Download Crypto-Currency Data — v3

---

dccd downloads crypto-currency market data (OHLCV, trades, order book) from 7 exchanges via REST and WebSocket. Data is stored as Parquet files with nanosecond-precision timestamps.

Architecture (v3)

Hexagonal architecture — business logic is fully separated from interfaces:

Interfaces: CLI · HTTP API · Web UI · Python Client
                        ↓
          Application: backfill, stream, read, inventory
                        ↓
  Domain ← Sources (7 exchange adapters) ← Transport (httpx · WS · Paginator)
                        ↓
             Storage: ParquetStore + RunsStore (SQLite)

• Async-first — httpx + websockets, one event loop; CLI via asyncio.run
• Nanosecond timestamps — uniform int64 UTC throughout the store
• Generic Paginator — no per-exchange chunking; Coinbase 300-limit is a capability declaration
• NoCapability early — Bybit no spot trades history, Kraken OHLC recent-only → clear error
• Four iso-functional interfaces — same operations everywhere (parity test enforces this)

Supported exchanges

You pick a data type (OHLC · trades · order book) and an operation — backfill (history) or stream (live):

Exchange	Backfill (history)	Stream (live)
Binance	OHLC · trades · book	OHLC · trades · book
Coinbase	OHLC · book · trades (recent)	trades
Kraken	OHLC (720 recent) · trades · book	OHLC · trades · book
Bybit	OHLC · book	OHLC · trades · book
OKX	OHLC · trades · book	OHLC · trades · book
Bitfinex	OHLC · trades · book	OHLC · trades
BitMEX	OHLC (1m/5m/1h/1d) · trades · book	OHLC · trades · book

Trades backfill is cursor-paginated (drains the full window, not just the first page). recent = no deep history via the public API (a deeper request is rejected/clamped early, never silently truncated); Bybit spot has no trade history. Order-book backfill is a single snapshot — use a stream to record the book over time. Stream channels are only listed where really implemented (undeclared ones raise NoCapability).

OHLC field fidelity

Not every exchange returns every OHLC field natively. Missing fields are stored as null (never fabricated):

Exchange	quote_volume	trades (count)
Binance	✅ native	✅ native
Bybit / OKX	✅ native	— null
Kraken	✅ (vwap × volume, exact)	✅ native
Coinbase / Bitfinex / BitMEX	— null	— null

Installation

# Core — Python 3.11+
pip install dccd

# With scheduler, CLI, and web UI
pip install "dccd[daemon]"

# Development
pip install "dccd[dev]"

Quick start

Python API

import asyncio
from dccd import Client

async def main():
    async with Client() as c:
        result = await c.backfill("binance", "BTC/USDT", data_type="ohlc", span=3600)
        print(f"Wrote {result['rows_written']} rows")
        for ds in c.inventory():
            print(ds)

asyncio.run(main())

CLI

dccd validate --config config.yml      # validate config
dccd backfill --config config.yml      # run all backfill jobs
dccd backfill -e binance -s BTC/USDT --type ohlc --span 3600  # ad-hoc
dccd stream   --config config.yml      # run WebSocket stream jobs
dccd start    --config config.yml      # full daemon + UI
dccd ui       --config config.yml      # UI only (no scheduler)
dccd inventory --config config.yml     # list stored datasets
dccd status   --config config.yml      # show recent runs

Configuration (config.yml)

settings:
  data_path: ./data/crypto
  timezone: UTC
  ui_port: 8080

jobs:
  - exchange: binance
    pairs: [BTC/USDT, ETH/USDT]
    data_type: ohlc
    span: 3600
    trigger_kind: interval
    every: 3600

  - exchange: kraken
    pairs: [BTC/USD]
    data_type: trades
    operation: stream
    trigger_kind: supervised

storage:
  remotes:
    - provider: rclone
      remote: "mynas:crypto/"
  sync_interval: 3600

HTTP API (when dccd ui or dccd start is running)

GET  /api/operations          list registered operations
POST /api/backfill            start a backfill job
GET  /api/backfill/{run_id}   poll run status
GET  /api/streams             list stream jobs + state
POST /api/streams/start       start a stream job
POST /api/streams/stop        stop a stream job
POST /api/read                read stored data (≤1 000 rows)
GET  /api/events              SSE stream of progress/log/status events
GET  /api/inventory           list all datasets
GET  /health                  liveness check

Data layout

{data_path}/
  {exchange}/
    ohlc/{pair}/{span}/YYYY.parquet       # annual, ns timestamps
    trades/{pair}/YYYY-MM-DD.parquet      # daily
    orderbook/{pair}/YYYY-MM-DD.parquet   # daily
    .dccd/runs.db                         # SQLite job run history

All timestamps are nanoseconds UTC (int64).

Development

pip install -e ".[dev]"
pytest             # 141 tests
ruff check dccd/   # lint
mypy dccd/         # type check (strict on domain/)