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irufus / gdax-java

Java based wrapper for Coinbase Pro (Formerly known as GDAX API and Coinbase Exchange API)
MIT License
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Examples of the WebsocketFeed? #37

Open MarcDee91 opened 6 years ago

MarcDee91 commented 6 years ago

Hi, Is there a example of how to use the "WebsocketFeed" for caching a snapshot of the orderbook provided?

I look forward for your help! Regards Marko

robevansuk commented 6 years ago

It's in development but its a tough nut to crack since the messages come through out of sync. Hopefully be ready some day soon. In the mean time the docs are available here : https://docs.gdax.com/#the-code-classprettyprintlevel2code-channel

robevansuk commented 6 years ago

You'll be happy to hear I almost have this sorted now. Slight problem in that I've discovered what I think is another bug on their side. I'm just reporting it now along with a couple of others that were reported here.

robevansuk commented 6 years ago

The implementation portion is complete and functioning. Will amend my tests as I had to do some major refactoring and this resulted in a re-evaluation of a bunch of tests that were too coarse grained. Need to refine them so that everything is easier to follow/use/understand for others. Will be done in the next few days/couple of weeks.

robevansuk commented 6 years ago

I think I may have misunderstood your original question. You are asking for a snapshot of the orderbook.. this is provided by the MarketDataService.getMarketData(productId, level);

Level is an integer 1, 2 or 3.

The LiveOrderbook is now just about ready, barring a few tweaks I need to make. Hopefully no more than a few days away now.

robevansuk commented 6 years ago

Found the implementation I have works well when logging is removed - had it running well over 12 hours now. Reconnection works. Almost everything looks good. Only problem now is my version has deviated from the live, web version so I need to figure out why. I have an idea why its failing. So hopefully not much more to do.