Comments (2)
hi @GitteryCoder,
I think the question you raised is quite important and it's definitely worth investigating it carefully. It's crucial not just to know if these are bugs or not, but also to add some description of the API to this repository. I know that handling order book changes is a key point in the most of the trading strategies, so I will come back to you soon. All the exchanges provide order book updates with a different way, so, I think it's important to describe what's the best way to handle order book using Bitmex API
Thanks,
from bitmex.net.
HI @GitteryCoder,
See the answers below,
-
To provide for the developers better way to handle all this action types, I wrapped the result DTO into BitmexSocketDataMessage . In addition, I added examples (check out the app) and a short description how to handle order book L2.
-
"Discard
Partial
action" - not always, for instance,Partial
action brings full depth snapshot of the order book within L2 subscription (2100 rows for XBTUSD). So, I would recommend to you here to make a decision case by case -
"If I subscribe to orderBook10, all I get are zero entries. Why?" - that happened because you used the wrong model, it should have been OrderBookSocketDto, but within the last commit, I renamed the class to make naming a bit more explicit and now it's OrderBook10Dto.
To be even more specific and avoid bugs like yours, I added BitmetSocketSubscriptions. Please use it when you create a subscription request to be sure that you specify the appropriate model for the subscription.
from bitmex.net.
Related Issues (20)
- Implement and Test WebSocket.Order HOT 2
- REST connection is opened & closed on every request HOT 3
- Support multiple accounts on REST interface HOT 5
- Randomly closes down without any exception HOT 2
- TradeSocketSubscription - Bug HOT 1
- Error creating order HOT 2
- Serialization Bug for Booleans HOT 3
- Implement and Tests WebSocket.Chat
- Implement and Tests WebSocket.announcement HOT 1
- Implement and Tests WebSocket.funding
- Implement and Tests WebSocket.Wallet
- Implement and Tests WebSocket.margin HOT 4
- BitmexApiException "Signature not valid". Mono HOT 7
- Can i trade with symbols: XBTZ18 or XBTН19 HOT 5
- Propogate 503, 429 Error responses HOT 9
- Custom coding
- Orderbook notifications are sent in different threads HOT 1
- Asks should be Bids in MainWindowViewModel subscribing to OrderBook10 HOT 1
- TradeSubscription events unordered
- WebSocket object not receiving welcome message HOT 1
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