Massage Gemini's public API for multi program/client analysis in a configurable "depth of market" format.
A massively expanded example of: https://docs.gemini.com/websocket-api/#market-data
providing multiple market data transaction feeds in an orderbook format rather than the event based transactional feed delivered by the vendor API.
Also my first python project. I need to get friendly with dependency management options on that front. Tips and pointers welcome!