map okex order book change messages for futures from futures/depth_l2_tbt channel

tardis-dev / tardis-node

Convenient access to tick-level real-time and historical cryptocurrency market data via Node.js

https://docs.tardis.dev/api/node-js

Mozilla Public License 2.0

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map okex order book change messages for futures from futures/depth_l2_tbt channel #7

Closed thaaddeus closed 4 years ago

thaaddeus commented 5 years ago

When channel futures/depth_l2_tbt https://www.okex.com/docs/en/#futures_ws-full_depth is more stable, start mapping order book messages from it instead of futures/depth channel. Same for historical data when available.