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I have free time to work on open source projects every Friday. I have not been too happy with most of the tools available from the various crypto exchanges, so I started making my own. This is an order tape that will show BTC orders coming in to GDAX. It includes a filter so you can filter out all those small orders. I am in the process of adding reconstructed trades and a cumulative delta meter.
I created a new release that allows you to view different instruments on GDAX, reconstructs trades, and tracks cumulative delta. It is really something else to watch the exchange with the reconstructed trades. When the big candles happen you can see people come in selling 50 bitcoin at a time!
