Trading Ladders

Minimalist real-time order book interactions with Binance and Kraken.

📋 Prerequisites

• Platforms: Linux or MacOS
• Python: 3.11+
• Rust: 1.81+

# Rust development
cargo install just

📂 Project Structure

This repository contains multiple implementations of a real-time order book interactions:

• Binance with Python → Web-based version (Binance Python README)
• Binance with Rust → Terminal-based version (Binance Rust README)
• Kraken with Python → Kraken testnet (Kraken Python README)

The Binance implementations display:

• OHLC market data, 24h volumes and spread
• Order book with bids (green) and asks (red)
• Recent trades with timestamps

🛠️ Getting Started

To explore the project, follow this sequence:

1️⃣ Try the Command Line API Access

Before using the applications, you can fetch Binance and Kraken data manually:

Binance

# REST API (requires curl and jq)
curl -s "https://api.binance.com/api/v3/depth?symbol=BTCUSDT&limit=10" | jq

# WebSocket (live data)
cargo install websocat
websocat "wss://stream.binance.com:9443/ws/btcusdt@trade"

Kraken

# REST API (requires curl and jq)
curl -X GET "https://demo-futures.kraken.com/derivatives/api/v3/tickers" | jq

# WebSocket (live data)
websocat -E wss://demo-futures.kraken.com/ws/v1

# Send a subscription message:
echo '{ "event":"subscribe", "feed":"ticker", "product_ids":["PI_XRPUSD"] }' | websocat -E wss://demo-futures.kraken.com/ws/v1

2️⃣ Try the Python Implementation for Binance

The Python project has multiple branches with increasing functionality:

• main branch → Displays a non-interactive order book with real-time data.
• market-order branch → Adds support for placing market orders with an initial balance.
• limit-order branch → Further extends market-order, allowing limit orders as well.

Start by checking out the main branch and progress through the others.

3️⃣ Try the Rust Implementation for Binance

For a terminal-based experience, explore the Rust project, which provides real-time order book visualization in a CLI environment.

4️⃣ Explore the Kraken Testnet Integration

Aside from the Binance implementations, this repository also explores the Kraken testnet integration, allowing users to:

• Fetch market data and subscribe to live WebSocket updates.
• Place orders programmatically using Kraken's demo environment.
• Experiment with trading strategies using a simulated balance.

Refer to the Kraken Python README for more details on interacting with Kraken's testnet.