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gateio / WebSocket-API

gateio WebSocket-API
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how to ensure data consistency when using Depth subscription ? #19

Open illusionoff opened 3 years ago

illusionoff commented 3 years ago

Depth subscription version 3 : https://www.gate.io/docs/websocket/index.html?javascript#depth-subscription When subscribing, 'depth.subscribe', ["ETH_USDT", 5, "0.0001"] The first message comes with a value: { "method": "depth.update", "params": [ **_true_**, { asks: [Array], bids: [Array], **_id: 1736394129_** }, Аnd contains the complete specified,in this case "5" ORDERBOOK and id. But subsequent messages with a value of false do not contain an id. How can you know for sure that a message has not been lost without comparing the id?

revilwang commented 3 years ago

We suggest using the new WebSocket v4 instead.

illusionoff commented 3 years ago

Unfortunately there is no documentation for javascript v.4 . Im Junior

And yet, maybe you can advise how this functionality was provided in v3?

revilwang commented 3 years ago

The bad news is that there is no certain way to check order book consistency in v3. We are planing to support v4 websocket with JavaScript.