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how to ensure data consistency when using Depth subscription ? #19
Description
Depth subscription version 3 : https://www.gate.io/docs/websocket/index.html?javascript#depth-subscription
When subscribing, 'depth.subscribe', ["ETH_USDT", 5, "0.0001"]
The first message comes with a value:
{ "method": "depth.update", "params": [ **_true_**, { asks: [Array], bids: [Array], **_id: 1736394129_** },
Аnd contains the complete specified,in this case "5" ORDERBOOK and id.
But subsequent messages with a value of false do not contain an id.
How can you know for sure that a message has not been lost without comparing the id?
Activity
revilwang commentedon Jul 14, 2021
We suggest using the new WebSocket v4 instead.
illusionoff commentedon Jul 14, 2021
Unfortunately there is no documentation for javascript v.4 . Im Junior
And yet, maybe you can advise how this functionality was provided in v3?
revilwang commentedon Jul 14, 2021
The bad news is that there is no certain way to check order book consistency in v3. We are planing to support v4 websocket with JavaScript.