orderbook | A fast L2/L3 orderbook data structure , in C , for Python | Cryptography library

 by   bmoscon Python Version: v0.6.0 License: GPL-3.0

kandi X-RAY | orderbook Summary

kandi X-RAY | orderbook Summary

orderbook is a Python library typically used in Security, Cryptography applications. orderbook has no bugs, it has no vulnerabilities, it has build file available, it has a Strong Copyleft License and it has low support. You can install using 'pip install orderbook' or download it from GitHub, PyPI.

A fast L2/L3 orderbook data structure, in C, for Python.
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            kandi-support Support

              orderbook has a low active ecosystem.
              It has 191 star(s) with 42 fork(s). There are 10 watchers for this library.
              OutlinedDot
              It had no major release in the last 12 months.
              There are 1 open issues and 15 have been closed. On average issues are closed in 54 days. There are no pull requests.
              It has a neutral sentiment in the developer community.
              The latest version of orderbook is v0.6.0

            kandi-Quality Quality

              orderbook has 0 bugs and 0 code smells.

            kandi-Security Security

              orderbook has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.
              orderbook code analysis shows 0 unresolved vulnerabilities.
              There are 0 security hotspots that need review.

            kandi-License License

              orderbook is licensed under the GPL-3.0 License. This license is Strong Copyleft.
              Strong Copyleft licenses enforce sharing, and you can use them when creating open source projects.

            kandi-Reuse Reuse

              orderbook releases are available to install and integrate.
              Deployable package is available in PyPI.
              Build file is available. You can build the component from source.
              Installation instructions, examples and code snippets are available.
              It has 737 lines of code, 67 functions and 7 files.
              It has high code complexity. Code complexity directly impacts maintainability of the code.

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            orderbook Key Features

            No Key Features are available at this moment for orderbook.

            orderbook Examples and Code Snippets

            Basic Usage
            Cdot img1Lines of Code : 48dot img1License : Strong Copyleft (GPL-3.0)
            copy iconCopy
            from decimal import Decimal
            
            import requests
            from order_book import OrderBook
            
            ob = OrderBook()
            
            # get some orderbook data
            data = requests.get("https://api.pro.coinbase.com/products/BTC-USD/book?level=2").json()
            
            ob.bids = {Decimal(price): size for p  

            Community Discussions

            QUESTION

            AttributeError at /service 'Orderbook' object has no attribute 'save'. , save is a function fm.save()
            Asked 2022-Mar-31 at 14:48

            got an attribute error showing function as an error or the attribute . i had try to solve it but it is not working I had delete all the migrated files and again run python manage.py makemigrations and migrate command but still showing me same error code in admin.py

            ...

            ANSWER

            Answered 2022-Mar-31 at 13:15

            your Orderbook is a form, you cant save a form, you need to save its data

            Source https://stackoverflow.com/questions/71693015

            QUESTION

            Appending dataframe to excel in python
            Asked 2022-Mar-22 at 19:10

            Sorry I cannot give all the code. Basically, I am retrieving the OrderBook of a few hundred cryptocurrencies every second. Every time I retrieve it I need to add it into an excel readable file for another department. Every excel will save all the data in one day. The retrieved order book record will be something that looks like this.

            time | exchange | price | quantity | side

            unit time| BINANCE | 1.00 | 90925 | ask

            I have tried pd.excelwriter append, read_csv combine write_csv and appending to pre-saved pandaframe.

            However, all these options are too slow to get under 1 second even I boosted the code with cython. Websocket with thread only takes 0.2s to retrieve the data so we have 0.8s to append. Something is fixed: Python should be the language, my co-worker only knows python, the saving format must be any file extension that excel can read as the other department doesn't know coding.

            Can someone help me with some ideas? I can do the implementation myself. Just want some idea.

            ...

            ANSWER

            Answered 2022-Mar-22 at 19:10

            A slightly different approach could be to write an Excel add-in in Python to get the data into Excel. That should be much faster than writing out a workbook each time the data changes.

            You can do that using PyXLL (https://www.pyxll.com), which is a commercial (paid for) product. Using PyXLL you could write RTD (real time data) functions to stream real time data directly into Excel.

            Your colleagues would also need the PyXLL add-in installed, configured to load your Python code - then they would be able to access your functions and macros etc to get the real time data. PyXLL is commonly used in finance for this type of application so it might just be what you're looking for...

            This post shows how to get real time prices in Excel from BitMEX. I know you're using Binance but it might be interesting for you anyway :) https://towardsdatascience.com/live-streaming-crypto-prices-in-excel-aaa41628bc53

            Source https://stackoverflow.com/questions/71491832

            QUESTION

            Aeson does not find a key that I believe is present
            Asked 2022-Mar-02 at 14:46

            I'm trying to parse a JSON blob that looks like this:

            ...

            ANSWER

            Answered 2022-Mar-02 at 14:46

            The key is present, but it's wrapped inside another nested object, so you have to unwrap the outer object before you can parse the keys.

            The smallest-diff way to do this is probably just inline:

            Source https://stackoverflow.com/questions/71323911

            QUESTION

            Trailing characters in Rust when trying to serialize API response
            Asked 2022-Jan-26 at 21:21

            I'm trying to wrap an API using rust, so long no problems but one endpoint is giving me a big pain in the head.

            the endpoint returns a valid JSON as the other endpoints from this API.

            The problem is when I try to work with the response I get the following error:

            ...

            ANSWER

            Answered 2022-Jan-26 at 21:21

            Your problem boils down to matching your rust struct with the response structure. I'm using the example with String from your playground link.

            Response

            Source https://stackoverflow.com/questions/70868688

            QUESTION

            compilation error due to changing function's output data type
            Asked 2022-Jan-15 at 04:40

            Forgive me if this is an obvious fix as I am very much a novice when it comes to C++.

