FTX l2_book to use 'Grouped Orderbooks' channel instead for full depth book data, or add this as an option

bmoscon / cryptofeed

Cryptocurrency Exchange Websocket Data Feed Handler

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FTX l2_book to use 'Grouped Orderbooks' channel instead for full depth book data, or add this as an option #871

Open TnzGit opened 2 years ago

TnzGit commented 2 years ago

Currently the FTX l2_book returns 100 depth both sides.

Ideally we'd want full depth data.

FTX provides a grouped orderbooks websocket channel which can be used to retrieve full depth book data. When 'grouping' is set to the min tick size for that symbol, all data is returned.

xiandong79 commented 2 years ago

doubt this needs/change

TnzGit commented 2 years ago

doubt this needs/change

Can you please explain why?