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

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

go mod download

go test ./...

./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.

./bin/vwap_app

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

• Gorilla Websocket
• Stretchr Testify

.
├── 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