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Example to reconstruct full order book from updates #11

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elyase opened this issue Jan 18, 2022 · 4 comments
Open

Example to reconstruct full order book from updates #11

elyase opened this issue Jan 18, 2022 · 4 comments

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@elyase
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elyase commented Jan 18, 2022

It would be great to have an example on how to keep a full order book from updates.
Related gateio example

@elyase elyase mentioned this issue Jan 21, 2022
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@soulmachine
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Each OrderBookMsg has a seq_id and a prev_seq_id, see msg.rs#L107-L109, if there are gaps, which means some messages are missing.

I'll submit an example for Binance soon.

@elyase
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elyase commented May 16, 2022

that would be great! I am curious to know what other people are doing

@xtuyaowu
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Each OrderBookMsg has a seq_id and a prev_seq_id, see msg.rs#L107-L109, if there are gaps, which means some messages are missing.

I'll submit an example for Binance soon.

dose the example submited? thanks

@soulmachine
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@xtuyaowu No, there is no example for now. You can read the "How to manage a local order book correctly" section from Binance

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@soulmachine @elyase @xtuyaowu