The Bybit venue pushes Level 1 depth data every 10ms, versus deltas at depth 50 every 20ms. This PR allows to subscribe both to quote ticks and delta ticks to receive quote ticks as soon as possible but still keep an up to date order book with depth 50 or 200 or 500.
Type of change
Delete options that are not relevant.
[x] New feature (non-breaking change which adds functionality)
How has this change been tested?
Locally subscribing to quote ticks and delta ticks at level 50.
Pull Request
The Bybit venue pushes Level 1 depth data every 10ms, versus deltas at depth 50 every 20ms. This PR allows to subscribe both to quote ticks and delta ticks to receive quote ticks as soon as possible but still keep an up to date order book with depth 50 or 200 or 500.
Type of change
Delete options that are not relevant.
How has this change been tested?
Locally subscribing to quote ticks and delta ticks at level 50.