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Custom maket data archiver into level 2 order books

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strader07/py-orderbook

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Desciption

It is a custom order book build template, easy to customize based on custom datafeed and available APIs.

Before using this template, make sure to look into config module and data feed client, where it pulls market data from public API endpoint.

Run:

 poetry run python main.py

Update poetry packages:

poetry update