I am currently saving a sub 1 sec snapshot of an orderbook to my SQL db. However I have quite the trouble on figuring out the architecture of this DB
What I'm currently doing is saving a table with the data and naming the table the current epoch. As you can see this is a horrible way of doing it.
What would you guys recommend on doing to make this more efficient and less messy.
The data i'm currently storing is only: time,size,price Thanks in advance you guys are awesome!