Easy way to ingest market data from a Provider? about tai HOT 5 CLOSED

Hey @arthurcolle,

Documentation is a little light... ;) Are you looking to ingest order book data or trade data?

from tai.

Orderbook data for now would be a userful example! And no worries about the docs, I understand how it's a challenge to get in-depth docs out the door in the early stages.

from tai.

tai currently only streams order book data. I'd love to have OHLC candles but it's not a focus atm.

I'd suggest looking at the log spread advisor and it's E2E test:

• https://github.com/fremantle-industries/tai/blob/main/apps/examples/test/examples/log_spread/advisor_test.exs
• https://github.com/fremantle-industries/tai/blob/main/apps/examples/lib/examples/log_spread/advisor.ex

It's also worth looking at the example dev config https://github.com/fremantle-industries/tai/blob/main/config/dev.exs.example

from tai.

Appreciate it - I'll try to add OHLC bars in my own work and potentially submit a pull request.

Thanks for the response, Alex

from tai.

Sweet. Look forward to it

from tai.