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WebSocket is an API and a protocol for bi-directional, full-duplex communication that is closely associated with HTML5 and implemented in recent versions of most web browsers.

4 votes
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285 views

An in-memory copy of the GDAX order book for an arbitrary cryptocurrency, updated in real time

My best idea so far is to create a WebSocket proxy, and have this class connect to it instead of GDAX when under test. … Connection 104.16.108.31:443 v-2 "WebSocket++/0.7.0" / 101 quantity of offers at $580: 0.9 sleeping for 30 seconds quantity of offers at $580 USD: 100.9 …
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