Lodax
Low latency high throughput GDAX orderbook analysis engine and trading bot
Install / Use
npx skills add canselcik/lodaxInstalls into whichever agent you are using.
README
LoDax - Low Latency High Throughput Pipeline to GDAX
See here for a better demo: https://gfycat.com/gifs/detail/JitteryReasonableAdeliepenguin
- Subscribes to the authenticated websockets feed to create a
Treapof asks and bids in realtime - Utilizes the
Financial Information Exchange (FIX) APIinstead of theREST APIto leverage low latency and lenient rate limits.
Setup for the FIX API
➜ main git:() openssl s_client -showcerts -connect fix.gdax.com:4198 < /dev/null | \
openssl x509 -outform PEM > /etc/fix.gdax.com.pem
➜ main cat /etc/stunnel/stunnel.conf
[GDAX]
client = yes
accept = 4198
connect = fix.gdax.com:4198
verify = 4
CAfile = /etc/stunnel/fix.gdax.com.pem
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