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go-orderbook

Using coinbase Market data feed generating reports and redis data

To get Only the best bid and ask into Redis (level 1)

Run redis container

make redis

Run server (Right now it only does five calls at one run and adds to redis but can be expanded to run indefinitely and add to redis)

./orderbook

To query Redis

make client

127.0.0.1:6379> smembers BTC-USD

  1. "3977253769"
  2. "3977266019"
  3. "3977266058"
  4. "3977266120"
  5. "3977266204"
  6. "3977266271" 127.0.0.1:6379> HGETALL BTC-USD:3977266019
  7. "create-time"
  8. "2017-09-07T22:45:52Z"
  9. "sequence"
  10. "3977266019"
  11. "price"
  12. "4626.05"
  13. "size"
  14. "0.08"
  15. "numorders"
  16. "4"

Fetch Top 50 bids and asks into CSV files per product supported

./orderbook -d

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