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jheusser/ws.q

Last active August 29, 2015 14:18
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ws.q
/ create table
ticker:flip `buy`high`last`low`sell`timestamp`vol!()
/ decode json data responses, insert into ticker table
.z.ws:{x: (.j.k x)`data; `ticker upsert (first x)}
/ assumes local stunnel pointing to real.okcoin.com:10440 for ssl
r:(`$":ws://127.0.0.1:8100")"GET /websocket/okcoinapi HTTP/1.1\r\nHost: real.okcoin.com:10440\r\n\r\n"
/ subscribe to ticker
data:.j.j `event`channel!`addChannel`ok_btcusd_ticker
/ needs parsing of response r for right fd
neg[3]data
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jheusser commented Apr 1, 2015 

q)\l ws.q
q)ticker
buy      high     last     low     sell     timestamp       vol
-----------------------------------------------------------------------
"245.75" "248.36" "245.84" "239.2" "245.9"  "1427918294196" "16,915.69"
"245.75" "248.36" "245.84" "239.2" "245.79" "1427918294330" "16,915.69"
"245.75" "248.36" "245.79" "239.2" "245.89" "1427918296347" "16,919.93"
"245.75" "248.36" "245.79" "239.2" "245.89" "1427918296574" "16,919.83"
"245.75" "248.36" "245.79" "239.2" "245.88" "1427918297475" "16,919.83"
"245.75" "248.36" "245.79" "239.2" "245.87" "1427918299521" "16,910.37"

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