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by dkersten
2560 days ago
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By the way, I've recently started using TimescaleDB (past month or two) for processing cryptocurrency trading information and I'm liking it a lot so far. I love that I can use Postgres as normal, but have efficient time-based queries. My first ever test query was to generate minutely OHLC+volume from time,price,quantity trades. It was pleasantly easy to do: select time_bucket('1 minutes', time) as minutely,
max(price) as high,
min(price) as low,
first(price, time) as open,
last(price, time) as close,
sum(quantity) as volume
from trades
group by minutely
order by minutely;
https://gist.github.com/danielytics/e9b69933586e00732646e016... |
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