Skip to content

Run from the command line

Installing the package registers the ob-analytics command. All subcommands accept -v / --verbose for debug-level logging.

Subcommand Description
process Run the pipeline on a data source, save Parquet (optional --gallery)
gallery Generate an HTML plot gallery from saved Parquet data
bitstamp-demo Run the Bitstamp demo (pipeline + gallery)
lobster-demo Run the LOBSTER demo on local data (pipeline + gallery)
capture Live-capture market data from a registered venue ([live] extra)
# Process a data source
ob-analytics process orders.csv -o results/
ob-analytics process data/ --format lobster --trading-date 2012-06-21
ob-analytics process orders.csv -o results/ --gallery

# Build a gallery from saved Parquet
ob-analytics gallery results/parquet/ -o my_gallery/
ob-analytics gallery results/parquet/ --volume-scale 1e-8 --title "My Analysis"

# End-to-end demos (pipeline + gallery)
ob-analytics bitstamp-demo --input orders.csv -o demo_out/
ob-analytics lobster-demo /path/to/lobster_data --trading-date 2012-06-21 -o demo_out/

The bitstamp-demo and lobster-demo subcommands are equivalent to running scripts/bitstamp_demo.py / scripts/lobster_demo.py from a clone — both run the pipeline, save Parquet, verify round-trip I/O, and build an HTML plot gallery.