Market Data Collector

Hummingbot can collect real-time market data in the background for the trading pairs that are initialized in the running strategy.

Users can configure this feature by setting the new config variables in the conf_client.yml file:

  • market_data_collection_enabled: Enable/disable the Market Data Collection feature.
  • market_data_collection_interval: Set the market data collection interval in seconds (Default=60)
  • market_data_collection_depth: Set the order book collection depth (Default=20)

The data is stored in a SQLite DB table MarketData and includes:

  • Exchange
  • Trading Pair
  • Timestamp
  • Mid Price
  • Best Ask
  • Best Bid
  • Order Book