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Live trade feed aggregator server producing BTC time & sales data from major exchanges like Binance, Bybit and more via a unified WebSocket API

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nc1z/tick-stream-aggregator

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Bitcoin Tick Stream Aggregator

Live trade feed aggregator server streaming BTC time and sales data from major exchanges like Binance, Bybit, BitMEX and more via a unified WebSocket API

🚧 Tick stream example:

image

Supported pairs

Exchange Pair Supported
BINANCE BTCUSDT
BYBIT BTCUSDT
BYBIT BTCUSD -
BITMEX XBTUSD 🚧

Websocket Market Stream

Base Url: ws://localhost:8081/

Example response

{
    "side": "BUY",
    "exchange": "BINANCE",
    "price": 42364.6,
    "quantity": 3.626,
    "size": 153614.0396,
    "time": 1704089838366
}

Getting started

Users can choose to run this locally or via spinning up a docker instance.

Docker

🚧 Work in progress!

Local development

To run the server locally

Clone the repository

git clone https://github.com/nc1z/tick-stream-aggregator.git

Navigate into directory

cd tick-stream-aggregator/

Install dependencies

yarn install

Start the server

yarn start

Custom configuration

For customisation, please pass the arguments as such

yarn start [command] [options]

# Example
yarn start --port 3000 --size 10000

Acknowledgement and references

Special thanks to the following developers and repositories for the inspiration, references and documentation

Inspiration for the idea

  • AGGR - server side cryptocurrency trades aggregator

NodeJs design choices and optimisation

  • Tardis.dev - The most granular data for cryptocurrency markets

Dependencies

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Live trade feed aggregator server producing BTC time & sales data from major exchanges like Binance, Bybit and more via a unified WebSocket API

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