https://github.com/strader07/py-orderbook
Custom maket data archiver into level 2 order books
https://github.com/strader07/py-orderbook
api-client cryptocurrency cryptocurrency-exchanges level2 market-data orderbook parquet poetry python3
Last synced: about 1 month ago
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Custom maket data archiver into level 2 order books
- Host: GitHub
- URL: https://github.com/strader07/py-orderbook
- Owner: strader07
- Created: 2021-03-27T02:14:06.000Z (about 4 years ago)
- Default Branch: main
- Last Pushed: 2021-03-27T02:29:45.000Z (about 4 years ago)
- Last Synced: 2025-04-09T10:27:03.012Z (2 months ago)
- Topics: api-client, cryptocurrency, cryptocurrency-exchanges, level2, market-data, orderbook, parquet, poetry, python3
- Language: Python
- Homepage:
- Size: 108 KB
- Stars: 4
- Watchers: 1
- Forks: 1
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
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README
### Desciption
It is a custom order book build template, easy to customize based on custom datafeed and available APIs.
Before using this template, make sure to look into config module and data feed client, where it pulls market data from public API endpoint.
### Run:
```bash
poetry run python main.py
```
### Update poetry packages:
```bash
poetry update
```