Market tick storage for Node.js

Stores and reads market ticks data in very condensed format and does it very fast.

Writing ticks

Example usage:

var Writer = require('tickstorage').Writer;

writer = new Writer("/tmp/test.ticks");

writer.addTick({
    unixtime: Date.now(),
    volume: 100,
    price: 50000,
    bid: 50100,
    ask: 49900,
    bidSize: 100000,
    askSize: 100000,
    isMarket: true
});

writer.save(fucntion(err) {
    if (err) return console.log(err);

    console.log("Ticks saved successfully");
});

See Writer documentation for implementation details.

Reading ticks

Example usage:

var Reader = require('tickstorage').Reader;

reader = new Reader("/tmp/test.ticks");

reader.load(function(err) {
    if (err) return console.error(err);

    console.log("Ticks count: ", reader.length);

    var tick, totalVolume = 0;
    while(tick = reader.nextTick()) {
        if (tick.isMarket) {
            totalVolume += tick.volume;
        }
    }

    console.log("Total volume: ", totalVolume);
});

Reader supports tick files created by stock module.

See Reader documentation for implementation details.