Coinbase offers a variety of channels where you can subscribe to get real-time updates of market data, orders... Find below a sample of how subscribe to a Ticker:
TsgcWebSocketClient oClient = new TsgcWebSocketClient();
TsgcWSAPI_Coinbase oCoinbase = new TsgcWSAPI_Coinbase();
oCoinbase->Client = oClient;
oCoinbase->SubscribeTicker("ETH-USD");
void OnCoinbaseMessage(TObject *Sender, string aType, string aRawMessage)
{
// here you will receive the ticker updates
}