BTC Aggregated Orderbook

BTC Aggregated Orderbook repository contains C++ and Python implementation which fetches orderbook data from multiple cryptocurrency exchanges, aggregates the data, and visualizes the cumulative size of buy and sell orders over time.

Features

• Fetches orderbook data from multiple exchanges (Bybit, OKEx, Binance, etc.)
• Aggregates the orderbook data into a single orderbook

Prerequisites

• Python 3.x
• Pandas library
• Matplotlib library
• Requests library
• PyQT5 library (for visualization)
• C++ compiler (for C++ implementation)

Installation

1. Clone the repository:

   git clone https://github.com/suleymanozkeskin/btc_aggregated_orderbook.git

2. Install the required libraries:

   pip install pandas matplotlib requests pyqt5

Usage

1. Run the main.py script to fetch orderbook data from the exchanges and save it to a CSV file:

   python main.py

2. Run the analyze.py script to visualize the cumulative size of buy and sell orders over time:

   python analyze.py

3. Alternatively, you can run analyze_PyQT.py to visualize the orderbook data using PyQT5:

   python analyze_PyQT.py

The analyze scripts will continuously update the plot and display the current price and side with more cumulative size within a specific price range.

C++ Implementation

To run the C++ implementation, follow these steps:

1. Compile the code using the following command:

   g++ -std=c++17 -I../lib -o main main.cpp exchange.cpp bybit_orderbook.cpp okex_orderbook.cpp binance_orderbook.cpp analyze.cpp -lcurl

2. Run the compiled program:

   ./main

3. Cli output screenshot:

   

Contributions

Contributions to this project are welcome! If you find any issues or have suggestions for improvements, please open an issue or submit a pull request.

Authors

• Suleyman Ozkeskin - suleymanozkeskin.com
• Egehan Usluer - (https://github.com/EgehanU)

Known Issues

OKEx and Coinbase are not working currently.

License

This project is licensed under the MIT License.