Hey y'all I'm working on a trading bot right now but I'm really new to real-time data processing. So when it comes to choosing the method to capture the data I'm not sure what the best option would be. Shoud I make several API requests and process the data dynamically, but that would also mean fecthing huge chunks of data on every request. Or is it better to store a part of the data in a database and just fetch the latest data but I'm afraid that would slow down the process... Or is there any other way y'all can think of ?
AS of now I haven't tried anything yet, because I'm not sure what would be the right way to go.