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Add "pu" final update Id in last stream(ie `u` in last stream)

Open goriunov opened this issue 1 year ago • 3 comments

As per Binance specs we should be using "pu" (Final update Id in last stream(ie u in last stream) to detect that our local order book is out of order. This PR adds pu to the WsDepthEvent

https://binance-docs.github.io/apidocs/futures/en/#how-to-manage-a-local-order-book-correctly

goriunov avatar May 17 '23 11:05 goriunov

@adshao i have tried running it but for some reason binance does not return the "pu" field from their side, which is quite interesting as their documentation states that it should be available, may be i have missed some details. If you have some tips would be great!

I have also fixed missing Event value on the Combined Feed

goriunov avatar May 17 '23 14:05 goriunov

Please also fix the unit test error: https://github.com/adshao/go-binance/actions/runs/5004262748/jobs/9001267285?pr=489

adshao avatar May 20 '23 13:05 adshao

@adshao doing abit more investigation looks like this only works for the fstream from binance instead of the stream we subscribe to in the library

goriunov avatar May 27 '23 04:05 goriunov

No respone for a long time, close this.

xyq-c-cpp avatar Jul 10 '24 01:07 xyq-c-cpp