├── .gitignore ├── .ipynb_checkpoints ├── Orderbook Analysis-checkpoint.ipynb └── Untitled-checkpoint.ipynb ├── Orderbook Analysis.ipynb ├── README.md ├── data └── dtf │ ├── bitmex_XBTUSD.dtf │ ├── gdax_BTC-USD.dtf │ ├── gdax_BTC-USDC.dtf │ ├── gdax_ETH-USD.dtf │ └── gdax_LTC-USD.dtf ├── orderbook.jl ├── plot_realtime.py └── tmp.gif /.gitignore: -------------------------------------------------------------------------------- 1 | .DS_Store 2 | 3 | data/csv 4 | -------------------------------------------------------------------------------- /.ipynb_checkpoints/Orderbook Analysis-checkpoint.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/gsalaz98/cinnamon_roll/HEAD/.ipynb_checkpoints/Orderbook Analysis-checkpoint.ipynb -------------------------------------------------------------------------------- /.ipynb_checkpoints/Untitled-checkpoint.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/gsalaz98/cinnamon_roll/HEAD/.ipynb_checkpoints/Untitled-checkpoint.ipynb -------------------------------------------------------------------------------- /Orderbook Analysis.ipynb: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/gsalaz98/cinnamon_roll/HEAD/Orderbook Analysis.ipynb -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/gsalaz98/cinnamon_roll/HEAD/README.md -------------------------------------------------------------------------------- /data/dtf/bitmex_XBTUSD.dtf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/gsalaz98/cinnamon_roll/HEAD/data/dtf/bitmex_XBTUSD.dtf -------------------------------------------------------------------------------- /data/dtf/gdax_BTC-USD.dtf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/gsalaz98/cinnamon_roll/HEAD/data/dtf/gdax_BTC-USD.dtf -------------------------------------------------------------------------------- /data/dtf/gdax_BTC-USDC.dtf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/gsalaz98/cinnamon_roll/HEAD/data/dtf/gdax_BTC-USDC.dtf -------------------------------------------------------------------------------- /data/dtf/gdax_ETH-USD.dtf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/gsalaz98/cinnamon_roll/HEAD/data/dtf/gdax_ETH-USD.dtf -------------------------------------------------------------------------------- /data/dtf/gdax_LTC-USD.dtf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/gsalaz98/cinnamon_roll/HEAD/data/dtf/gdax_LTC-USD.dtf -------------------------------------------------------------------------------- /orderbook.jl: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/gsalaz98/cinnamon_roll/HEAD/orderbook.jl -------------------------------------------------------------------------------- /plot_realtime.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/gsalaz98/cinnamon_roll/HEAD/plot_realtime.py -------------------------------------------------------------------------------- /tmp.gif: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/gsalaz98/cinnamon_roll/HEAD/tmp.gif --------------------------------------------------------------------------------