AsyncAlgoTrading / aat

Asynchronous, event-driven algorithmic trading in Python and C++

Home Page:https://aat.readthedocs.io

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Coinbase exchange features

timkpaine opened this issue · comments

Data:

  • l2 streaming
  • just trades
  • no web socket, just http requests
commented

Hello! I'd love to take this issue on if that's alright.
To my understanding, you just want an implementation of:

  • A given product's order book (level 2)
  • The ability to buy / sell a given product

And for both of these to be done with pure http/https requests.
Where I'm a little lost is for the streaming of the level 2 data. Are you wanting that to just poll continuously, or are you looking to implement websocket for that feature specifically?

Cheers!