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Fetch/Code Aggregated Market Depth Data - V1/PP25 #20

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drixie opened this issue Aug 23, 2022 · 0 comments
Open

Fetch/Code Aggregated Market Depth Data - V1/PP25 #20

drixie opened this issue Aug 23, 2022 · 0 comments
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@drixie
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drixie commented Aug 23, 2022

  1. Attempt to see if aggregated market depth data can be appropriately fetched from IBKR API.

  2. If approach 1 is not possible, write logic to aggregate market depth data from the full data fetched from IBKR API.

  3. Expose both full data and aggregated data for consumption in the frontend.

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