Closed thebuidler closed 1 year ago
Price feed now emits a batch of price updates based on a rate limit, instead of individual updates. Only pairs that have been updated within the rate limit interval are included.
There is a checkpoint message every ~1s for stream freshness.
New formats:
Price updates [pairIndex1,pairIndex1Price,pairIndex2,pairIndex2Price,PairIndexN,pairIndexNPrice]
[pairIndex1,pairIndex1Price,pairIndex2,pairIndex2Price,PairIndexN,pairIndexNPrice]
Checkpoint [timestamp]
[timestamp]
When the stream length is 1, it is a timestamp message
LGTM! just need to actually test
Overview
Price feed now emits a batch of price updates based on a rate limit, instead of individual updates. Only pairs that have been updated within the rate limit interval are included.
There is a checkpoint message every ~1s for stream freshness.
New formats:
Price updates
[pairIndex1,pairIndex1Price,pairIndex2,pairIndex2Price,PairIndexN,pairIndexNPrice]
Checkpoint
[timestamp]
When the stream length is 1, it is a timestamp message