README
¶
Market Trade Data Parser
The Parser is a command-line utility that condenses price data from CSV files. It reads CSV data from the standard input, processes it based on a specified price difference threshold, and outputs data when the price has changed significantly.
Configuration
The program takes its configuration from a compact.yaml file that should be
located in the current directory or any upper directory. Alternatively, you can
specify a path where the compact.yaml will be searched. The search will
commence from the specified directory and extend upwards.
Several types of data are supported. Each type has its own configuration structure. Examples can be found in examples/.
Usage
To use the program, pipe the CSV data into the program as follows:
cat data.csv | ./bin/compact > output.csv
This will read the CSV data from data.csv, process it, and then write the
filtered data to output.csv.
Or, specify the path where the config can be found. Let's assume that the
config is located in data/deribit/compact.yaml:
cat data/deribit/OPTIONS/options_chain/2023/04/2023-04-15.csv | ./bin/compact data/deribit/OPTIONS/options_chain/2023/04 > output.csv
Directories