gdax-data

Trading Starting Dates

• Bitcoin (BTC)
• Bitcoin Cash (BCH): 2017-12-19. See details.
• Ethereum (ETH)
• Litecoin (LTC): 2016-08-23. See details

Installation

This installation guide works only for Ubuntu Linux 17.04 / 17.10:

1. Check out the source code from this repository via Git and SSH. If you don't have git or ssh installed, type the following command in Terminal:

   sudo apt install git ssh
   

2. Install MySQL database and related services/utilities:

   • Type the following command in Terminal to install Apache2 server:

     sudo apt install apache2
     

   • Type the following command to install MySQL (This works for MySQL version before 5.7):

     sudo apt install mysql-server mysql-client libmysqlclient-dev
     

     You will be asked to set a password for accessing MySQL.

   • For MySQL 5.7 or later, you cannot set password for root user. Refer to Step 3 for the user configuration.

   • Type the following command to install PHPMyAdmin, a GUI tool to manipulate MySQL:

     sudo apt install phpmyadmin
     

     You will be asked to type in the password accessing MySQL, which is the one you already set in the step above.

   • Type

     sudo gedit /etc/apache2/apache2.conf
     

     to open the config file of Apache2; add the following line in it:

   Include /etc/phpmyadmin/apache.conf
   

   Save and close the file; then type sudo service apache2 restart to restart Apache2.

   • Open any web browser, type http://localhost/phpmyadmin to open PHPMyAdmin.

3. (For MySQL 5.7 or later ONLY) Create a super user account in MySQL:

   • In Terminal, type the following command to login MySQL as root:

   sudo mysql
   

   • In MySQL shell, type the following command to create a user:

   CREATE USER 'yihming'@'localhost' IDENTIFIED WITH mysql_native_password BY 'password' PASSWORD EXPIRE NEVER;
   

   In the command, you have create a user with name yihming at host localhost. You can change the user name, and change localhost to % to allow remote access. Moreover, change password to your own password.

   • Type the following command to assign all privileges to this user:

   GRANT ALL on *.* TO 'yihming'@'localhost';
   

   Note that you should change yihming and localhost to your own setting above.

   • When finished, type \q to exit MySQL shell.

4. Create Database and Table for the Project:

   • Access to MySQL via PHPMyAdmin; in the main window, click "Databases" button; create a database (say "gdax"), with recommended collation "utf8_bin"; then click "Create" button.
   • Click the created database "gdax" in the left panel; Click "Import" button in the main window; Choose "gdax.sql" file in the repository by clicking "Browse..." button; click "Go" button at the bottom.
   • Now you should see a table "history" created inside the database "gdax", with no entry but several fields set.

5. Set up the database connection config file in the repository:

   • In the repository, type

     cp dbconn.json.example dbconn.json
     

     to create a Database config file from the example.
   • Open "dbconn.json" file, replace root by your user name in MySQL, and your-password by its password to MySQL; save and close.

6. Install necessary python packages:

   • Install python develop tools:

   sudo apt install python-setuptools python-dev build-essential python-pip ipython
   

   And type sudo pip install --upgrade pip to upgrade pip to the latest version.

   • Install the following packages via pip:

   sudo pip install gdax mysqlclient python-dateutil
   

7. Start to collect historic rates:

python collect_history.py

To change the product, start and end datetime for the collection:

• Open "collect_history.py" file; look for function "main()".
• In the line product = 'BTC-USD', change the value of product to the product you are interested.
• Change the value of von (start datetime) and bis (end datetime) using ISO 8601 datetime format, and using UTC time zone.