VWAP (Volume Weight Average Price)

This service use the coinbase websocket match api to calculate the VWAP of given pairs.

Configure application

Update the following configuration in the config.yaml file at root dir.

coinbase:
  websocket_url: wss://ws-feed.pro.coinbase.com
  channels:
    - BTC-USD
    - ETH-USD
    - ETH-BTC
vwap:
  datapoints: 200

Download dependencies

go mod download

Tests

go test ./...

Build

./scripts/build.sh

If you want to change the update the config after building the app config.yaml is also copied in the bin dir bin/config.yaml, by default it loads the config file relative to executable.

Run

./bin/vwap_app

If you want to load the configuration file from any other path, use -c=path-of-config-path.

Dependencies

• Gorilla Websocket
• Stretchr Testify

Code Structure

.
├── README.md
├── cmd
│   └── vwap_app.go
├── config.go
├── config.yaml
├── go.mod
├── go.sum
├── pkg
│   ├── coinbase
│   │   ├── coinbase.go
│   │   └── coinbase_test.go
│   └── vwap
│       ├── vwap.go
│       ├── vwap_stream.go
│       └── vwap_test.go
└── scripts
    └── build.sh