Gemini include l2 heartbeat event for sequenceId

altangent / ccxws

WebSocket client for 38 cryptocurrency exchanges

MIT License

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Gemini include l2 heartbeat event for sequenceId #244

Closed evan-coygo closed 3 years ago

evan-coygo commented 3 years ago

@bmancini55 please lmk if you have any other ideas around this. You need access to the sequenceId in the heartbeat event to validate order book data, so I figured the easiest backwards-compatible solution was to just emit an l2update event without any ask or bids changes that only includes the sequenceId

evan-coygo commented 3 years ago

@bmancini55 I've added further comments and fixed test runner

evan-coygo commented 3 years ago

@bmancini55 alright should be good