Limit OrderBook Chart with Heatmap

This project demonstrates heatmap visualisation tool for Limit OrderBook. It combines order book data and heatmap visualisation to offer unique insights into market dynamics. It attempts to visualise how much money is waiting to be executed on each price level. Making it easier for human to analyse fake liquidity and useful to assist reverse engineering other market participants' algorithms.

• SPA web with No Javascript
• No node_modules were used in the making of this web app.
• Dark/Light theme switch
• For demo purpose no server: no historical data load

Live Demo

https://cyan.ly/lbplot-rs/

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Made possible with

• 📦 Rust (wasm-bindgen + web_sys)
• 📦 Yew https://yew.rs/
• 📦 Yew Hooks https://jetli.github.io/yew-hooks/#/
• 📦 Tailwind CSS
• 📦 Plotters-rs https://github.com/plotters-rs/plotters
• 🏗 Trunk https://trunkrs.dev/
• 📈 Binance market data websocket

Getting Started

Prerequisites

• Rust
• Any modern web browser that supports WebAssembly.
• Trunk - Build, bundle & ship your Rust WASM application to the web.

Build and Run

1. Trunk needs to be installed at path:

   cargo install trunk

2. Run in local browser:

   cd web
   trunk serve --open

3. Browser http://localhost:8080

License

Distributed under the MIT License. See LICENSE for more information.