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Re:Analyzing Cryptocurrency Markets Using Python by jetti on Monday August 21, 2017 @10:26AM (#15064839)
What are you using to listen to GDAX sockets? I've been able to successfully connect using their node library but when trying to connect directly without using their library I'm unable to connect.
Re:Analyzing Cryptocurrency Markets Using Python by ghgr on Monday August 21, 2017 @10:50AM (#15065003)
I use the Python library WebSocketClient. Here is the code: https://github.com/ghgr/HFT_Bitcoin/blob/master/download_boo...
Re:Analyzing Cryptocurrency Markets Using Python by jetti on Monday August 21, 2017 @11:19AM (#15065183)
Thanks for the code. I've been trying with the Elixir library websockex [1] but it has been giving me nothing but troubles. I just gave up and poll every X minutes now.

[1] https://github.com/Azolo/websockex