OrderbookVis

An order book data simulator/visualization built using with D3. The application simulates near real time quotes and trades data stream which are then captured in the visualization. OrderbookVis is composed of two parts:

• A customizable visualization and data processing library.
• A simulator and demo application.

Features include:

• Bid, Ask, Trade, and Price-level visualizations
• Magic lens for analysis and specialized queries
• Pause, forward and rewind the time dimension
• Scale to different sized time (x-axis) windows
• Scale to different price (y-axis) windows

Dependencies

OrderbookVis depends on NodeJS, npm and bower.

Setup and run the simulator

Install build and runtime dependencies

• npm install
• bower install

Build and start OrderbookVis

• grunt server
• Goto http://localhost:9000/simulator.html