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Changing OKX order book channel #778

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Merged
merged 2 commits into from
May 11, 2022
Merged

Changing OKX order book channel #778

merged 2 commits into from
May 11, 2022

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BZ-CO
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@BZ-CO BZ-CO commented May 11, 2022

Switching from 10ms to 100ms order book channel due to the API changes below:

OKX Will Change Subscription Rules for TBT Order Book Channels on WebSocket API
In order to further improve our service and reduce latency, we will make the following updates at 9:00 on April 14, 2022 (UTC) at the earliest.

  1. New "bbo-tbt" depth channel that sends tick-by-tick Level 1 data will be available on WebSocket API
  1. Only API users who're VIP5 and above in trading fee tier are allowed to subscribe to "books-l2-tbt" 400 and "books50-l2-tbt" 50 depth channels
@vslee vslee merged commit cbe39c1 into DigitalRuby:master May 11, 2022
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vslee commented May 11, 2022

Thanks for your contribution! Your code changes are now available in the prerelease build: https://dev.azure.com/DigitalRuby/DigitalRuby/_artifacts/feed/DigitalRuby
Please let me know if you have any issues accessing it.
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