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Binance Automatic Order Book Scanner scans, aggregates price levels and displays them on a chart for further analysis

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escomputers/Automatic-Order-Book-Scanner

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Scope

The scope of this tool is providing useful order book signals from Binance order book, by:

  • reading symbol order book repeatedly
  • saving aggregated price levels
  • displaying data into a webpage using charts

Note: each symbol scan depth is limited by Binance API of last 5000 bids & asks

Requirements

Docker

Usage

Docker image is made of:

  • PostgreSql database (official image)
  • Redis server (official image)
  • pgAdmin4 (official image)
  • Application

In production run it in front of nginx reverse proxy

scanned by snyk

  1. Export required environment variables
export=DJANGO_SECRET_KEY=
export=POSTGRES_PASSWORD=
export=PGADMIN_DEFAULT_EMAIL
export=PGADMIN_DEFAULT_PASSWORD=
  1. Build and run
# Build (optional)
bash run.sh

# Run
docker compose exec web python babsproj/manage.py qcluster
  1. First time run, populate symbols list and schedule weekly update
docker compose exec web python babsproj/babs/bootstrap.py schedule-symbols

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Binance Automatic Order Book Scanner scans, aggregates price levels and displays them on a chart for further analysis

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