We download orderbook snapshots from Binance using Python, and then use that data to calculate orderbook imbalances.
⭐ Code:
https://github.com/ChadThackray/binan...
Binance Docs:
https://binance-docs.github.io/apidoc...
Timestamps:
00:00 - Intro
01:04 - Retrieving the orderbook
06:31 - Calculating Orderbook Imbalances
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