Crypto-Pandas: The Easiest Solution for Working with Crypto Exchanges¶
In [18]:
import pandas as pd
import numpy as np
import ccxt
from crypto_pandas import CCXTPandasExchange
import plotly.graph_objects as go
import plotly.express as px
exchange = ccxt.binance()
pandas_exchange = CCXTPandasExchange(exchange=exchange)
symbol = "BNB/USDT:USDT"
Orderbook in 1 Line of Code¶
In [14]:
df = pandas_exchange.fetch_order_book(symbol=symbol)
df["cumQty"] = df.groupby(["symbol", "side"])["qty"].cumsum()
fig = px.line(
df,
x="price",
y="cumQty",
color="side",
template="plotly_dark"
)
fig.show()