Slightly OT, but I really like Coinbase's feed to track their exchange's order book in real time. I used to have a MtGox tracker, but Coinbase's is _much_ more functional.

If you are interested in seeing the feed work in real time, do the following.

In Chrome go to: https://exchange.coinbase.com/trade

Next click the bars in the upper right hand corner of Chrome. Select "More Tools" then "Developer Tools".
Next select the "Network" tab in the tools window.
Then hit F5 to refresh the full page.
A long list of network interfaces will appear, click on the one that starts with "ws-feed."
After clicking "ws-feed." a new windows will appear. Click on the "Frames" tab.
You might want to expand the window a bit to see more by dragging the left side of the developer tools window over a bit.

What you will now see is the real time feed of order flow, showing new orders to the book, trade matches, order cancellation, order changes, etc. The webpage will track these changes and visually display the real time book in the left side of the page.

Documentation on the feed is here: https://docs.exchange.coinbase.com/#websocket-feed

It's pretty fun to watch, well at least for me...