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Blockchain2026
Exchange-wide Real-time Market Data Collector
Personal Research · Design & Build
For market-making research I built a collector that ingests real-time L2 order books and trades across all 481 KRW-market pairs on a Korean exchange. A 600-events-per-second quote stream, deduplicated down to roughly 10GB a day of compressed storage — before any strategy, the data had to be trustworthy.
Key results
Real-time L2 + trades across 481 pairs
Measured 600 events/s stream handling
~10GB/day compressed after dedup
- Role
- Personal Research · Design & Build
- Year
- 2026
- Stack
- PythonWebSockettmux