/quest_deep_orderbook

Store Binance Futures orderbook metrics in QuestDB leveraging local depth cache manager

Primary LanguagePythonMIT LicenseMIT

quest_deep_orderbook

Stream orderbook metrics leveraging local depth cache manager and polars, push into QuestDB with the goal of integration with FreqAI strategies.

Currently only MDR (Market Depth Ratio) is implemented.

Installation

  docker compose up