Last time I showed you how to set up a producer/consumer model to build a database of BTCUSD trades using the CoinbasePro WebSocket feed. Now I’ll show you how you can connect to the same database to pull out the data, use some specific timeseries database queries and hopefully show where this type of database is useful by improving some of my old calculations. You should read one of my older blog posts on high frequency finance (here) as I’m going to repeat some of the calculations using...| Dean Markwick
QuestDB is a timeseries database that is well suited for financial data. It is built with timestamps in mind both when storing the data and also when getting the data out. This makes it the ideal candidate as a storage system for crypto trades.| Dean Markwick