Aim of the project is to construct an orderbook from limit orders available on crypto exchange Kraken®. The orderbook is a snapshot for a single moment.

The code is written in Python 3.10+. Requirements are provided in requirements.txt file.

1. Create a virtual environment

python -m venv venv

2. Activate the virtual environment in Linux or MacOS terminal

source .\venv\Scripts\activate

or Windows Powershell

.\venv\Scripts\Activate.ps1

3. Finally, install the dependencies inside the virtual environment

python -m pip install -r requirements.txt

The project is executed from terminal python get_orderbook.py.

get_orderbook.py has two parameters pair and count which are configurable. The former specifies the currency pair and the latter is the number of limit orders that are retrieved via Kraken® API. Apart from the crypto currencies at Kraken® we can also request traditional FX pairs:

The code is open source and licensed under the terms of Apache license (see LICENSE).