inv2004 / coinbase-pro-rs

Coinbase pro client for Rust
Apache License 2.0
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Add time field for L2update message #38

Closed mark-burnett closed 3 years ago

mark-burnett commented 3 years ago

Adding support for the time property of l2update messages. Here is the sample message from the Coinbase Pro docs:

  {
    "type": "l2update",
    "product_id": "BTC-USD",
    "time": "2019-08-14T20:42:27.265Z",
    "changes": [
      [
        "buy",
        "10101.80000000",
        "0.162567"
      ]
    ]
  }
inv2004 commented 3 years ago

Thank you