1 unstable release

0.1.0 Sep 19, 2024

#132 in WebSocket

MIT/Apache

38KB
1K SLoC

aggr_orderbook

Minimum Supported Rust Version crates.io docs.rs build status Lines Of Code

Aggr Book

Aggregated orderbook for static access to prices and depth for major coins.

Installation

TODO

Usage

TODO

Architecture Decisions:

  • trying to adjust orderbook itself based on your fees on each exchange is impossible. Fees are specific to the user, so any kind of algorithm on the collected data will have to have full knowledge of all users.

This repository follows my best practices.

License

Licensed under either of Apache License, Version 2.0 or MIT license at your option.
Unless you explicitly state otherwise, any contribution intentionally submitted for inclusion in this crate by you, as defined in the Apache-2.0 license, shall be dual licensed as above, without any additional terms or conditions.

Dependencies

~21–35MB
~497K SLoC