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火币 WebSocket 行情数据获取示例

Get bitcoin trading data by websocket in huobi.

主要用于获取数据做量化分析 These data will be used for quant trade research.

整体流程为: 连接 websocket 接口 -> 接收 tick 数据 -> 写入 sqlite,存入数据

This project process: Connect websocket interface -> Get tick data -> Write data in sqlite

后续计划

将方法通用化,希望实现: 1、获取多交易所数据 2、获取多种行情数据,例如:多种时间K线

变成一个通用的行情记录器

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