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Rust expert to write a piece of code to maintain a L2 orderbook from Coinbase Pro's websocket

min €36 EUR / hour

Closed
Posted almost 4 years ago

min €36 EUR / hour

I'm looking for someone to write a piece of Rust code that can maintain the state of an orderbook with Coinbase Pro's websocket: [login to view URL] Performance is very important here. The process needs to include: - A way of subscribing and consuming data from the orderbook websocket. - Handling any websocket errors. - Build, maintain and update the orderbook (price and quantity at each level) on each websocket update as quickly as possible. The orderbook needs to be in a structure where we can walk up and down the prices easily (i.e. from the lowest ask price upwards and from the highest bid price downwards). - (Ideally) some performance metrics - how long does it take after each websocket update to finish maintaining the book? How much memory does this use? How many updates can it handle per second?
Project ID: 25576836

About the project

1 proposal
Remote project
Active 4 yrs ago

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About the client

Flag of NEW ZEALAND
Christchurch, New Zealand
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Member since May 18, 2020

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