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REMote OrderBook is a Python based, redis backed, order book for financial instruments which allows an order book to be kept remotely on redis and accessed for analysis quickly and easily.

License: MIT License

Python 100.00%
redis python finance hft-trading

remob's Introduction

remob

REMote OrderBook

remob is a Python based, redis backed, order book for financial instruments which allows an order book to be kept remotely on redis and accessed for analysis quickly and easily.

NOTE : This is meant to be an order book which syncs to an existing market. It will not automatically match maker/taker orders. It is designed to accept matching messages and maintain order book sync with an active marketplace.

  • [Bid/Ask] Add orders
  • [Bid/Ask] Delete orders
  • [Bid/Ask] Change orders
  • Match Bid/Ask

Basic Objects

SyncOrderBook

The primary interface between real-time market data and remob.

OrderBook

The primary interface between remob and all outside analysis tools.

remob's People

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