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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