Qoinbase Documentation¶
Overview¶
Q/kdb engine for the Coinbase Pro API (formerly known as the GDAX)
This is a POC application, with the goal to implement a q/kdb based trading engine/API.
The app leverages fusion technology, the embedPy interface, to extend python libraries and map them natively in q.
Core Components:
- Data feed subscription and dissemination
- Order book engine/market data consumption
- API execution and interaction
- Application configuration
With the fusion of python and q, operations that would have been difficult or complex in q alone, are easily executed with little overhead or development.
Further, by incorporating such operations natively, the application can leverage the processing power and speed of the q server directly, and maintain API calls, data storage, and analysis, all in one process.