The order book messages show quantities aggregated by price ("Total volume of orders with the specified price" as the documentation says). It would be useful to be able to see the most granular order book data. Is this currently possible? If not could it be added?
The order book messages show quantities aggregated by price ("Total volume of orders with the specified price" as the documentation says). It would be useful to be able to see the most granular order book data. Is this currently possible? If not could it be added?