Connecting Python to the GDAX Websocket Feed
Reading the GDAX Feed using Python GDAX provides a public websocket service which allows anyone to read real-time GDAX data. This is a great service when you consider that it is free to anyone that has the skills to utilize it. This feed could be used for automated trading purposes or for performing real-time calculations that are not included in the GDAX web UI. In this case, there is not an official GDAX Python module. There are some notable modules on GitHub which you could utilize. We will put together some code using the well established websocket module. A WORD OF CAUTION : Coinbase handles financial assets. Always use the sandbox when testing code and ideas. Use appropriate security measures when using API credentials. Goals Create a subscription request in JSON format Send the subscription request to wss://ws-feed.gdax.com Display the results Display the execution duration in seconds each time Prep Install the python websocket an...