Crypto

In search of less latency, while going through the GDAX's API, back when Coinbase Pro was GDAX, I stumbled upon their Websocket API. With the API, you could keep a copy of the order book in memory ready for query instead of pinging the server for information.

Being able to add a limit order to the order book or placing a marker order a second or even a couple of microseconds faster is the difference between being in profit or at a loss. This specific post will focus on creating a class that will sign the HTTP requests we send to Coinbase Pro's Rest API.