quotick

Quotick by SIGDEV

Embedded tick market data (trade, quote, ..) database storage optimized for billions of data points.

npmjs.com

$ yarn add quotick

Usage

const Quotick = require('quotick').Quotick;

const qt =
    new Quotick(
        'AAPL',
        './db',
    );

qt.insert(
    10000000,
    100,
    223.001,
);

qt.insert(
    10000003,
    100,
    223.001,
);

// will throw if inserting a frame twice
qt.insert(
    10000001,
    100,
    223.001,
);

// will overwrite frame if inserting a frame twice
qt.insert_overwrite(
    10000001,
    100,
    223.001,
);

qt.persist();

// { time: 10000003, size: 100, price: 223001 }
console.log(
    qt.newest_frame(),
);

// { time: 10000000, size: 100, price: 223001 }
console.log(
    qt.oldest_frame(),
);

Quotick (Rust)

See Quotick for the underlying implementation. Not all features of the Rust implementation may be available via npm.

License

If your organization revenue exceeds $1 million (or currency equivalent) you must obtain a usage license. Please contact [e-mail].

The following license applies

~~ Usage License ~~

Copyright (c) 2021 SIGDEV LLC Copyright (c) 2021 Kenan Sulayman

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

This license does not apply if the gross revenue of the organization or individual, or group of individuals, if this software is directly or indirectly benefiting inidividuals other than the original user, exceeds $1 million (or currency equivalent) per year.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.