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Support for the OKX bbo-tbt stream #1015

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Telofy opened this issue Mar 4, 2024 · 1 comment
Open

Support for the OKX bbo-tbt stream #1015

Telofy opened this issue Mar 4, 2024 · 1 comment

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@Telofy
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Telofy commented Mar 4, 2024

Is your feature request related to a problem? Please describe.
We need the OKX bbo-tbt stream, but would like to move to Cryptofeed. This is currently preventing us from moving.

Describe the solution you'd like
It'd be great if the bbo-tbt stream could be integrated as a ticker stream (probably straightforward) or an orderbook stream (but careful in that case with 100 ms incremental updates – they sometimes overwrite the 10 ms bbo-tbt items that are actually newer).

It would also be great if all the ticker streams could also include the volume at those two prices, which is usually part of the raw data.

Describe alternatives you've considered
We're currently simply not moving OKX to Cryptofeed but are using a custom implementation.

Thank you!

@Telofy
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Telofy commented Mar 4, 2024

Same for Gate.io spot book_ticker updates.

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