gdax-feed-snoop.ts

import * as GTT from 'gdax-trading-toolkit';
import { GDAXFeed, GDAXFeedConfig } from 'gdax-trading-toolkit/build/src/exchanges';
import { LiveBookConfig, LiveOrderbook, SkippedMessageEvent, TradeMessage, LevelMessage } from "gdax-trading-toolkit/build/src/core";
import { Ticker } from "gdax-trading-toolkit/build/src/exchanges/PublicExchangeAPI";
import { CumulativePriceLevel } from "gdax-trading-toolkit/build/src/lib";

const logger = GTT.utils.ConsoleLoggerFactory({ level: 'debug' });
const product = 'BTC-USD';
const [base, quote] = product.split('-');


const options: GDAXFeedConfig = {
    logger: logger,
    auth: {
        key: process.env.COINBASE_PRO_KEY,
        secret: process.env.COINBASE_PRO_SECRET,
        passphrase: process.env.COINBASE_PRO_PASSPHRASE
    },
    channels: null,
    wsUrl: process.env.COINBASE_PRO_WS_URL || 'wss://ws-feed-public.sandbox.pro.coinbase.com',
    apiUrl: process.env.COINBASE_PRO_API_URL || 'https://api-public.sandbox.pro.coinbase.com'
};

GTT.Factories.GDAX.getSubscribedFeeds(options, [product]).then((feed: GDAXFeed) => {

    const config: LiveBookConfig = {
        product: product,
        logger: logger
    };

    const book = new LiveOrderbook(config);

    book.on('LiveOrderbook.ticker', (ticker: Ticker) => {
        logger.log('info', JSON.stringify(ticker));
    })
    book.on('LiveOrderbook.trade', (trade: TradeMessage) => {
        logger.log('warn', JSON.stringify(trade));
    })
    book.on('LiveOrderbook.update', (msg: LevelMessage) => {
        logger.log('info', JSON.stringify(msg));
    })
    book.on('error', (err) => {
        logger.log('error', 'LiveOrderbook error: ', err);
        feed.pipe(book);
    })

    book.on('data', () => {});

    feed.pipe(book);
});