GDAX L2 Orderbook
GDAX L2 Orderbook is a module to generate a basic Level2 orderbook for any product traded on the Coinbase Pro cryptocurrency exchange. Users can install the package, instantiate the Orderbook and start it up. It is event driven so a
change event will fire whenever a change is made on with the bid side or the ask side. There is also a simple logger to see the best bid and best ask at any time interval needed (in ms).
Installation and instantiation is very easy to get started. Here is a basic usage example:
const Orderbook = ;const product = 'ETH-USD';const sandbox = false // Connect to the production exchange. Defaults to trueconst orderbook = product sandbox;orderbookstart;orderbook
As a hobbyist cryptocurrency trader I needed a reliable but simple module that could enable me to keep track of my limit orders relative to the orderbook. I did not see a need to mirror the Level 3 book so this implementation seemed to do nicely. I believe that this module can help other hobbyist/professional crypto traders who are using Coinbase Pro with automation-based trading tools
Installation into a Node project is as simple as:
npm i gdax-l2-orderbook --save
Recommend Node.js v.10 and above.
See code example above.
You can run unit test using
npm test command. It will run a Jest test suite.
Contributors are welcome to send pull requests on the project. Please write a short synopsis of any enhancements or defect fixing is being proposed in the PR.
This software is made public by way of the ISC (Internet Software Consortium). No warranties are given and software is made available "as-is."