Ecosyste.ms: Awesome
An open API service indexing awesome lists of open source software.
https://github.com/Elenchev/order-book-heatmap
OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data streamed directly from the Binance WS API. This was a short exploratory project. Keep in mind that a lot of work is needed for this to work in all market conditions.
https://github.com/Elenchev/order-book-heatmap
cryptocurrency d3 d3js heapmap heatmap high-frequency-trading limit-order-book market-data order-book orderbook orderbook-tick-data
Last synced: about 1 month ago
JSON representation
OrderBook Heatmap visualizes the limit order book, compares resting limit orders and shows a time & sales log with live market data streamed directly from the Binance WS API. This was a short exploratory project. Keep in mind that a lot of work is needed for this to work in all market conditions.
- Host: GitHub
- URL: https://github.com/Elenchev/order-book-heatmap
- Owner: Elenchev
- License: bsd-2-clause
- Created: 2021-03-08T22:46:36.000Z (over 3 years ago)
- Default Branch: main
- Last Pushed: 2021-03-09T13:43:14.000Z (over 3 years ago)
- Last Synced: 2024-06-03T02:33:05.528Z (3 months ago)
- Topics: cryptocurrency, d3, d3js, heapmap, heatmap, high-frequency-trading, limit-order-book, market-data, order-book, orderbook, orderbook-tick-data
- Language: JavaScript
- Homepage: https://elenchev.github.io/order-book-heatmap/
- Size: 7.96 MB
- Stars: 359
- Watchers: 14
- Forks: 94
- Open Issues: 2