DOM Replay

A depth of market tool to provide a replay of buy and sell orders for a specific financial instrument at particular times.

View Demo · Report Bug · Request Feature

Table of Contents

1. About The Project
   • Built With
2. Getting Started
   • Prerequisites
   • Installation
3. Usage
4. Roadmap
5. Contributing
6. License
7. Contact
8. Acknowledgments

About The Project

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Replay currently runs for 5 minutes then stops, select a new time to continue.

Built With

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Getting Started

This project is built with SST.

Prerequisites

AWS account Databento account

Installation

You can

1. Get an API Key at https://databento.com/

2. Clone the repo

   git clone https://github.com/gty3/dom-replay.git

3. Install backend and frontend NPM packages

   pnpm install

   cd nextjs
   pnpm install

4. Rename env.example to .env and add your DATABENTO_API_KEY

5. Run the backend locally

   npx sst dev

6. Run the frontend

   cd nextjs
   pnpm dev

Usage

Select the top button to change replay instrument and start time. Symbols are currently "continuous", the contract month with the highest volume is selected.

Roadmap

• Move mbo and mbp10 value conversions from JS to Rust.
• Add an instrument/dataset/time modal to frontend to send to websocket.
• Add GC instrument

Contributing

Contributions are what make the open source community such an amazing place to learn, inspire, and create. Any contributions you make are greatly appreciated.

If you have a suggestion that would make this better, please fork the repo and create a pull request. You can also simply open an issue with the tag "enhancement". Don't forget to give the project a star! Thanks again!

1. Fork the Project
2. Create your Feature Branch (git checkout -b feature/AmazingFeature)
3. Commit your Changes (git commit -m 'Add some AmazingFeature')
4. Push to the Branch (git push origin feature/AmazingFeature)
5. Open a Pull Request

License

Distributed under the MIT License. See LICENSE.txt for more information.

Contact

Geoff Young - @gty_

Project Link: https://github.com/gty3/dom-replay