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How to develop a glass of quotes on vue?
Hello
, I am a beginner programmer, so I want to clarify.
I want to write a glass of quotes display. I'm currently learning Vue. I wonder right that I chose it. Can he handle the speed? And what should you pay attention to?
If you know of any literature that will help in this direction, I will be grateful. Since there is very little information on the development for exchanges and trading platforms
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What about vue or python?
The order book is two lists of pending buy and sell orders, sorted by price. For example, arrange a list of offers for sales on top and for purchases at the bottom, sorting both by price in descending order. Usually there are 2 or 3 columns in the list, price, volume in the base currency and quotes, it is also possible to display the total amount from the beginning of the glass instead of the volume for the current price (that's why it is called the glass, where the bottom is the extreme orders).
Now about performance, don't try to load a list of all events (cancellation of the previous order or placing a new one), as soon as this stream becomes more than a dozen per second, browsers will no longer cope, at least I see performance problems on a bunch of small exchanges that did this.
Group data by time (for example, half a second..second), aggregate orders by price within intervals (for example, by rounding the price to a certain sign, adding their transaction volumes into one line) and issue this stream to the client, also limiting the display list with a certain price limit, otherwise in some cases you will have to download a multi-megabyte list (organize something like a viewing window, if the user wants to scroll through the list, load the list as needed, although exchanges usually don’t bother and stupidly don’t let you look beyond the market - which is very inconvenient ). Use websockets, send a list of changes rather than a full list (even if it's a window), as you can get terabytes of such inefficient traffic per month even with a small number of clients
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