Order Book Visualization

This project is an implementation of an order book (DOM) with a real-time visualization interface using Plotly Dash. The data is sourced from ByBit's open API, providing live and authentic market information.

Features

• Real-time Data: Continuously updated market data fetched from ByBit API.
• All Market Pairs: Automatically retrieves all available market pairs from the API.
• Customizable Settings: Easy to adjust settings.

Requirements

• Python >= 3.12
• Dependencies listed in pyproject.toml

Usage

1. Clone the repository.
2. Install dependencies using poetry install.
3. Run the application: make run.

Settings

The application includes a range of configurable settings to tailor its behavior and display. Below is a detailed explanation of each:

Application Settings

• APP_DEBUG: Enables or disables debug mode for development purposes.
  Default: True
• APP_PORT: Specifies the port where the Dash app runs.
  Default: 8050
• APP_UPDATE_INTERVAL_MS: The interval (in milliseconds) at which the order book data updates.
  Default: 3000 (3 seconds)

API Configuration

• API_URL: The base URL for the ByBit API.
  Default: "https://api.bybit.com"
• API_ORDERS_LIMIT: Limits the number of orders fetched per request.
  Default: 200
• API_ORDERS_CATEGORY: Defines the trading category (spot, linear, inverse, option).
  Default: "spot"

Order Book Settings

• ORDERBOOK_LEVELS_TO_SHOW: Number of price levels to display in the order book visualization.
  Default: 10
• ORDERBOOK_AGGREGATION_LEVELS: Available price aggregation levels for grouping order book data.
  Default: ["0.01", "0.1", "1", "10", "100"]
• ORDERBOOK_QUANTITY_PRECISION: Precision options for displaying order quantities.
  Default: ["0", "1", "2", "3", "4"]
• ORDERBOOK_PRICE_PRECISION: Precision options for displaying prices.
  Default: ["0", "1", "2", "3", "4"]

Customization Example

Adjust these settings in the configuration file to suit your specific requirements. For example:

• Set APP_UPDATE_INTERVAL_MS to 1000 for 1-second updates.
• Increase ORDERBOOK_LEVELS_TO_SHOW to visualize more price levels.

By tweaking these parameters, you can optimize the application for different datasets, user preferences, or system capabilities.