Trade volume calculation

[mazurok]

Join best orders buy-sell pairs, for sell < buy

We must calculate:

• Total sum in USDT
• Total volume in BTC

We must form:

• ask orders for each exchange (volume and minimum sell price)
• bid orders for each exchange (volume and maximum buy price)

[Odessit007]

Plan: 1) Code for collecting bid-ask order books from given 6 exchanges 1.1) How many orders? Top N or all available? Do we need to have equal number of orders for each exchange? 2) Code for merging sorted order-lists in one sorted list 3) Code for computing profit and volume 4) Modification of index.php to visualize new data.