altangent / ccxws

WebSocket client for 38 cryptocurrency exchanges
MIT License
619 stars 187 forks source link

bitfinex use v2 api, sequence IDs #237

Closed evan-coygo closed 3 years ago

evan-coygo commented 3 years ago

for #236

evan-coygo commented 3 years ago

@bmancini55 requested changes made. It now includes a config flag for timestamps and parses out the timestampMs for each message.

I added the checksum config flag as well, but it arrives in its own separate message so I wasn't sure exactly how you'd want to handle that. For example does it just get sent passed to the client as its own empty l2Update that includes on the checksum and no bids or asks data?

evan-coygo commented 3 years ago

@bmancini55 alright I removed the checksum config flag

evan-coygo commented 3 years ago

@bmancini55 alright pushed up requested fixes

bmancini55 commented 3 years ago

Thanks!