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Coinbase L2 Socket Lite

The purpose of this project was to create a lite websocket worker which can aggregate data from the Coinbase Pro API L2 book websocket. More information on that can be found here: https://docs.pro.coinbase.com/#channels

Target Device

This project is being targeted for and tested on a Raspberry Pi 400. The specs are:

Hardware Spec
CPU Quad-core Cortex A-72 64-bit ARM SoC, 1.8GHz
RAM 4GB LPDDR4-3200
Storage 16GB Micro SD
OS Raspberry Pi OS
Networking 1 Gigabit 5.0GHz WiFi Connection

Current Results

So far, I've managed to achieve about 15% CPU usage on the target device while tracking the full L2 Orderbook of 10 coins/tokens and printing a 500 entry Pandas DataFrame every 1 second.

The next step is to ensure that this can run side by side with Dash Plotly (https://dash.plotly.com/) as this projects ties in with my dashboard project (https://github.com/JoshLove-portfolio/Crypto_Dashboard).

Installation

To begin, clone or download the zip for this repo. The dependencies are currently small to reduce the amount of storage required on the target device. First, change directory into the project and then dependencies can be installed using:

pip install -r requirements.txt

Usage

Currently, this project is not in the best state to be reconfigured. However, if you desire, it can be done by first editing the subscribe.json and including the ticker in the "product_ids" field.

Next, you'll need to add the new coin to the CbSocket dictionary in the same syntax as the rest:

self.coins = {
    'ETH-USD': Coin('ETH-USD'),
    'NEW-COIN-ID': Coin('NEW-COIN-ID')
}

Finally, this project currently runs out of __main__ and thus you'll need to create a new CbSocket object within that. Currently, an object called new is provided. You'll then need to request the bids and asks from the object, as shown in the script, and do with those DataFrames what you will.

Future

As it stands, the goal is to support my Dash Plotly dashboard to run on a Raspberry Pi with this data. I'll continue to optimize the code and improve it so anyone else can take advantage of it in the future.