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What should be the proper way to store a orderbook snapshot using python bindings? #71

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kccheung opened this issue Feb 18, 2020 · 0 comments
Open

What should be the proper way to store a orderbook snapshot using python bindings? #71

kccheung opened this issue Feb 18, 2020 · 0 comments

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@kccheung
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kccheung commented Feb 18, 2020 •
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I am thinking of using this to store a crypto pair orderbook snapshot on binance via its websocket data API (specifically this). There is one which allows us to fetch a snapshot (not delta changes) at a instant. I have the question as titled. In addition, how to fetch the snapshot afterwards after storing it?
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