This project shows how to connect to a websocket and write the websocket's data to Deephaven
Simply run
docker-compose up
to launch the app
In the Deephaven IDE (http://localhost:10000), you can call coinbase_websocket_connector() to create a table containing the websocket data. Here's a few examples
btc_feed = coinbase_websocket_connector(['BTC-USD'], ["matches"], ["last_match", "match"])
eth_feed = coinbase_websocket_connector(['ETH-USD'], ["matches"], ["last_match", "match"])
btc_eth_feed = coinbase_websocket_connector(['ETH-USD', 'BTC-USD'], ["matches"], ["last_match", "match"])