escomputers/Automatic-Order-Book-Scanner

Binance Automatic Order Book Scanner scans, aggregates price levels and displays them on a chart for further analysis

Scope

The scope of this tool is providing useful order book signals from Binance order book, by:

• reading symbol order book repeatedly
• saving aggregated price levels
• displaying data into a webpage using charts

_{Note: each symbol scan depth is limited by Binance API of last 5000 bids & asks}

Requirements

Docker

Usage

Docker image is made of:

• PostgreSql database (official image)
• Redis server (official image)
• pgAdmin4 (official image)
• Application

_{In production run it in front of nginx reverse proxy}

1. Export required environment variables

export=DJANGO_SECRET_KEY=
export=POSTGRES_PASSWORD=
export=PGADMIN_DEFAULT_EMAIL
export=PGADMIN_DEFAULT_PASSWORD=

2. Build and run

# Build (optional)
bash run.sh

# Run
docker compose exec web python babsproj/manage.py qcluster

3. First time run, populate symbols list and schedule weekly update

docker compose exec web python babsproj/babs/bootstrap.py schedule-symbols