depth
channel has been recorded with the fastest update speed API allowed at the time. It means until 2019-08-30 it was depth
(without @time
suffix) - book updates pushed every 1000ms and after that date it was [email protected]
- book updates pushed every 100ms (new API feature).
"stream":"<symbol>@depthSnapshot"
and "generated":true
fields.
U
and u
fields) - in case of detecting missed message WebSocket connection is being restarted. We also validate if initial book snapshot fetched from REST API overlaps with received depth
messages.