Configuring Market Data Storage and Exchange Access
Summary
This document explains how to configure a trading application to store historical data and connect to an exchange. It compares SQLite, MongoDB, and MySQL settings, describes database fields such as driver, database name, host, port, and authentication source, and gives example settings for local SQLite and MongoDB use. It also notes that the database service must be running before connecting to MongoDB.
Exchange connection examples cover spot and futures credentials, session count, server selection, contract mode, and proxy settings. The data collection section distinguishes spot from futures downloads and says to choose trading pairs and a collection period. The material is operational guidance rather than a trading method: it provides configuration examples and one database connection error, but no validation results or performance evidence. Settings may need adjustment for the local environment, and the examples do not address credential security or database reliability in depth.
Key ideas
- SQLite, MongoDB, and MySQL are listed as supported storage options.
- Database configuration includes the driver, database name, and connection details such as host and port.
- Exchange access settings differ for spot and futures connections and may include proxy information.
- Historical data collection is separated into spot and futures workflows, with pairs and time ranges chosen by the user.
- The examples offer setup guidance but do not assess data quality, connection robustness, or strategy outcomes.
Tags
From a private course collection; the original is not published.