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General Info
A multithreaded application that reads market data from Binance livenet to execute trades on Binance testnet by utilizing websockets and Boost, accompanied by logging and latency benchmarking.
The application retrieves existing orders from Binance testnet and current ticker price from Binance livenet. It cancels/shifts existing orders to follow the new pricing determined by the strategy.
Learning outcomes
- Benchmarking latencies, execution times with RDTSC
- Dealing with websockets and Binance’s API
- Efficient handling of data