Metadata-Version: 1.1
Name: opentick
Version: 1.0.1
Summary: OpenTick SDK
Home-page: https://github.com/opentradesolutions/opentick
Author: OpenTrade Solutions
Author-email: info@opentradesolutions.com
License: Apache License
Description-Content-Type: UNKNOWN
Description: # OpenTick
        
        ![OpenTrade Logo](https://github.com/opentradesolutions/opentrade/blob/master/web/img/ot.png)
        
        OpenTick is a fast tick database for financial timeseries data, built on [FoundationDB](https://www.foundationdb.org/) with simplified SQL layer. 
        
        # Features:
        * Built-in price adjustment support
        * Nanosecond support
        * Python, C++ and Go SDK
        * Both sync and async query
        * Implicit SQL statement prepare
        
        # Installation on Ubuntu
        
        You need to use **Go >=1.11** which has module support.
        
        ```bash
        sudo apt install -y python
        wget https://www.foundationdb.org/downloads/6.0.18/ubuntu/installers/foundationdb-server_6.0.18-1_amd64.deb
        wget https://www.foundationdb.org/downloads/6.0.18/ubuntu/installers/foundationdb-clients_6.0.18-1_amd64.deb
        sudo dpkg -i foundationdb-clients_6.0.18-1_amd64.deb foundationdb-server_6.0.18-1_amd64.deb
        git clone https://github.com/opentradesolutions/opentick
        make build
        sudo apt install nodejs
        sudo npm install -g pm2
        pm2 start ./opentick
        ```
        
        **Note:** FoundationDB runs in memory storage mode and only one process by default. You can change it to disk storage as belows:
        ```bash
        user@host$ fdbcli
        fdb> configure ssd
        ```
        
        Fore more configuration on FoundationDB, please check [FoundationDB Configuration](https://apple.github.io/foundationdb/configuration.html)
        
        # Usage
        
        [Python](https://github.com/opentradesolutions/opentick/blob/master/bindings/python/test.py)
        
        [C++](https://github.com/opentradesolutions/opentick/blob/master/bindings/cpp/test.cc)
        
        [Go](https://github.com/opentradesolutions/opentick/blob/master/bindings/go/test.go)
        
        # Performance
        
        100k ohlcv bar inserted in 1 second.
        
        ```bash
        user@host:~/opentick/bindings/go$ go run test.go
        2018/11/27 21:27:23 4.500470184s 5.500314708s 0 100000 all insert futures get done
        2018/11/27 21:27:25 861.306778ms 1.139363333s 0 10 all batch insert futures get done
        2018/11/27 21:27:26 805.542584ms 100000 retrieved with ranges
        2018/11/27 21:27:27 1.782497936s 100000 retrieved with async
        2018/11/27 21:27:29 1.424262818s 100000 retrieved with one sync
        ```
        
        ```bash
        user@host:~/opentick/bindings/python$ ./test.py
        2018-11-27 21:29:10.168138 0:00:00.200577 0:00:06.724991 0 100000 all insert futures get done
        2018-11-27 21:29:12.192570 0:00:00.176540 0:00:00.959563 0 10 all batch insert futures get done
        2018-11-27 21:29:13.460025 0:00:01.267462 100000 retrieved with ranges
        2018-11-27 21:29:15.077686 0:00:01.617666 100000 retrieved with async
        2018-11-27 21:29:16.777043 0:00:01.699361 100000 retrieved with one sync
        ```
        
        ```bash
        user@host:~/opentick/bindings/cpp$ make test
        21:33:19.231156889: 4.22207s 4.84954s 0 100000 all insert futures get done
        21:33:20.172744180: 0.447708s 0.934337s 0 10 all batch insert futures get done
        21:33:21.677161076: 1.49497s 100000 retrieved with async
        ```
        
        # Sample Code (C++)
        
        * **Create database and table**
        ```C++
        auto conn = Connection::Create("127.0.0.1", 1116);
        conn->Start();
        conn->Execute("create database if not exists test");
        conn->Use("test");
        conn->Execute(R"(
              create table if not exists test(sec int, interval int, tm timestamp,
              open double, high double, low double, close double, v double, vwap
              double, primary key(sec, interval, tm))
        )");
        ```
        
        * **Execute**
        ```C++
        // opentick prepares the sql statement automatically, no need to prepare explicitly
        auto fut = conn->ExecuteAsync(
                  "select * from test where sec=1 and interval=?", Args{1}));
        auto res = fut->Get(); // blocked wait until execution done
        // Get last 2 rows ordering by primary key
        auto res = conn->Execute(
                "select tm from test where sec=1 and interval=? limit -2", Args{1});
        ```
        
        * **Insert**
        ```C++
        static const std::string kInsert =
            "insert into test(sec, interval, tm, open, high, low, close, vol, vwap) "
            "values(?, ?, ?, ?, ?, ?, ?, ?, ?)";
        std::vector<Future> futs;
        for (auto i = 0; i < 1000; ++i) {
          futs.push_back(conn->ExecuteAsync(kInsert, Args{1, 1, system_clock::now(), 2.2, 2.4, 2.1, 2.3, 1000000, 2.25}));
        }
        // wait for all insertion done
        for (auto fut : futs) fut->Get();
        ```
        
        * **Batch Insert**
        ```C++
        Argss argss;
        for (auto i = 0; i < 1000; ++i) {
          argss.push_back(Args{1, i, system_clock::now(), 2.2, 2.4, 2.1, 2.3, 1000000, 2.25});
        }
        conn->BatchInsert(kInsert, argss);
        ```
        
        * **Price Adjustments**
        
        ```C++
        auto res = conn->Execute(
                "select tm, adj(open), adj(high), adj(low), adj(close), adj(vol) from test where sec=1 and interval=? limit -2", Args{1});
        ```
        
        For more details, please checkout [adj_test.go](https://github.com/opentradesolutions/opentick/blob/master/adj_test.go)
        
Platform: UNKNOWN
Classifier: Intended Audience :: Developers
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python
Classifier: Programming Language :: Python :: 2.7
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.4
Classifier: Programming Language :: Python :: 3.5
Classifier: Programming Language :: Python :: 3.6
Classifier: Topic :: Software Development :: Libraries
Classifier: Topic :: Software Development :: Libraries :: Python Modules
Classifier: Topic :: Database :: Database Engines/Servers
Classifier: Intended Audience :: Information Technology
Classifier: Intended Audience :: Financial and Insurance Industry
