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Smaug

Smaug is a real-time VWAP (Volume-Weighted Average Price) calculation engine.

It uses Coinbase's WS API as data feed.

Dependencies

  • Go >= 1.17

  • Make (optional for a better build experience)

  • Docker (optional for a better deploy experience)

Config

You can customize config properties located in .env according to the environment:

# Application
LOG_LEVEL=debug
SLIDING_WINDOW_SIZE=200

# Coinbase
COINBASE_SERVICE_ADDRESS=ws-feed.exchange.coinbase.com
COINBASE_PRODUCT_IDS=BTC-USD|ETH-USD|ETH-BTC
COINBASE_CHANNELS=matches

To create your own .env file:

make create-env

Run

You can either:

make run

Or even (if you wish to run it as a standalone container):

make docker-run

You can also:

Run in your favorite IDE or straight up: go run cmd/main.go

Test

Generate mocks:

make mock-generate

Run tests and generate coverage report:

make test

Lint

Run lint:

make lint

Tools

Download build tools:

make tools

Organize and format code:

make fmt

CI

There are 2 GitHub Actions:

  • Verify: runs on every push/pull request and asserts tests and lint
  • Release: manual release using semver

Check them out: CI Workflow

Docs

You can find a more detailed overview regarding assumptions and decisions over here.

Profiling

macOS Catalina i7 16GB

Type: inuse_space
Time: Apr 25, 2022 at 5:34pm (-04)
Nodes accounting for 1744.35kB, 96.72% of 1803.53kB total Dropped 51 nodes (cum <= 9.02kB)

More details in here.