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Websocket API

Connor Giles edited this page Jul 15, 2017 · 5 revisions

When your application requires real time access to data, using the Websocket API is recommended.

Websocket support is implemented for all exchanges listed with a ✅ next to them.

Open a Connection

const xchange = require('xchange-js') const client = new xchange.Gdax.WebsocketClient(); client.on('open', () => { // From here you can subscribe to various streams }); client.on('error', (err) => { // All errors will be passed through this event }); client.on('close', (data) => { // Event on close of socket });

Orderbook Streams

Subscribe to Orderbook

// Called after connection is open client.subscribe('BTCUSD'); // returns created Market of pair client.subscribe('ETHBTC'); // Can subscribe to as many pairs as you want client.on('change', (market) => { // Access updated market book for the pair that triggered the change console.log(market.book.state()); });

Subscribe to Orderbook Depth Changes

Allows you to only recieve change events when the orderbook changes below a depth

// Called after connection is open let market = client.subscribe('BTCUSD'); // returns created Market of pair market.book.subscribe(5); // subscribes to book changes within top 5 layers market.on('change', (book) => { // Access updated book state of depth 5 console.log(book); });

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