            For my assignment, we were given some starter code that simulates a command-line crypto trading platform. Originally, you would be prompted to type in commands 1 to 6 to do things like print exchange stats, make an offer, print the wallet and such. For my assignment, I've been asked to create an advisor bot that takes in string commands such as 'help' and processes this to return the appropriate output.

            Naturally, since there was already a system in place to do this with integers as inputs, I tried to tweak the functions (I didn't do a lot yet) so they take string commands instead and output accordingly.

            Before anything else, I would like to know why the function getUserOption and input is underlined red in the while loop of the init function, but in the actual function there are no errors:

            This is the contents of the header file

            ...

            ANSWER

            Answered 2022-Jan-15 at 04:40

            Your getUserOption() function returns a std::string. This means when you wrote:

            Source https://stackoverflow.com/questions/70718892

            QUESTION

            Javascript mutation observer adressing an element within a
          • Asked 2021-Dec-23 at 07:10

            Im using a mutation observer to observe the changes that happen to an

              element. when observing, i get the following output:

              ...

            ANSWER

            Answered 2021-Dec-23 at 07:10

            Assuming mutation.addedNodes[0] is an html collection, you could do

            Source https://stackoverflow.com/questions/70458746

            QUESTION

            In React.js, how can you check if prop exists before mapping it?
            Asked 2021-Oct-13 at 21:54

            I have an app getting data from a websocket connection that is really fast and is causing errors with the data in state. I'm. passing an array of just 15 items into a child component, however it is an array of tuples. When I map it, I need to deconstruct each tuple to render each item. However, every 30 seconds or so the component is receiving data that is corrupted and causing the erorr:

            TypeError: Cannot read properties of undefined (reading '0')

            At the line item[0] because item is undefined. I have tried several types of logic to make this mapping conditional based on the contents of the property. Below is Array.isArray(topAsks[0]), i have also tried topAsks.length > 2. However it is still going past and trying to map the undefined array.

            Is there a better way to do this? That is being able to check that it is not undefined before mapping?

            Also above commented out I was thinking of doing this with a for loop and then mapping each single array (bypassing the need to access an inner array), seems weird, but perhaps that is an effective way of doing this?

            ...

            ANSWER

            Answered 2021-Oct-13 at 21:54

            The error you're facing is about reading item[0] when item is undefined.

            A simple solution could be filter the truthy values inside topAsks

            For instance do something like:

            Source https://stackoverflow.com/questions/69562621

            QUESTION

            Newtonsoft Json.Net - How to conditionally add (or skip) items in an array when deserializing?
            Asked 2021-Oct-11 at 17:25

            I'm looking for a solution for a performance optimisation I'm trying to get in place for some code I've got consuming a financial market orderbook, basically the JSON object I'm getting back has an array type property containing hundreds/thousands of order objects however I'm only interested in the top 10 to 20 of these (needs to be dynamically determined). From a performance perspective I'd prefer to just skip deserializing & adding every item in the array after I've added the ones I need. To clarify it's always the FIRST 10 to 20 items in the array I actually need, everything after this can be excluded.

            Is there any way to achieve this in Json.NET? I've been looking at JsonConverters but can't figure it out.

            ...

            ANSWER

            Answered 2021-Oct-11 at 17:22

            You can create the following JsonConverter that will skip array entries beyond a certain count:

            Source https://stackoverflow.com/questions/69524417

            QUESTION

            Remove a document from Mongo DB with Apache Camel
            Asked 2021-Jul-27 at 01:13

            My main issue might be not understanding some conventions in the Camel documents.

            https://camel.apache.org/components/latest/mongodb-component.html#_delete_operations

            They have a camel route commented out, and two Java objects being defined, which are not commented out. What are they trying to indicate? Where are these objects at in a project?

            Anyway, I'm subscribed to a JMS queue that I have another camel route publishing to. The message is a JSON string, which I save to a Mongo DB. But what I'd like to do is remove any current documents (based on criteria) and replace it with the new message.

            ...

            ANSWER

            Answered 2021-Jul-27 at 01:13

            Does your orderbook have an ID? If so, you can enrich the JSON with an _id field (MongoDB default representation for identifiers) whose value would be that ID. Thus you'll be "upserting" that orderbook.

            Obs.: Sure the Camel docs could be better.

            But if you really feel you'd have to perform a remove operation before saving an orderbook, another option would be to extract its type from the current JSON string and use it as a filter when removing. Something like:

            Source https://stackoverflow.com/questions/68514043

            QUESTION

            Asyncio function inside a thread
            Asked 2021-Jul-20 at 14:55

            The cryptofeed is a python library that uses asyncio library to get real-time prices of different Crypto Exchanges. In this short program, we try to run the cryptofeed FeedHandler in an independent thread. An example of the code is shown below:

            ...

            ANSWER

            Answered 2021-Jul-18 at 21:44

            You have to manually set an event loop for your thread through asyncio. You can do it by wrapping your function in a sort of loop setter:

            Source https://stackoverflow.com/questions/68432876

            Community Discussions, Code Snippets contain sources that include Stack Exchange Network

            Vulnerabilities

            No vulnerabilities reported

            Install orderbook

            The preferable way to install is via pip - pip install order-book. Installing from source will require a compiler and can be done with setuptools: python setup.py install.

            Support

            For any new features, suggestions and bugs create an issue on GitHub. If you have any questions check and ask questions on community page Stack Overflow .
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            https://github.com/bmoscon/orderbook.git

          • CLI

            gh repo clone bmoscon/orderbook

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            git@github.com:bmoscon/orderbook.git

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