go-gdax-orderbook

Open sourcing the orderbook code of my auto trader.

What is this?

This repo contains code to process L3 data from GDAX and a runtime efficient orderbook.

How to run

At project root. Download dependencies

  go get -u ./... 

Run program

  CONFIGOR_ENV=production go run cmd/orderbook/main.go

Dependencies

Has sentry integration...using this is optional.