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)
• Background Jobs: Run long downloads as detached daemon processes

Installation

cargo install paracas

Usage

Download Tick Data

# 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

# Run download in background
paracas download eurusd -s 2024-01-01 -e 2024-12-31 --background

Download All Instruments

# Download all forex instruments
paracas download-all --category forex -o ./data/

# Download all crypto as Parquet in background
paracas download-all --category crypto -f parquet --background

List Instruments

# List all instruments
paracas list

# Filter by category
paracas list --category forex

# Search instruments
paracas list --search btc

Instrument Info

paracas info eurusd

Background Jobs

# Check job status
paracas status --all

# Watch running jobs
paracas status --follow 5

# Manage jobs
paracas job pause <job-id>
paracas job resume <job-id>
paracas job kill <job-id>
paracas job clean

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

Performance

Benchmark comparing paracas against dukascopy-node for downloading EUR/USD tick data:

Data Range	paracas	dukascopy-node	Speedup
1 day	5.24s	8.26s	1.6x
3 days	18.97s	24.27s	1.3x

Benchmarks run on macOS (Apple Silicon). Results may vary based on network conditions.

Running Benchmarks

# Run benchmark and output markdown table
just bench-table

# Run criterion benchmarks
just bench

To compare against dukascopy-node, install it first:

npm install -g dukascopy-node

License

MIT License - see LICENSE for details.