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traderben
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In order to support bbo subscriptions you would need to also update websocket_manager to handle the subscription type. Would also be good to update basic_ws.py to include the new subscription
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Converting to draft. It doesn't look like the |
The docs are not ahead of the implementation. Subscribing to bbo should work |
You're right, found the issues after turning on debug logging. Thanks for the tip! Pushed fixes + tested locally with basic_ws.py |
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@traderben following up here for another review when you get the chance. |
Summary
Adding new WS based on the types from the docs
Test Plan
$ python examples/basic_ws.py Running with account address: [redacted] {'channel': 'bbo', 'data': {'coin': 'ETH', 'time': 1746364055109, 'bbo': [{'px': '1831.8', 'sz': '32.2471', 'n': 4}, {'px': '1831.9', 'sz': '229.0857', 'n': 24}]}} {'channel': 'bbo', 'data': {'coin': 'ETH', 'time': 1746364055581, 'bbo': [{'px': '1831.8', 'sz': '92.3172', 'n': 5}, {'px': '1831.9', 'sz': '229.0857', 'n': 24}]}} {'channel': 'bbo', 'data': {'coin': 'ETH', 'time': 1746364055739, 'bbo': [{'px': '1831.8', 'sz': '32.2471', 'n': 4}, {'px': '1831.9', 'sz': '283.6522', 'n': 25}]}} {'channel': 'bbo', 'data': {'coin': 'ETH', 'time': 1746364056570, 'bbo': [{'px': '1831.8', 'sz': '92.3172', 'n': 5}, {'px': '1831.9', 'sz': '283.6522', 'n': 25}]}} {'channel': 'bbo', 'data': {'coin': 'ETH', 'time': 1746364057455, 'bbo': [{'px': '1831.8', 'sz': '94.7748', 'n': 6}, {'px': '1831.9', 'sz': '283.6522', 'n': 25}]}}