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order book scraping #64

@danielhomola

Description

@danielhomola

Background

There must be a lot of extra info in the sub minute data stream, e.g. individual transactions and the snapshot of the orderbook.

This can be queried and saved real-time through the binance API but we didn't find any free historic version of it. The cheapest supplier of such data seems to be tardis

ToDo

Write a simple web app that collects this routinely and saves it to aws into s3 or a db

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