 | Alright, got something working: Jupyter data analytics on real-time trading data from crypto exchanges=) Here, dYdX, but will have half a dozen CEXes and DEXes soonish. This works by a WebSocket client written in Python and AutobahnPython, which stores data in zLMDB and publishes data in WAMP via Crossbar.io. zLMDB is memory mapped from within Jupyter, which allows direct high performance access (millions of rows/sec on PyPy!). https://github.com/crossbario/crossbar https://github.com/crossbario/autobahn-python [link] [comments] |
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