Maintain Depth Chart Property: Event Time

[bmino]

Every tick of the order book websocket contains the event time. It would be great if this property were incorporated into the depthCache to determine how old the current depth cache data is.

This is the payload returned each tick from the diff. depth stream:

{
  "e": "depthUpdate", // Event type
  "E": 123456789,     // Event time    <--- This guy right here!
  "s": "BNBBTC",      // Symbol
  "U": 157,           // First update ID in event
  "u": 160,           // Final update ID in event
  "b": [              // Bids to be updated
    [
      "0.0024",       // Price level to be updated
      "10"            // Quantity
    ]
  ],
  "a": [              // Asks to be updated
    [
      "0.0026",       // Price level to be updated
      "100"           // Quantity
    ]
  ]
}

[bmino]

Looks to be merged via PR #334 but not yet released

[bmino]

Can we get this in a release @jaggedsoft ?

[jaggedsoft]

sure :) v0.9.1

[bmino]

Great, thanks!