Metadata-Version: 2.4
Name: cpp_binance_orderbook
Version: 0.0.3
Summary: Orderbook implementation using Pybind11 and C++
Home-page: https://www.youtube.com/watch?v=dQw4w9WgXcQ
Author: Daniel Lasota
Author-email: grossmann.root@gmail.com
Requires-Python: >=3.8
Description-Content-Type: text/markdown
Requires-Dist: pybind11>=2.10.0
Dynamic: author
Dynamic: author-email
Dynamic: description
Dynamic: description-content-type
Dynamic: home-page
Dynamic: requires-dist
Dynamic: requires-python
Dynamic: summary

# Binance Unfazed

C++ Binance OrderBook that You can embed in Your python code!
Simulate whole market day of 3,389,470 OrderBookEntry in 109ms*

*Ran on i9-13980hx

## installation 
```bash
pip install cpp_binance_orderbook
```

```python
import cpp_binance_orderbook

def orderbook_callback(best_bid, best_ask, mid_price, orderbook_imbalance):
    # ...
    a, b, c, d = best_bid, best_ask, mid_price, orderbook_imbalance

if __name__ == '__main__':

    csv_path = "C:/Users/daniel/Documents/binance_archival_data/binance_difference_depth_stream_usd_m_futures_trxusdt_25-03-2025.csv"

    orderbook_session_simulator = cpp_binance_orderbook.OrderbookSessionSimulator()
    orderbook_session_simulator.processOrderbook(csv_path, orderbook_callback)
```

![Control-V](https://github.com/user-attachments/assets/a90a5dfc-88c9-4625-8c7e-5456468b6a41)
 
![Control-V (1)](https://github.com/user-attachments/assets/afe41fee-8f34-4493-aabb-be7d6e8f25e7)
