Hi tonight I launched my surprisingly summer project, the Cryptocurrency Order Book Analysis Tool aka crobat.

It’s pretty cool. it can give you a rough snapshot of the orderbook and better yet it can write down the events at occur in the Level 2 order book for coinbase exchanges. This will be convenient for longitudinal studies of market microstructure since its just taking off.

Follow the github link to learn more about it !

Originally published: September 24, 2020