OrderBook.js is a React component that displays a real-time order book for the BTCUSDT trading pair on Binance. It uses the Binance WebSocket API to receive real-time order book updates and displays this data on a bar chart using Chart.js.
- Real-time Data: The component establishes a WebSocket connection to Binance and subscribes to real-time depth updates for the BTCUSDT trading pair.
- Order Book Management: The component maintains an up-to-date order book by processing each WebSocket message. It updates the volumes of existing price levels, adds new price levels, and removes price levels with a volume of zero.
- Chart Display: The component displays the order book data on a bar chart, with separate bars for bids (buy orders) and asks (sell orders). The chart updates in real-time as new WebSocket messages are received.
- Error Handling: The component handles WebSocket errors and automatically attempts to reconnect if the WebSocket connection is closed.
To use this component, clone this repo by running git clone git@github.com:kev065/binance-orderbook.git on your terminal.
Then install Chart.js by running npm install chart.js in the cloned directory.