binance: support more depth level

sameenshoaib · Jan 24, 2024 · 07eb723 · 07eb723
1 parent 805fea3
commit 07eb723
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Showing 2 changed files with 6 additions and 1 deletion.
diff --git a/pkg/exchange/binance/convert.go b/pkg/exchange/binance/convert.go
@@ -318,9 +318,13 @@ func convertSubscription(s types.Subscription) string {
 		case types.DepthLevel5:
 			n += "5"
 
-		case types.DepthLevelMedium:
+		case types.DepthLevel10:
+			n += "10"
+
+		case types.DepthLevel20, types.DepthLevelMedium:
 			n += "20"
 
+			// default to full
 		case types.DepthLevelFull:
 		default:
 

diff --git a/pkg/types/stream.go b/pkg/types/stream.go
@@ -549,6 +549,7 @@ const (
 	DepthLevelMedium Depth = "MEDIUM"
 	DepthLevel1      Depth = "1"
 	DepthLevel5      Depth = "5"
+	DepthLevel10     Depth = "10"
 	DepthLevel15     Depth = "15"
 	DepthLevel20     Depth = "20"
 	DepthLevel50     Depth = "50"