api - CEX order book market update -


i trying use cex.io api construct live order book, struggling understanding message api.

i subscribing following json:

{   "e":    "order-book-subscribe",   "data": {             "pair":      [                           "btc",                           "usd"                           ],             "subscribe": false,             "depth":    -1             },   "oid": "1435927928274_3_order-book-subscribe"   } 

the first message snapshot of order book, 1 ok.

but next, messages "just" updates, same 1 :

{    'e':    'md_update',   'data': {             'id':    92276361,            'pair': 'btc:usd',            'time':  1505337293621,            'bids':  [],            'asks':  [                       [4078.1692, 0.0]                       ]            }   } 

how update snapshot first received updates lines ?

how know, if of lines if there match in book ?

and if subscribe depth = 1, updates best bid / best ask ?


Comments

Popular posts from this blog

ios - MKAnnotationView layer is not of expected type: MKLayer -

ZeroMQ on Windows, with Qt Creator -

unity3d - Unity SceneManager.LoadScene quits application -