altangent / ccxws

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

Add spread event stream for all exchanges #275

Open bmancini55 opened 3 years ago

bmancini55 commented 3 years ago

Some exchanges implement a "spread" or "top of book" stream (see conversation in https://github.com/altangent/ccxws/issues/142#issuecomment-603449124). This issue will create a separate event stream for exchanges that support this type of stream. Complexity surrounding the ticker event including "top of book" changes will be deferred in this issue. We will make appropriate notes in the README on exchange functionality where "top of book" functionality is mixed with "ticker" functionality.