L3A-Protocol/orderbook-topic-producers L3A-Protocol/orderbook-topic-producers

  • Stars
    star
    1
  • Language
    Python
  • License
    MIT License
  • Created over 2 years ago
  • Updated over 2 years ago
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L3A-Protocol/orderbook-topic-producers
github

L3A-Protocol

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Repository Details

Takes data from L3 Atom Normalised feeds, uses them to calculate L1 Orderbook Quotes, and pushes it as a topic into Kafka.

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