dydxprotocol/dydx-v3-python

Web socket sends wrong order book data

NumberUn opened this issue · 1 comments

Why doesn't your socket send a full orderbook? There are always wrong asks and bids, WebSocket prices often doesn't match web interface prices and amounts never match. Please make it work like in other exchanges, for example as in FTX.

Hey, has this issue been fixed looked into?
when i request orderbook data via the websocket,im only receiving an offset for one single level. Does this make sense? I thought for each offset, i will get the full orderbook