OHLCV bars |
|
|
|
|
## License
|
|
|
|
MIT License - see [LICENSE](LICENSE) for details.
|