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Coinbase

This repo contains utilities for connecting to various Coinbase Exchange API endpoints, including its Level 3 WebSocket feed of order book data.

Quickstart

First, generate API keys and populate them in a .env. See the .env.example.

Then you can test the Level 3 WebSocket feed with

cargo test --lib can_receive_messages -- --nocapture

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Utilities for establishing fast websocket connections to Coinbase's institutional order book feeds

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