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An in-memory copy of the order book on the GDAX cryptocurrency exchange, updated in real time via WebSocket feed, exposed in a thread-safe and lock-free data structure.

C++ 100.00%
cryptocurrency-exchanges gdax-api lock-free real-time thread-safe websocket websocket-client

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gdax-orderbook-hpp's Issues

Subscribing to Multiple Instruments

How would you recommend someone would go about this if they wanted to subscribe two four different pairs? Create four different instances or just one big map?

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