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dougdellolio / coinbasepro-csharp

The unofficial .NET/C# client library for the Coinbase Pro/GDAX API
MIT License
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level2 channel snapshot #292

Closed hailodiver closed 3 years ago

hailodiver commented 3 years ago

https://docs.pro.coinbase.com/#the-level2-channel

per doc: "When subscribing to the channel it will send a message with the type snapshot and the corresponding product_id. bids and asks are arrays of [price, size] tuples and represent the entire order book."

Is it possible to get this initial snapshot when subscribing to the feed?

I'm getting the l2updates just fine but am not ever seeing the snapshot.

hailodiver commented 3 years ago

nvm; just needed to use the OnSnapShotReceived event handler