altangent / ccxws

WebSocket client for 38 cryptocurrency exchanges
MIT License
619 stars 186 forks source link

Added book ticker to BinanceClient. #324

Open jargote opened 2 years ago

jargote commented 2 years ago

This PR adds support for BBO (BestBidOffer) ticker from Binance stream's API.

It also ensures that ticker subscriptions are batched when batchTickers = false. Binance sets a limit on the number of subscriptions that can be sent within 1 second.