Crypto Feed Handler

Question: There are data sources today that disseminate data real-time through the use of WebSockets. WebSockets are a modern day advancement which allow for real-time bidirectional communication between a server and a client via TCP/IP. WebSockets are fully asynchronous and allow for event driven responses, which is perfect for creating a feed handler. Coinbase Pro disseminates real-time cryptocurrency data via their WebSockets API.

Given the below trade table, subscribe to real-time ticker data for the following product ids: "BTC-USD,ETH-USD,XRP-USD,LTC-USD,BCH-USD,OXT-USD,XLM-USD,ATOM-USD,ETC-USD,LINK-USD,ALGO-USD,DAI-USD".

If you are receiving a 'con error, then you have SSL verification turned on. You need to either have the SSL_CA_CERT_FILE environment variable set to your CA cert file, or turn off SSL verification. Do either of the following below:

Download CA cert file and export environment variable
$ curl https://curl.haxx.se/ca/cacert.pem > $HOME/certs/cabundle.pem && export SSL_CA_CERT_FILE=$HOME/certs/cabundle.pem

Turn off SSL verification of the target server SSL certificate:
$ export SSL_VERIFY_SERVER=NO

More Information:

https://docs.pro.coinbase.com/#subscribe

Example

                                
                                q)trade:([]time:();product_id:();sequence:();price:();open_24h:();volume_24h:();low_24h:();high_24h:();volume_30d:();best_bid:();best_ask:();side:();trade_id:();last_size:())

// After running your code

q)trade
time                          product_id sequence     price    open_24h volume_24h   low_24h high_24h volume_30d   best_bid best_ask side trade_id     last_size
-----------------------------------------------------------------------------------------------------------------------------------------------------------------
2020.05.17D16:22:55.144618000 BTC-USD    1.414503e+10 9791.45  9389.91  12892.92     9261.23 9896     645411.3     9790.16  9791.45  buy  9.223133e+07 0.00387904
2020.05.17D16:22:56.816019000 XRP-USD    9.193879e+08 0.2029   0.1993   2.665403e+07 0.1975  0.205    1.643819e+09 0.2029   0.203    sell 9147536      6898
2020.05.17D16:22:55.683882000 ETH-USD    9.140631e+09 208.31   201.01   109032.8     197.77  210      5854496      208.31   208.35   sell 5.834095e+07 0.07329224
2020.05.17D16:22:57.044887000 XLM-USD    1.072446e+09 0.070938 0.067764 2.978889e+07 0.06707 0.071784 2.099961e+09 0.070922 0.070938 buy  4288973      11161
2020.05.17D16:22:20.463744000 ETC-USD    9.94501e+08  6.721    6.711    248230.7     6.501   6.786    1.390851e+07 6.721    6.728    sell 4136261      11.61295
..
                                
                            

Solution

Tags:
api dictionaries feedhandler realtime tables websockets
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