Web socket sends wrong order book data

dydxprotocol / dydx-v3-python

Python client for dYdX (API v3)

Apache License 2.0

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Web socket sends wrong order book data #109

Open NumberUn opened 2 years ago

NumberUn commented 2 years ago

Why doesn't your socket send a full orderbook? There are always wrong asks and bids, WebSocket prices often doesn't match web interface prices and amounts never match. Please make it work like in other exchanges, for example as in FTX.

mrajancsr commented 2 years ago

Hey, has this issue been fixed looked into? when i request orderbook data via the websocket,im only receiving an offset for one single level. Does this make sense? I thought for each offset, i will get the full orderbook