Crypto orderbook github

For example, intervalNum 5 with intervalLetter M means "Every 5 minutes". A will be returned when either rate limit is violated. Each route has a weight which determines for the number of requests each endpoint counts for. Heavier endpoints and endpoints that do operations on multiple symbols will have a heavier weight.

IP bans are tracked and scale in duration for repeat offenders, from 2 minutes to 3 days. A Retry-After header is sent with a or responses and will give the number of seconds required to wait, in the case of a , to prevent a ban, or, in the case of a , until the ban is over. We recommend using the websocket for getting data as much as possible, as this will not count to the request rate limit. When the order count exceeds the limit, you will receive a error without the Retry-After header.

The order rate limit is counted against each account. A single connection can listen to a maximum of streams. Endpoints share the per minute limit based on IP. Each endpoint with IP limits has an independent per minute limit. Each endpoint with UID limits has an independent per minute limit. Each endpoint has a data source indicating where the data is being retrieved, and thus which endpoints have the most up-to-date response. These are the three sources, ordered by which is has the most up-to-date response to the one with potential delays in updates.

Matching Engine - the data is from the matching Engine Memory - the data is from a server's local or external memory Database - the data is taken directly from a database Some endpoints can have more than 1 data source. Usage This module requires the sortedcontainers v1. Install them with python3 setup. The example. You define the desired markets, start the book, wait until the first data is initialised and can then use the book handle.

Multiple markets on a single exchange can be streamed simultaneously. An OrderBookError is a permanent and unrecoverable error.

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