Fetch order book data from various cryptocurrency exchanges.
This library enables:
- Fetching the list of available cryptocurrency markets for a given exchange/venue
- Fetching the order book for the given cryptocurrency market
- Throttling/rate-limiting requests, by using the specific exchange's rate-limit (and backing off if a "Too Many Requests"-HTTP error is received)
The fetched order books are compatible with the
orderbook library, which we can then use to query the liquidity of the given market.
- Retrieves an orderbook when given a
Marketreturned by the
- Returns the rate limit for fetching orderbooks from the given exchange