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