Using the LedgerX public websocket API we're able to get live top of the orderbook updates for an option chain with over 150 different contracts and save the data to a RedisTimeSeries type as well as publish updates to listening subscribers. An example subscriber, an interactive plot showing the implied volatility skew of the selected expiration and type (call or put).
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Add base dockerfile and comments to README to get iv_app started with… #4
… docker