Coinbase WebSocket Feed

This application subscribes to Coinbase L2 WebSocket channel and maintains an OrderBook of 10 levels.

Getting Started

1. Compile Project

mvn clean compile package

2. Start Application

java -jar target/coinbase-orderbook-1.0-SNAPSHOT.jar BTC-USD

3. Terminate Application

CTRL+C

Demo

WebSocket Information

L2 Subscription Message

{
    "type": "subscribe",
    "product_ids": ["BTC-USD"],
    "channels": ["level2"]
}

L2 Subscription Response

{"type":"subscriptions","channels":[{"name":"level2","product_ids":["BTC-USD"]}]}

L2 Snapshot Message

{
    "type": "snapshot",
    "product_id": "BTC-USD",
    "bids": [["10101.10", "0.45054140"]],
    "asks": [["10102.55", "0.57753524"]]
}

L2 Update Message

{"type":"l2update","product_id":"BTC-USD","changes":[["buy","41501.16","0.03924800"]],"time":"2022-02-06T06:43:18.845125Z"}