marfusios / crypto-websocket-extensions Goto Github PK
View Code? Open in Web Editor NEWš§° Unified and optimized data structures across cryptocurrency exchanges
License: Apache License 2.0
š§° Unified and optimized data structures across cryptocurrency exchanges
License: Apache License 2.0
Hello,
I'm trying to capture all levels that caused an OrderBookChange using the sample provided.
I'm not very familiar with c#, so I might be missing something.
I am not able to find any level in the IOrderBookChangeInfo I'm getting: Quotes are updated but OrderBookLevel[] Levels { get; } seems empty.
Would you have any suggestion to get it to work?I'm just using the OrderBookExample provided in the repo.
Many thanks for your kind help and congratulations for the awesome package.
Hi,
Do you have any idea of where to implement authenticated rest calls to get wallet and orders snapshot.
Coinbase only sends orders and wallets on change via Websocket.
We need to add wallets and orders to CryptoWalletCollection and CryptoOrderCollection.
I originally had calls internally, but it may be best to get this data in the individual exchange libraries?
Any thoughts?
Hi,
Not really an issue, just an observation..
Iām sure you are aware but, the latency between debug and release version of build have a HUGE impact on speed / spin up of concurrent dictionary.
Hey,
I have done a lot of work on my fork if you want to check it out.
FTX client is uploaded in my repos.
All the best
Hi,
I can see potential issue with snapshot timer.
We could get stale data to trade on while getting snapshots.
Make this optional or add a bool stream to notify not to trade while getting snapshots.
Just an idea..
Hi,
Are you planning to add orders and wallets?
Hi,
Are you planning on adding an FTX Websocket client?
I can try to help if you have a template or could start a new client library?
Regards
Hello Mariusz! Thank you for sharing this lovely library. I've been using it for several months now and it has served me quite well. I would like to collaborate with you on improving it, but I'm not sure this is the correct medium for us to be having a conversation about that.
I have several questions I'd like to ask you about it, and I have several ideas for improvement, but I fear that if I just go ahead and do the work first and then submit a PR, you will have valid objections to the changes I propose. So before I waste my time with that, I thought I would reach out to you and see if there's a chance for us to discuss my ideas.
Please let me know if you are open to have a discussion.
Kind regards,
Shayne
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