JKorf
Question regarding Websocket Structure
Hi, I'm looking at potentially creating another Subscription method for a few of the more time-sensitive feeds (Like orderbook subscriptions) which I can subsequently test performance against the standard. If I were to do this, I think this would require me to override the SocketConnection class in CryptoExchange.Net. Would you be opposed to this kind of implementation?
Hi, I'm not sure I fully follow. If you have ideas to improve performance I'm all open to it. Feel free to adjust whatever necessary.
However, I'd suggest you fork the repository and test with that before actually making a PR for any changes.
(sorry if I missunderstood what you're asking)
I've forked and created a new branch where you can get an idea of what I'm looking at doing. To begin, I would only build it for the orderbook (provided I see an improvement). The idea is to avoid deserialisation and instead use what we know about the structure of the messages to parse the stream into the object. The code won't work, but I don't want to move forward if you believe it should exist in the repo