gdax-ext

This is an extension for Coinbase's Node.js library gdax-node.

Additional Features

• Synced level2 orderbook

Quick Start

Just change the modulename from gdax to gdax-ext and use it like you used gdax-node before.

const Gdax = require('gdax-ext');
const publicClient = new Gdax.PublicClient();

Methods

Level2 Orderbook

L2orderbook is a data structure that can be used to store a local copy of the level2 orderbook.

const orderbook = new Gdax.L2orderbook();

The orderbook has the following methods:

• state()

Gives the complete book

L2orderbook.state();

• get(side, count)

Ask for the top (count) entries of a side. If count is not specified the top 5 entries where selected.

L2orderbook.get('buy',6);

• getSpread()

Returns the spread on the book.

L2orderbook.getSpread();

• processchanges(change)

Processes the messages (data) from the l2update websocket channel. This automaticaly checks, if this message has to be remove or adds an entry.

L2orderbook.processchanges(data.changes);

• add(order)

Adds an order to the book.

const order = {
    price: '6452.34',
    size: '0.23245'
};
L2orderbook.add(order);

• remove(price, side)

Removes an order from the book.

const price = '6452.34';
const side = 'sell'
L2orderbook.remove(price, side);

Level2 Orderbook Sync

L2bookSync creates a local mirror of the level2 orderbook on GDAX using

const orderbookSync = new Gdax.L2bookSync(productID);

• productID optional - defaults to 'BTC-USD' if not specified.

Events

The following events can be emitted from the L2bookSync:

• synced when a orderbook is synced
• synced productID when the book of productID is synced
• updated when a orderbook is updated
• updated productID when the book of productID is updated

While productID has to be the name of the productID you specified.

Basic Examples

Get level2 orderbooks syncronisation finished and orderbook updated.

const Gdax = require('gdax-ext');

const productIDs = ['ETH-BTC', 'BTC-USD'];
const orderbookSync = new Gdax.L2bookSync(productIDs);

//sync finished for every books
orderbookSync.on('synced', function(data) {
   console.log('synced book:', data);
   console.log(orderbookSync.books[data].state());
   console.log(orderbookSync.books[data].getSpread());
});

//sync finished for one book
orderbookSync.on('synced BTC-USD', function(data) {
   console.log('synced book:', data);
   console.log(orderbookSync.books['BTC-USD'].state());
});

//update for every book
orderbookSync.on('updated', function(data) {
   console.log('updated book:', data);
   console.log(orderbookSync.books[data].getSpread());
});

//update for one book
orderbookSync.on('updated BTC-ETH', function(data) {
   console.log('updated book:', data);
   console.log(orderbookSync.books[data].get('buy',6));
   console.log(orderbookSync.books[data].getSpread());
});

Data contains the productID.