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Add bulkDepth functionality
Add bulkDepth functionality that creates only one websocket connection, that will prevent people to overpopulate the server. Created this functionality based on their documentation: https://github.com/binance-exchange/binance-official-api-docs/blob/master/web-socket-streams.md
Coverage decreased (-26.1%) to 66.667% when pulling 63ddfb41d50e1e5e331c0b46d577e03978b9887e on AScripnic:master into 3bc947972ee5c478057a3ccfb38b6ee9dfeb3b04 on HyperCubeProject:master.
Interesting to see they added this functionality! I do think however it should not only be done for only the depth endpoint but for all of the sockets calls. It will also fix a lot of issues people were having.
@balthazar Do you mean 1 method that will include in self all other functionalities or a method for every existing socket call?
No I'm saying that we could refactor all the websockets methods to use combined streams with one websocket instead of multiples. I was doing that because it was not a feature available previously, but this pretty much simplifies everything
Let me know if you need guidance and / or you really don't know what to do and would like me to do it, I'm just a bit overwhelmed lately
@balthazar I can do it, but I'm not sure it's the right approach. I'd say to leave this ones, but to make the possibility to cancel a specific websocket request and leave all others.
I don't think there is a strong use-case to cancel a specific websocket if you want to open multiple channels. Even if you want to do something like that, it should be easier to clear the stream and reopen a new one. Creating one websocket instead of multiples like I was doing using a loop (and thus isolating the websocket instances) is not really the ideal solution. This would allow us to expose the instance easily for people to either clean, check status or do their own special sauce
@balthazar I refer more to this one: https://github.com/HyperCubeProject/binance-api-node/issues/62
@balthazar for partial depth it returns only a single array bids, and I don't really know what are those bid or ask. Maybe we can update it partially at least?