cc-orderbook-python

An example of keeping Bitfinex order book

To list arguments:

python run_me.py -h

Requirements

Python >= 3.6

Python >= 3.7.3 is needed to run parser_book.py

Measurements

The process of feeding and maintaining a book of orders can be divided into 5 parts. This way we have five measurement parameters::

1. webcast transmission
2. unpacking and routing the received message
3. processing the message and making changes to the order book
4. packaging and transferring a snapshot of a book to a message queue (simulation)
5. receiving and unpacking a snapshot from the message queue (simulation)