Collect & stream orderbooks

A small service for collecting and streaming orderbook L2 data from crypto exchanges.

Development

• you need rust toolchain installed (this has been developed with rust 1.6)
• run make build to build and test the rust application
• protobuf definitions
• code documentation https://quantmind.github.io/kollector/common/
• yarn watch will start the web server for development (serving on http://localhost:3000)

Running the App

You can run the e2e app using docker rather than building from source. To run server and a web client, make sure you have docker-compose installed and launch make start.

The command will start:

• a kong gateway server configured for grpc-web
• the rust kollector service
• the web server serving the front-end application on http://localhost:4000

Python application

• A small python application to stream orderbooks from binance and display as table in the console
• tested with python 3.10 only
• Install the app via poetry poetry install (you need poetry first)
• Run the application via poetry run python main.py --console or make service-py