Order book for python

Installations & Python Packages
1

Hello everyone, could you help me to create the order book in python to create my hft algorithm?

thank you for the help. 

2

Hi Irene,



Can you be a bit more specific about the format of input and the output that you are expecting from the order book?



Thanks,

Akshay

3

hi akshay,

i need the order book with best bid and best ask price (for crypto or others stoks) to create an high frequency trading sistem.

like ticketting strategy.

could you help me ?

4

Hi Irene,



The most efficient and accurate way to get the bid-ask data is through the exchange. However, some brokers also provide this data. You can check with your broker once if they are able to provide L1 bid-ask data. For crypto data, I could find a site which has this provision of providing order book data. You can refer to the following API documentation link for the same - 



https://min-api.cryptocompare.com/documentation?key=Orderbook&cat=obL1TopEndpoint



Hope this helps!



Thanks,

Akshay

5

thank you Akshay, you are always kind and really professional.

regards.

IRENE