FEATURE: [max] add QueryDepth v3 API to query orderbook #1760
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Welcome back! @kbearXD, This pull request may get 486 BBG. |
c9s
reviewed
Oct 1, 2024
pkg/exchange/max/exchange.go
Outdated
| return convertDepth(symbol, depth) | ||
| } | ||
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| func convertDepth(symbol string, depth *v3.Depth) (snapshot types.SliceOrderBook, finalUpdateID int64, err error) { |
c9s
reviewed
Oct 1, 2024
| @@ -1134,6 +1134,36 @@ func (e *Exchange) QueryKLines( | |||
| return kLines, nil | |||
| } | |||
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| func (e *Exchange) QueryDepth(ctx context.Context, symbol string, limit int) (snapshot types.SliceOrderBook, finalUpdateID int64, err error) { | |||
| req := e.v3client.NewGetDepthRequest() | |||
| req.Market(symbol) | |||
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default it's true, I think both options are fine ?
c9s
approved these changes
Oct 1, 2024
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Re-estimated karma: this pull request may get 526 BBG |
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Hi @kbearXD, Well done! 531 BBG has been sent to your polygon wallet. Please check the following tx: https://polygonscan.com/tx/0x929f338acd3d747ea560f2316be82451d81f8a3e23993bfa818be9740c127a4d Thank you for your contribution! |
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