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feat: add support for depth parameter in orderbook query #6

Merged
merged 1 commit into from
Feb 29, 2024
Merged

feat: add support for depth parameter in orderbook query #6

merged 1 commit into from
Feb 29, 2024

Commits on Feb 29, 2024

  1. feat: add support for depth parameter in orderbook query 

    This commit adds new method to DLOBClient, which allows to request
orderbook with a required depth. To handle cases when depth is not
provided, default constant can be used, which is set to value of 10.

Motivation: currently DLOBClient requests the entirety of orderbook,
which contains around 50 levels. Sometimes this can be unecessary, for
example if we are only interested in best bid/ask, which is why it can
be useful to have an option to control the depth of requested orderbook.
    @bmuddha
    bmuddha committed Feb 29, 2024
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