StockMQ Server

High-Performance message broker for the market data.

This repository provides core functionality including WebSocket connector for Binance.

Requirements

NATS Server

go install github.com/nats-io/nats-server/v2@latest
$(GOPATH)/bin/nats-server

Example configuration

<?xml version="1.0" encoding="UTF-8"?>
<Config>
    <WebSocket>
        <Name>Binance-BTCUSD</Name>
        <Enabled>true</Enabled>
        <URL>wss://stream.binance.com:9443/ws</URL>
        <Handler>Binance</Handler>
        <DialTimeout>4</DialTimeout>
        <RetryDelay>3</RetryDelay>
        <PingTimeout>60</PingTimeout>
        <ReadLimit>655350</ReadLimit>
        <InitMessage>{"id": 0, "method": "SUBSCRIBE", "params": ["btcusdt@kline_1s", "btcusdt@depth"]}</InitMessage>
    </WebSocket>
</Config>

Persistence

It's possible to persist messages to MongoDB and InfluxDB. See stockmq-config.xml for details.

For MongoDB database and collections will be created automatically.

    <MongoDB>
        <Enabled>true</Enabled>
        <URL>mongodb://localhost:27017</URL>
        <RetryDelay>5</RetryDelay>
        <Database>stockmq</Database>
        <Candles>candles</Candles>
        <Quotes>quotes</Quotes>
    </MongoDB>

InfluxDB requires organization and access token with write access.

    <InfluxDB>
        <Enabled>false</Enabled>
        <URL>http://127.0.0.1:8086</URL>
        <Token><!-- InfluxDB Token --></Token>
        <Organization>stockmq</Organization>
        <Bucket>stockmq-data</Bucket>
    </InfluxDB>

Start the server

Configure all required feeds in stockmq-server.xml

go build
./stockmq-server -c stockmq-server.xml

Listen for updates

cd cmd/stockmq-nats
go build
./stockmq-nats -debug