IteraLabs / atelier

A Computational Framework/Engine for Market Microstructure High Frequency Modeling, Synthetic Simulation and Historical Market Reconstruction/Replay
https://www.iteralabs.ai
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Streaming binance L2Books example #33

Open CAGS295 opened 1 month ago

CAGS295 commented 1 month ago
CAGS295 commented 1 month ago

Extension of #16. With insertion methods we can now stream L2 Orderbooks.