Stream orderbook metrics leveraging local depth cache manager and polars, push into QuestDB with the goal of integration with FreqAI strategies.
Currently only MDR (Market Depth Ratio) is implemented.
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Store Binance Futures orderbook metrics in QuestDB leveraging local depth cache manager
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mrzdev/quest_deep_orderbook
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Store Binance Futures orderbook metrics in QuestDB leveraging local depth cache manager
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