crypto-crawler-rs icon indicating copy to clipboard operation
crypto-crawler-rs copied to clipboard
verified publisher icon crypto-crawler

Example to reconstruct full order book from updates

Open elyase opened this issue 4 years ago • 4 comments

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

elyase avatar Jan 18 '22 15:01 elyase

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.

soulmachine avatar Apr 28 '22 18:04 soulmachine

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

elyase avatar May 16 '22 21:05 elyase

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

xtuyaowu avatar Jun 10 '22 03:06 xtuyaowu

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

soulmachine avatar Jul 01 '22 16:07 soulmachine