Kraken level2 order book update fix - Githubissues

altangent / ccxws

WebSocket client for 38 cryptocurrency exchanges

MIT License

617 stars 186 forks source link

Kraken level2 order book update fix #181

Closed bmancini55 closed 4 years ago

bmancini55 commented 4 years ago

Addresses #180 by:

Including checksum in update message
Ensure all update batches are processed
Including per-point timestamps are broadcast

Also adds a bonus order book implementation