bhd-dukascopy-node v1.3.3

A node.js library for fetching and aggregation of historical OHLC (open, high, low, close) price data for 500+ instruments (stocks/commodities/currencies/cfd/crypto) from publicly available sources on https://www.dukascopy.com/

Installation

NPM:

npm install dukascopy-node --save

yarn:

yarn add dukascopy-node

Usage

Try it live

import/require:

// ES6 Import
import { getHistoricRates } from 'dukascopy-node';

// CommonJS
const { getHistoricRates } = require(dukascopy-node');

calling with async/await:

const { getHistoricRates } = require(dukascopy-node');

(async () => {
  try {
    const data = await getHistoricRates({
      instrument: 'btcusd',
      dates: {
        from: '2018-01-01',
        to: '2019-01-01'
      },
      timeframe: 'd1',
      format: 'json'
    });

    console.log(data);
  } catch (error) {
    console.log('error', error);
  }
})();

calling with .then():

const { getHistoricRates } = require(dukascopy-node');

getHistoricRates({
  instrument: 'btcusd',
  dates: {
    from: '2018-01-01',
    to: '2019-01-01'
  },
  timeframe: 'd1',
  format: 'json'
})
  .then(data => {
    console.log(data);
  })
  .catch(error => {
    console.log('error', error);
  });

timeframe: m1 | m15| m30 | h1| d1 | mn1

format: json

    [
      {
        "timestamp": 1218153600000,
        "open": 1.53117,
        "high": 1.53128,
        "low": 1.52343,
        "close": 1.52458,
        "volume": 28078.0156
      }
    ]

format: array

    [
      // timestamp,   open,    high,    low,     close,   volume
      [1218153600000, 1.53117, 1.53128, 1.52343, 1.52458, 28078.0156],
      [1218157200000, 1.52428, 1.52497, 1.51920, 1.52292, 24342.3906],
      [1218160800000, 1.52289, 1.52449, 1.52029, 1.52325, 24014.8496],
    ]

format: csv

timestamp,open,high,low,close,volume
1218153600000,1.53117,1.53128,1.52343,1.52458,28078.0156
1218157200000,1.52428,1.52497,1.51920,1.52292,24342.3906
1218160800000,1.52289,1.52449,1.52029,1.52325,24014.8496

timeframe: tick

format: json

    [
      {
        "timestamp": 1218153600033,
        "askPrice": 1.53137,
        "bidPrice": 1.53117,
        "askVolume": 9.3,
        "bidVolume": 9.6,
      }
    ]

format: array

    [
      // timestamp, askPrice, bidPrice, askVolume, bidVolume
      [1218153600033, 1.53137, 1.53117, 9.3, 9.6],
      [1218153600306, 1.53133, 1.53113, 12.1, 2.4],
      [1218153600445, 1.53127, 1.53112, 6, 8.4],
    ]

format: csv

timestamp,askPrice,bidPrice,askVolume,bidVolume
1218153600033,1.53137,1.53117,9.3,9.6
1218153600306,1.53133,1.53113,12.1,2.4
1218153600445,1.53127,1.53112,6,8.4

instrument

• Type: String
• Description: an id of the trading instrument
• Supported values: see list
• Required: true

dates

• Type: Object
• Description: an object with a date range
• Required: true

dates.from

• Type: String
• Description: UTC-based date string representing start of the time range

• Accepted formats:

  • yyyy-MM-dd
  • yyyy-MM-dd HH:mm
  • ISO string 1970-01-01T00:00:00.000Z

• Required: true

dates.to

• Type: String
• Description: UTC-based date string representing end of time range (not inclusive)

• Accepted formats:

  • yyyy-MM-dd
  • yyyy-MM-dd HH:mm
  • ISO string 1970-01-01T00:00:00.000Z

• Required: true

timeframe

• Type: String
• Description: timeframe aggregation of OHLC (open, high, low, close) data

• Supported values:

  • tick (every single tick/price change)
  • m1 (1 minute)
  • m15 (15 minutes)
  • m30 (30 minutes)
  • h1 (1 hour)
  • d1 (1 day)
  • mn1 (1 month)

• Required: false

• Default: d1

priceType

• Type: String
• Description: type of price (offer side)
• Supported values: bid, ask
• Required: false
• Default: bid

format

• Type: String
• Description: format of the output
• Supported values: json, array, csv
• Required: false
• Default: array

utcOffset

• Type: Number
• Description: UTC offset in minutes
• Required: false
• Default: 0

volumes

• Type: Boolean
• Description: a flag indicating whether the output should contain volume data
• Required: false
• Default: true

ignoreFlats

• Type: Boolean
• Description: a flag indicating whether the output should contain timeframe entries with 0 (flat) volume. Those mainly come from non-trading days, such as weekends or bank holidays.
• Required: false
• Default: true

batchSize

• Type: Number
• Description: number of requests per batch. We don't want to send bunch of requests at the same time, we want to split them in groups (batches) and fetch them one by one with pause in between (see pauseBetweenBatchesMs). Main purpose - not to fall under rate limiting restrictions.
• Required: false
• Default: 10

pauseBetweenBatchesMs

• Type: Number
• Description: pause between downloading batches (in milliseconds)
• Required: false
• Default: 1000

Example of a full config object

{
  instrument: 'btcusd',
  dates: {
    from: '2018-01-01', // or 2018-01-01T00:00:00.000Z
    to: '2019-01-01', // or 2019-01-01T00:00:00.000Z
  },
  timeframe: 'd1',
  priceType: 'ask',
  format: 'json',
  utcOffset: 0,
  volumes: true,
  ignoreFlats: true,
  batchSize: 10,
  pauseBetweenBatchesMs: 1000
}

Forex

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