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bmoscon / cryptofeed

Cryptocurrency Exchange Websocket Data Feed Handler
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Support for the OKX bbo-tbt stream #1015

Open Telofy opened 7 months ago

Telofy commented 7 months ago

Is your feature request related to a problem? Please describe. We need the OKX bbo-tbt stream, but would like to move to Cryptofeed. This is currently preventing us from moving.

Describe the solution you'd like It'd be great if the bbo-tbt stream could be integrated as a ticker stream (probably straightforward) or an orderbook stream (but careful in that case with 100 ms incremental updates – they sometimes overwrite the 10 ms bbo-tbt items that are actually newer).

It would also be great if all the ticker streams could also include the volume at those two prices, which is usually part of the raw data.

Describe alternatives you've considered We're currently simply not moving OKX to Cryptofeed but are using a custom implementation.

Thank you!

Telofy commented 7 months ago

Same for Gate.io spot book_ticker updates.