Realtime VWAP

Calculator of VWAP (Volume-weighted average price) values for specified trading pairs using realtime values from Coinbase

Design

The design of this is quite simple but functional, work is splitted mainly between two goroutines which run in a top-down fashion: The first goroutine is inside the SubscribeToMatches function, which connects to the Coinbase API and it keeps listening to any upcoming trade for the specified pairs, exposing a channel on which other goroutines can listen to the results obtained. From there on the second main goroutine inside StreamPairsVWAP takes the channel exposed by the previous function and proceeds to calculate and save the VWAP of the given trade. This function also exposes a channel to listen to the VWAP results once they're calculated and this last channel is used by the main goroutine to print the results to std. This design does not make any assumption more than the default environment values in the options.go.

How to run this

There are up to 4 different ways to run this program:

Option 1: Executable

There's a executable of the latest version in the project's root, assuming you're on a *NIX terminal you need to run the following command:

$ ./realtime_vwap

Pair    VWAP
------- ----
BTC-USD 22710.613281
ETH-USD 1597.085205
ETH-BTC 0.070340
--------------
Last updated: 2022-07-24 18:34:12.331341 +0000 UTC

Bear in mind this executable was built for *NIX systems so running this on windows or any other type of OS may not work.

Option 2: Building it yourself

You can build it yourself if you have a go compiler in your computer for that you need to run from the project's root folder go build -o realtime_vwap cmd/*.go and run the executable just like the previous step. If you don't want to run it directly you can also run go run cmd/*.go whih won't generate any executable.

Option 3: docker-compose

Assuming you have docker-compose intalled, you only need to run docker-compose up in your terminal and the program will run.

Option 4: Docker

Assuming you have docker installed, you need to run the following commands in your terminal:

$ docker build -t realtime_vwap .
Build output...

$ docker run realtime_vwap

And that's it, the program will be shown in your terminal.