adamgilman / remob

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.

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.