Support Board
Date/Time: Sun, 24 Nov 2024 15:46:01 +0000
Post From: Python code of number of trade bar (Binance)
[2024-05-24 23:58:56] |
d9e5c763 - Posts: 108 |
sure, this can be implemented, most likely theoretically. here is the python code for the dtc protocol implementation that I wrote: https://github.com/jseparovic/python-ws-dtc-client additionally, the biggest problem may be that you need to manage historical data, okx can directly download daily complete tick-by-tick data, and the compressed package size is only a few hundred MiB per day, binance must be much larger, and there seems to be no direct download method. this is just my personal opinions, and it does not mean that it is really infeasible. |