If we want to develop the l2 data interface, how should we do it? Let's share the operation and development process today.
First of all, we need to develop the l2 data interface. The most important point is the data source. Usually, the l2 data is sent directly by the exchange, so as to ensure the speed and accuracy of the data. After obtaining the data, the next step is the problem of programming. We also need to consider clearly where the l2 data interface will be used, so as to better arrange the function.
You may think that the development of the l2 data interface is really troublesome. The most troublesome is not the problem of programming, but the problem of data sources. In fact, l2 data is only open to a few brokerages, and not everyone can get it. In order to solve this problem, we directly use the ready-made l2 data interface, as follows, we can get the data we need: (step by step transaction data example)
And this kind of l2 data interface acquisition is not complicated, https://gitee.com/l2gogogo, after getting the interface above, you can subscribe after opening an account. For details, please consult the editor (q below).