Reset cached orderbook when new orderbook is a snapshot#844
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vslee merged 2 commits intoDigitalRuby:mainfrom Sep 26, 2024
Merged
Reset cached orderbook when new orderbook is a snapshot#844vslee merged 2 commits intoDigitalRuby:mainfrom
vslee merged 2 commits intoDigitalRuby:mainfrom
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vslee
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Sep 26, 2024
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This idea came while looking over Bybit's API:
https://bybit-exchange.github.io/docs/v5/websocket/public/orderbook#process-snapshotdelta
It seems like common sense to reset the old orderbook when the new one is a full one. Also, the impact would be very reduced because the only ones that set
IsFromSnapshotto true are Bybit and KuCoin.I've also updated the readme to reflect that Bybit and KuCoin have orderbook websockets implemented.