Date: 2022-06-20
Language: Python
Code Link: Github

Background

This was a take home challenge and given about 1 week to complete

Problem

More detailed information is found in the github link. The questions were asked below to be completed in python

- Print the top 5 symbols with quote asset BTC and the highest volume over the last 24 hours in descending order.
- Print the top 5 symbols with quote asset USDT and the highest number of trades over the last 24 hours in descending order.
- Using the symbols from Q1, what is the total notional value of the top 200 bids and asks currently on each order book?
- What is the price spread for each of the symbols from Q2?
- Every 10 seconds print the result of Q4 and the absolute delta from the previous value for each symbol.
- Make the output of Q5 accessible by querying http://localhost:8080/metrics using the Prometheus Metrics format.

Solution

Solution can be found in the github link.