market-data

Is there an existing issue for this?

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Is your feature request related to a problem? Please describe.

Having docstrings for all methods and classes will help new contributors understand the codebase and also provide a method of autogenerated API docs. Right now only some methods and classes have docstrings.

Describe the solution you'd

A useful feature where the user specifies the quantity to take in an orderbook and callback returns the average price paid for that lot size. For example if the offers in the order book for BTC-USD was the following:

Price | size
11,000 | 1
10,500 | 1
10,000 | 1

If the user specified quantity 3, the callback would return 10,500.

Describe the solution you'd like
SWIG was used to create Python bindings for this library. Currently the procedure documented at https://github.com/crypto-chassis/ccapi/tree/v3.4.2#python isn't applicable for creating Python bindings on Windows. Modify the CMake files used in the build process to create successful Python bindings using MinGW (if you can also make it work for MSVC that will be

Phemex is supported in python/js/php vesions but not here.
Any plans to be added?