📚 Cryptocurrency Order Book Aggregator

Order Book Aggregator for BTC-USD, supporting 36+ exchanges

• Prerequisites: python, aiothttp and an internat connection
• Download and unzip repo
• Run /order_agreggator_main.py
• Specify BTC amount pass --qty or -q, default to 10
• Specify calculation precision pass --pr or -p, default to 2
• logging can be found in order_aggregator.YYYYMMDD.log

• calculated prices are rounded to the default or given precision, not truncated.
• If order books have insufficient liquidity to fullfill quantity required, aggregator will return max quantity can be fullfilled from Order Books, with warning in logs.
• All Order Books prices combined wouldn't overflow the summation stack. otherwise we need to put some quantity limitation to avoid wrong calculations.
• If API call failed, retry assuming prices will be retrieved in the retrial are not expired.
• Precision of price result is defaulted to 2 decimal points.
• If an exchange failed to be retrieved, continue with other available exchanges.
• Machine have enough memory to support loading all order books in memory.
• Partial trading is allowed, i.e. aggregator can use $1 from order with amount $5 to fullfil $4 order, Brokers normally match orders partially.

1. Creates coroutine task for each API in config.ini
2. Run tasks concurrently.
3. Each task calls API and retrives JSON data, adds to priority queues.
4. Calculate best bid/ask using queue

• Add exchange to config.ini file with the proper settings format

• Support more currencies
• Support streaming trading