The "incremental" updating local orderbook from websocket does not work correctly. Only first 100 items in orderbook are updated. The rest of orderbook has a discrepancies. If you compare two orderbooks one from REST and one builded from websocket updates (with same sequence number), You will find that only first 100 items is equal.
The "incremental" updating local orderbook from websocket does not work correctly. Only first 100 items in orderbook are updated. The rest of orderbook has a discrepancies. If you compare two orderbooks one from REST and one builded from websocket updates (with same sequence number), You will find that only first 100 items is equal.
I am using _spot.order_bookupdate channel, which is described here GateIO Websocket OrderBook Documentation