web sockets

Live Contract Trading Data Harvesting

The goal of this project was to build an ETL system collecting and computing data about trades and trading positions for various cryptocurrencies from different trading platforms. The data about trades and trading positions was fetched via multiple REST APIs and web sockets (depending on the trading platform). The data was then normalized, and some elements were aggregated, computed, and estimated. Finally, the normalized data was loaded into a common data model in a relational database (Exasol DB).