Binance Unfazed
C++ Binance OrderBook that You can embed in Your python code! Simulate whole market day of 3,389,470 OrderBookEntry in 109ms*
*Ran on i9-13980hx
installation
pip install cpp_binance_orderbook
import cpp_binance_orderbook
def orderbook_callback(best_bid, best_ask, mid_price, orderbook_imbalance):
# ...
a, b, c, d = best_bid, best_ask, mid_price, orderbook_imbalance
if __name__ == '__main__':
csv_path = "C:/Users/daniel/Documents/binance_archival_data/binance_difference_depth_stream_usd_m_futures_trxusdt_25-03-2025.csv"
orderbook_session_simulator = cpp_binance_orderbook.OrderbookSessionSimulator()
orderbook_session_simulator.processOrderbook(csv_path, orderbook_callback)
1 maintainer
Metadata
1 maintainer
Release files for cpp-binance-orderbook 0.0.3
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Source distribution (sdist)
| File | Size | Uploaded | Provenance | |
|---|---|---|---|---|
| cpp_binance_orderbook-0.0.3.tar.gz | 13.4 kB | Without provenance | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| cpp_binance_orderbook-0.0.3-cp311-cp311-win_amd64.whl | CPython 3.11 | CPython 3.11 | Windows x86-64 | Details |
Total release size: 133.3 kB
Release files / cpp_binance_orderbook-0.0.3.tar.gz
| Download URL | cpp_binance_orderbook-0.0.3.tar.gz |
|---|---|
| Size | 13.4 kB |
| Tags | Source |
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SHA-256 checksum How to use checksums |
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twine/6.1.0 CPython/3.11.4
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Release files / cpp_binance_orderbook-0.0.3-cp311-cp311-win_amd64.whl
| Download URL | cpp_binance_orderbook-0.0.3-cp311-cp311-win_amd64.whl |
|---|---|
| Size | 119.9 kB |
| Tags | CPython 3.11 Windows x86-64 |
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SHA-256 checksum How to use checksums |
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No |
| Uploaded via |
twine/6.1.0 CPython/3.11.4
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Security for cpp-binance-orderbook 0.0.3
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