orderbook

Orderbook Delta Feed

This example subscribes to markets:86:book:deltas and shows how to use the resulting feed in conjunction with the REST API. It is recommended to hit the REST API for a full order book snapshot in case of a lost message in the delta feed. To specify a different market use the flags --exchange and --pair.

main.go subscribes to changes in an order book and locally applies them to a full book, making it continuously mirror the full book of the market.

orderbook.go contains the order book type definition, accompanying methods and some pretty-print functions.

Run

# build the example app
make orderbook

# run the app
./bin/orderbook --exchange=kraken --pair=btceur