Getting Best/Current BID & ASK price into a strategy

[travislwilson]

One of the things I forgot to mention is that I was able to use the gdax libary to open a socket and grab the ask/bid from the server directly from the strategy code so that I can use it when running a live trade but if I run a back test it just polls the hell out of gdax api server on every update which is a no go and it would be nice to use it in a backtest but for now I do have the data I need when only running live.

Thanks again
Travis Wilson