Local order book

wfb-trader · April 1, 2022, 12:44am

Hello,

Does anybody have a python3 script that keeps local order book for a given symbol? Thanks in advance.

Chai · April 1, 2022, 3:54am

binance/binance-toolbox-python/blob/master/manage_local_order_book.py

"""
Manages a local order book and prints out its best prices.
Based on https://binance-docs.github.io/apidocs/spot/en/#diff-depth-stream

Instructions:
    1. Have binance-connector installed
    2. Define symbol in this file and adjust other fields if needed
    3. python manage_local_order_book.py

"""

from binance.spot import Spot as Client
from binance.websocket.spot.websocket_client import SpotWebsocketClient
from binance.lib.utils import config_logging
import os
import logging
import json
import asyncio

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You can take a look at this script.

oliver-zehentleitner · May 18, 2024, 9:22am

Here is an example with the “UNICORN Binance Local Depth Cache”:

github.com

LUCIT-Systems-and-Development/unicorn-binance-local-depth-cache/blob/master/examples/binance_depth_cache_limit_count/binance_depth_cache_limit_count.py

#!/usr/bin/env python3
# -*- coding: utf-8 -*-
# ¯\_(ツ)_/¯

from unicorn_binance_local_depth_cache import BinanceLocalDepthCacheManager, DepthCacheOutOfSync
from typing import Optional
import asyncio
import logging
import os
import time

exchange: str = "binance.com"
markets: list = ['BTCUSDT', 'ETHUSDT', 'SOLUSDT']
limit_count: int = 4
update_interval_ms: Optional[int] = None

logging.getLogger("unicorn_binance_local_depth_cache")
logging.basicConfig(level=logging.DEBUG,
                    filename=os.path.basename(__file__) + '.log',
                    format="{asctime} [{levelname:8}] {process} {thread} {module}: {message}",

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