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crypto-crawler / crypto-crawler-rs

A rock-solid cryptocurrency crawler library.
Apache License 2.0
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`seq_id` and `prev_seq_id` are not being setup for gateio #10

Closed elyase closed 2 years ago

elyase commented 2 years ago

seq_id and prev_seq_id are not being setup for gateio

It should probably be ws_msg.U and ws_msg.u but not sure I understand the definition of seq_id and prev_seq_id.

Gateio orderbook reference

soulmachine commented 2 years ago

Each orderbook message should have a unique seq_id and have prev_seq_id pointing to its former message, by this way all orderbook messages are linked together in a singly linked list.

soulmachine commented 2 years ago

I checked multiple data samples from gateio, I'm going to set ws_msg.u to seq_id and ws_msg.U-1 to prev_seq_id

soulmachine commented 2 years ago

Partially fixed gate by this commit https://github.com/soulmachine/crypto-crawler-rs/commit/cf9ae4e2ad15588957b9e4e53a3cdf1fddd14409

Due to lack of docs, I'm not able to fill prev_seq_id for all cases.