Deliver a python project
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Target: deliver a python project which the following features:
• Connection to Binance Exchange WSS
https://www.binance.com/en/binance-api
• Stream the market data for:
o BTC-USDT spot,
o ETH-USDT spot,
o BTC-USD perp,
o ETH-USD perp
• Setup a WebSocket to distribute an average of 1 sec bid and ask price for the following quantities [1, 10, 25]
Sample of json response:
{
"timestamp":"2024-03-12 12:01:04",
"instrument":"BTC-USD",
"type":"perpetual",
"level_quantity":1,
"avg_bid":71250.63
"avg_ask":71265.3
}
• Create a csv report with analytics on streaming period for each instrument:
o Number of trades
o Traded volumes
o Number of quotes
o Average volume
o Average spread for each levels [1, 10, 25]
Deliverable Key points
• One GitHub repository
• Include read me file
• Code including comments
• Config file
2024-04-05