gdax.py

import websocket # pip install websocket_client
import _thread
import json

def main():
    def on_open(ws):
        def run(*args):
            msg = {
                'type': 'subscribe',
                'product_ids': ['ETH-USD']
            }
            ws.send(json.dumps(msg))
        _thread.start_new_thread(run, ())

    websocket.enableTrace(True)
    url = "wss://ws-feed.gdax.com"
    f = lambda ws, msg: print(msg)
    ws = websocket.WebSocketApp(url, on_message = f)
    ws.on_open = on_open
    ws.run_forever()

if __name__ == "__main__":
    main()