Gap
The core IDataFeed interface declares watchOrderBook?(symbol, callback) and lists 'watchOrderBook' as a DataFeedCapability. Neither the TypeScript nor the Python FeedClient exposes this method.
Current state
Core (core/src/feeds/interfaces.ts:14, 37):
// DataFeedCapability union includes:
'watchOrderBook'
// IDataFeed interface declares:
watchOrderBook?(symbol: string, callback: (book: OrderBook) => void): () => void;
TypeScript SDK (sdks/typescript/pmxt/feed-client.ts): methods present — listFeeds, loadMarkets, fetchTicker, fetchTickers, fetchOHLCV, fetchOracleRound, fetchOracleHistory, fetchHistoricalPrices. No watchOrderBook.
Python SDK (sdks/python/pmxt/feed_client.py): same set of methods. No watch_order_book.
Related issues:
Expected behaviour
Both FeedClient implementations should expose watchOrderBook(symbol, callback) / watch_order_book(symbol, callback) that streams live order book updates from the feed sidecar endpoint (e.g. /api/feeds/{feed}/watchOrderBook).
Impact
Real-time order book data from data feeds (Binance, etc.) is inaccessible through either SDK.
Gap
The core
IDataFeedinterface declareswatchOrderBook?(symbol, callback)and lists'watchOrderBook'as aDataFeedCapability. Neither the TypeScript nor the PythonFeedClientexposes this method.Current state
Core (
core/src/feeds/interfaces.ts:14, 37):TypeScript SDK (
sdks/typescript/pmxt/feed-client.ts): methods present —listFeeds,loadMarkets,fetchTicker,fetchTickers,fetchOHLCV,fetchOracleRound,fetchOracleHistory,fetchHistoricalPrices. NowatchOrderBook.Python SDK (
sdks/python/pmxt/feed_client.py): same set of methods. Nowatch_order_book.Related issues:
fetchOrderBookmissing from FeedClient (static snapshot, different method)watchTickermissing from FeedClient (streaming ticker, different method)fetchFundingRate/fetchFundingRatesmissingExpected behaviour
Both
FeedClientimplementations should exposewatchOrderBook(symbol, callback)/watch_order_book(symbol, callback)that streams live order book updates from the feed sidecar endpoint (e.g./api/feeds/{feed}/watchOrderBook).Impact
Real-time order book data from data feeds (Binance, etc.) is inaccessible through either SDK.