doo-forex

DooPHP Forex backend for enyo-forex charting frontend

• Designed to be used with free forex data from http://truefx.com and highstock charts http://www.highcharts.com/products/highstock

##Objective:

Load raw tick/quote data [realtime & historical] into a MySQL Database. API outputs JSON aggregated candlestick data, including custom technical analysis indicators. All candlestick time windows [s,m,h,d,w,M] are supported. Candlestick data is cached on demand in local Redis instance (in memory) except for weekly and monthly time windows.

• Custom Indicators can be built by adding a new class/file:

doo-forex/protected/class/Technical Indicators/

###Quick Start:

##Installation:

• Install dependancies:

  • MySQL Server 5.6+ [requires millisecond datetime]
  • Redis Server 2.4+ [used for in memory on demand cache]
  • screen [optional for running forex updater]
  • php-cli
  • php-pdo
  • php-mysql

• Install Doo PHP Framework http://doophp.com/

• Clone doo-forex and init submodules

git clone https://github.com/hurdad/doo-forex.git /usr/share/doo-forex
cd /usr/share/doo-forex/
git submodule update --init

• Configure Doo Framework path:

vi doo-forex/protected/config/common.conf.php

$config['BASE_PATH'] = realpath('..').'/dooframework/';

• Configure Apache alias:

vi /etc/httpd/conf.d/doo-forex.conf

Example configuration with install path : /usr/share/doo-forex and url : /doo-forex

Alias /doo-forex /usr/share/doo-forex
<Directory "/usr/share/doo-forex">
  AllowOverride All
</Directory>

Note: you will need to modify doo-forex/.htaccess 'RewriteBase' if you use another url

• Install Database Schema

cd /usr/share/doo-forex
php install_db.php

##Backfill Historical Data [Optional]

• Download free historical data from truefx : http://truefx.com/dev/data/
• Unzip to .csv
• Load into database

cd /usr/share/doo-forex
php cli.php forex_loader /path/to/EURUSD.csv

Note: you will need to manually run hour & day aggregations for any backfill'd data

php cli.php quote_aggregator day EUR/USD '2012-01-01'

##Start Forex Update with hour and daily pre-aggregations enabled

cd /usr/share/doo-forex
screen -A -m -d -S forex php cli.php forex_update 1

##JSONP API Rotues

• OHLC [open high low close] candle stick

http://localhost/doo-forex/ohlc?pair=EUR/USD&callback=myjsonpcallback

• TA [technical analysis]

http://localhost/doo-forex/ta?function=RSI&pair=EUR/USD&callback=myjsonpcallback