Brent Kirkland brentkirkland

Bitfinex API: Order Book and Checksums

The order book is where users can find data price points of bids and asks. Each price point includes price, count, and amount. This data is useful to traders as it gives them an current market overview.

To get the order book via the API, you may either request it via REST or WebSockets. This guide highlights how to interact with both interfaces. Not only, this guide dicusses a new WebSockets feature: checksums! Now your book will never fall behind.

REST

Using the REST book endpoint is great for those who need a single snapshot of the book.

0x6Dde34Cf5279C618cdb32748E08219DE877E2cD8

Keybase proof

I hereby claim:

I am brentkirkland on github.
I am brentkirkland (https://keybase.io/brentkirkland) on keybase.
I have a public key ASDYRTEUum2u3wSpZVh1mRgyWDyMLrotZo2Ttx8TaZVWMgo

To claim this, I am signing this object:

	const WS = require('ws')
	const _ = require('lodash')
	const async = require('async')
	const fs = require('fs')
	const moment = require('moment')

	const pair = process.argv[2]

	const conf = {
	wshost: "wss://api.bitfinex.com/ws/2"