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Calculate & Plot orderbook imbalances using Rust & Python

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orderbook-imbalance-rs

Calculate & plot orderbook imbalances using Rust & Python

Getting started

  1. Create .env file and add your database url as DATABASE_URL
  2. $ cargo run
  3. Plot imbalance using the notebook

Results

Take a look at the notebook

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Calculate & Plot orderbook imbalances using Rust & Python

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