groos / coinbasepro-book

Coinbase Pro Websocket Feed L2 Trade Book

README

Coinbase Pro L2 Book

• Uses Coinbase Pro Websocket Feed to manage a local L2 Trading Book
• Implemented using the Full Websocket channel

Prequisites

• NodeJS (I used v14.16.0)
• Internet Connection (to connect to CB APIs)

Setup

Install Node Dependencies

npm install

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Run

Start Book:

npm run start

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Run Tests:

npm run test