Closed Programmierus closed 1 year ago
Try to lower your order book limit, set it to at most 100. 1000-level order book has a very long cache time. Plus, Websocket won't update order book change beyond 100 level.
Thank you very much for your prompt reply. This resolved my issue. Consider adding this info to docs :)
I am maintaining local order book and having problems to init it because even with delay of 30 seconds the version of order book I get from WS subscription is still newer than what I get from regular HTTP REST source, e.g.:
2023-01-16 13:35:10.173 - CWS - INFO - [Gate] Initialising new depth ZBC-USDT < Subscribed to WS Feed
SLEEP OF >30 SECONDS2023-01-16 13:35:41.213 - CWS - INFO - [Gate] [TRY 1] Got initial depth ZBC_USDT version 172136538
< https://api.gateio.ws/api/v4/spot/order_book?with_id=true¤cy=ZBC_USDT&limit=10002023-01-16 13:35:41.214 - CWS - WARN - [Gate] Update for ZBC-USDT too new: 172136848-172136849 > 172136538 + 1 (+310)
First buffered WS feed update is still 310 versions newer than what I just got via HTTP
What am I missing?