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Expose the 'U' (first update), as well as the 'u' (final update) on Depth Event#41
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joaopsilva merged 2 commits intobinance-exchange:masterfrom Jan 23, 2018
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Hi @datalorax , thanks for your contribution. Can you please add the |
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@joaopsilva thanks for the review. Javadocs updated. |
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…date Expose the 'U' (first update), as well as the 'u' (final update) on Depth Event.
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Hey,
Looking at the docs, it looks like its not possible to maintain a valid cache of open orders without back the 'U' and 'u' field on the Depth event, but only one was exposed. This PR exposes the other. I've left the old accessors in there for backwards compatibility, or they could be removed...
BTW - the example the
DepthCacheExampledoes not subscribe to changes via the WS api before getting a snapshot from the rest API, which is what is recommended by your docs.Also, if you run the example, you'll notice that the number of bid and ask orders increases over time and sometimes drops below the original snapshot size. I would of expected a consistent cache size after each update. Not sure if there is something that can be done to avoid this?
Thanks!
Andy