ETL pipeline using Azure services

Idea is to get financial timeseries for multiple crypto currencies and calculate custom index for each symbol.

Pairs:

• BTCUSDT
• ETHUSDT
• BNBUSDT
• ETHBTC
• BNBETH
• BNBBTC

Looking to calculate Relative Strength Index for each pair and then use this formula for currency indexes:

Currency	Calculation
BTC	(BTCUSDT + (100 - ETHBTC) + (100 - BNBBTC)) / 3
ETH	(ETHUSDT + ETHBTC + (100 - BNBETH)) / 3
BNB	(BNBUSDT + BNBETH + BNBBTC) / 3
USDT	((100 - BTCUSDT) + (100 - ETHUSDT) + (100 - BNBUSDT)) / 3

RSI is ranging from 0 to 100 so we are getting standartized indexes.

The same way we can calculate indexes for forex currencies

Plan:

1. Getting historical data from binance api
2. Loading raw in bronze storage layer
3. Adding schema and loading as silver layer
4. Calculating indexes for symbols and load as gold layer
5. Calculate correlations
6. Visualize data

Correlations

Line plot

Services used