Reset cached orderbook when new orderbook is a snapshot #844
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vslee
approved these changes
Sep 26, 2024
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This idea came while looking over Bybit's API:
https://bybit-exchange.github.io/docs/v5/websocket/public/orderbook#process-snapshotdelta
It seems like common sense to reset the old orderbook when the new one is a full one. Also, the impact would be very reduced because the only ones that set
IsFromSnapshotto true are Bybit and KuCoin.I've also updated the readme to reflect that Bybit and KuCoin have orderbook websockets implemented.