Example to reconstruct full order book from updates

[elyase]

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

[soulmachine]

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]

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

[xtuyaowu]

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]

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