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verified publisher icon bmoscon

L3_BOOK channel

Open anovv opened this issue 3 years ago • 1 comments

From briefly looking through code, L3_BOOK callback is not supported. Any reason why? Should it be added?

anovv avatar May 09 '22 10:05 anovv

its a lot of volume and a lot of configuration options should probably be enabled by the end user when they enable that. Only a small number of exchanges support L3 books and not all backends support L3 books

bmoscon avatar May 22 '22 18:05 bmoscon