Downloads tick data from dukascopy

dukas_download.rb

require 'typhoeus'
require 'pry'

$currencies = {
  "AUDJPY" => 1175270400, # starting from 2007.03.30 16:00
  "AUDNZD" => 1229961600, # starting from 2008.12.22 16:00
  "AUDUSD" => 1175270400, # starting from 2007.03.30 16:00
  "CADJPY" => 1175270400, # starting from 2007.03.30 16:00
  "CHFJPY" => 1175270400, # starting from 2007.03.30 16:00
  "EURAUD" => 1175270400, # starting from 2007.03.30 16:00
  "EURCAD" => 1222167600, # starting from 2008.09.23 11:00
  "EURCHF" => 1175270400, # starting from 2007.03.30 16:00
  "EURGBP" => 1175270400, # starting from 2007.03.30 16:00
  "EURJPY" => 1175270400, # starting from 2007.03.30 16:00
  "EURNOK" => 1175270400, # starting from 2007.03.30 16:00
  "EURSEK" => 1175270400, # starting from 2007.03.30 16:00
  "EURUSD" => 1175270400, # starting from 2007.03.30 16:00
  "GBPCHF" => 1175270400, # starting from 2007.03.30 16:00
  "GBPJPY" => 1175270400, # starting from 2007.03.30 16:00
  "GBPUSD" => 1175270400, # starting from 2007.03.30 16:00
  "NZDUSD" => 1175270400, # starting from 2007.03.30 16:00
  "USDCAD" => 1175270400, # starting from 2007.03.30 16:00
  "USDCHF" => 1175270400, # starting from 2007.03.30 16:00
  "USDJPY" => 1175270400, # starting from 2007.03.30 16:00
  "USDNOK" => 1222639200, # starting from 2008.09.28 22:00
  "USDSEK" => 1222642800, # starting from 2008.09.28 23:00
  "USDSGD" => 1222642800, # starting from 2008.09.28 23:00
  "AUDCAD" => 1266318000, # starting from 2010.02.16 11:00
  "AUDCHF" => 1266318000, # starting from 2010.02.16 11:00
  "CADCHF" => 1266318000, # starting from 2010.02.16 11:00
  "EURNZD" => 1266318000, # starting from 2010.02.16 11:00
  "GBPAUD" => 1266318000, # starting from 2010.02.16 11:00
  "GBPCAD" => 1266318000, # starting from 2010.02.16 11:00
  "GBPNZD" => 1266318000, # starting from 2010.02.16 11:00
  "NZDCAD" => 1266318000, # starting from 2010.02.16 11:00
  "NZDCHF" => 1266318000, # starting from 2010.02.16 11:00
  "NZDJPY" => 1266318000, # starting from 2010.02.16 11:00
  "XAGUSD" => 1289491200, # starting from 2010.11.11 16:00
  "XAUUSD" => 1305010800, # starting from 2011.05.10 07:00
}

curs = $currencies.select { |x,_| x == 'EURUSD' }
hydra = Typhoeus::Hydra.new

curs.each do |currency, starting_time|
  time, now = Time.at(starting_time), Time.now
  [time, now].each &:gmtoff
  rs = []
  while time < now
    m, d, h = [time.month, time.day, time.hour].map { |x| x.to_s.rjust(2, ?0) }
    rs << Typhoeus::Request.new("http://www.dukascopy.com/datafeed/#{currency}/#{time.year}/#{m}/#{d}/#{h}h_ticks.bi5")
    time += 3600
  end
  rs.each_slice(50) do |slice|
    slice.each { |r| hydra.queue r }
    hydra.run
    slice.each do |r|
      f = r.url[/datafeed\/(.+)/,1]
      FileUtils.mkdir_p File.dirname(f)
      File.write(f, r.response.body) rescue nil
    end
    print '.'
  end
end