The purpose of this project is to have a not slow execution that parses orderbooks from various exchanges with information coming in from websockets,
inserts them into a Binary Search Tree, and visualizes
the aggregated orderbook. The visualization is intended to show the spread and a desired depth of the orderbook in a fast and neat way.
This project is not crypto exclusive, the project is technically asset agnostic, it can aggregate any two or more orderbooks.
Suggestions are welcome, I'm happy to consider adjustments, especially adding new exchanges.