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Practical notes, tutorials and experiments from Southern Cloud Works.

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Building a Python Crypto Scalper with Live Level 2 Market Data

What started as an experiment in reading live crypto market data quickly evolved into a full Python trading workstation with Level 2 order books, trade-flow analysis, automated paper trading, dynamic exits, fee modelling and strategy research. Here’s what we’ve built so far, what surprised us, and why trading costs matter far more than they first appear.

◷ 10 min read
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