makerdao/gdax-client

Client library for accessing price feeds from GDAX WebSocket. Reliably handles reconnection and price expiry.

gdax-client

gdax-client is a simple library for accessing price feeds from coinbase (former GDAX) WebSocket.

It handles WebSocket reconnection very reliably. It also automatically expires the price value if the client isn't able to connect to the WebSocket for at least expiry seconds.

Installation

This project uses Python 3.6.6.

In order to clone the project and install required third-party packages please execute:

git clone https://github.com/makerdao/gdax-client.git
cd gdax-client
pip3 install -r requirements.txt

License

See COPYING file.

gdax-client's Issues

Price feed does not expire if no GDAX trades are happening

If a GDAX market gets stuck or is stopped, as it happened with BTC:USD a few days ago, the client library keeps reporting the last price, but this price can be from many many hours ago.

Currently the client library thinks the price is valid as long as GDAX keeps sending keepalive messages. Unfortunately they have nothing to do with the market being active, they just tell the client that both GDAX is operative and the WebSocket connection works properly. An alternative would be to use last trade id which gets passed along the last price, and expire the price feed if that id hasn't changed for a while. Unfortunately there is nothing to compare the id to the first time we connect. :/