Quant-Functions is a Python project that uses Azure Functions to fetch historical candlestick data from Binance and OKX exchanges. The data is fetched at various intervals: 15 minutes, 1 hour, 2 hours, 4 hours, 6 hours, 12 hours, 1 day, 1 week, etc. The fetched data is then stored in MongoDB for further analysis.
These instructions will get you a copy of the project up and running on your local machine for development and testing purposes.
What things you need to install the software and how to install them:
- Python 3.8 or higher
- Azure Functions Core Tools
- MongoDB
A step by step series of examples that tell you how to get a development environment running:
- Clone the repository
- Install the dependencies using pip:
pip install -r requirements.txt- Set up your Azure Functions environment
# Create a resource group named AzureFunctionsQuickstart-rg in your chosen region.
az group create --name AzureQuantFunctions-rg --location southeastasia
# Create a general-purpose storage account in your resource group and region.
az storage account create --name QuantStorageAccount --location southeastasia --resource-group AzureQuantFunctions-rg --sku Standard_LRS
# Create the function app in Azure.
az functionapp create --resource-group AzureQuantFunctions-rg --consumption-plan-location southeastasia --runtime python --runtime-version 3.10 --functions-version 4 --name quant-jobs --os-type linux --storage-account quantstorage1- Set up your MongoDB database
Explain how to run the automated tests for this system.
Add additional notes about how to deploy this on a live system.
- Python - The programming language used
- Azure Functions - The serverless compute service used
- MongoDB - The database used
Please read CONTRIBUTING.md for details on our code of conduct, and the process for submitting pull requests to us.
- Your Name - Initial work - YourGithubUsername
See also the list of contributors who participated in this project.
This project is licensed under the MIT License - see the LICENSE.md file for details
- Hat tip to anyone whose code was used
- Inspiration
- etc