Replicating orderbooks from Websocket stream with Python and Asyncio

Introduction We are currently working on time-series database solution for collecting high-frequency crypto-exchanges data – namely for tick data and one-minute orderbook snapshots. We’ve developed REST API collector bots which are continuously fetching data from numerous REST API endpoints and saving them to database. This solution would work in the perfect world but that’s not where we do live. During …

Bitfinex REST API C++ client

I’ve just released simple C++ static library bfx-cpp-api which interfaces Bitfinex REST API (Websocket interface coming soon). Bfx-cpp-api uses libcurl and cryptopp library which must be installed before use. Check example code and don’t forget to link to libcurl and cryptopp when compiling. Before using authenticated endpoints be sure you have created API-secret-key file where first line is API access …