GDAX market indexer

This program is designed to read data from GDAX's streaming api and index the order book and ticker data into elastic search.

Build

Install golang

git clone git@github.com:pwaterz/gdax-market-indexer.git
cd gdax-market-indexer
go get -d ./...
go build .
./gdax-market-indexer -config /path/to/config.yml

Configure

Modify the yaml file in the repo or create a yaml configuration file

# ElasticSearch servers
elastic-hosts:
  - http://localhost:9200

# If password protected, set username and password
elastic-user: elastic

elastic-password: changeme

# Elastic client bulk processor batchsize
elastic-client-batch-size: 5

# Elastic client bulk processor number of workers
elastic-client-workers: 10

# Elastic client flush interval in seconds
elastic-client-flush-interval: 5

# Enable the elastic client stat collector
elastic-client-stats-enabled: true

# Set to true to enable sniffing of elastic hosts
elastic-sniff-discovery: false

# The name of the index to store the data
elastic-index: gdax-market

# Markets to indexe
gdax-markets:
  - BTC-USD
  - BCH-USD
  - LTC-USD
  - ETH-USD

# Log level. Can be info, debug, or be omitted. If ommitted will default to info.
log-level: debug

Development

Use the docker-compose in the repository to get development going quickly. Leave the configuration file defaults, and execute docker-compose.

docker-compose up -d
go build . && ./gdax-market-indexer