REMote OrderBook
remob is a Python based, redis backed, order book for financial instruments which allows an order book to be kept remotely on redis and accessed for analysis quickly and easily.
NOTE : This is meant to be an order book which syncs to an existing market. It will not automatically match maker/taker orders. It is designed to accept matching messages and maintain order book sync with an active marketplace.
- [Bid/Ask] Add orders
- [Bid/Ask] Delete orders
- [Bid/Ask] Change orders
- Match Bid/Ask
The primary interface between real-time market data and remob.
The primary interface between remob and all outside analysis tools.