Support Board
Date/Time: Sat, 23 Nov 2024 18:41:53 +0000
Post From: DOM tick size issue
| [2024-05-16 11:14:02] |
| d9e5c763 - Posts: 108 |
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in the recent version, 2800 levels can be displayed correctly now. We are not able to answer this. You need to do what makes sense:
previously, my comment was incorrect, what I meant was, if now have a 2800 levels order book and I first send a "MARKET_DEPTH_INSERT_UPDATE_LEVEL" message, and if this price level is beyond the existing 2800 levels, then the actual count of levels in the order book will be 2801, this may lead to issues, I might need to send some number of "MARKET_DEPTH_DELETE_LEVEL" messages to reduce the order book to within 1400 levels before executing "MARKET_DEPTH_INSERT_UPDATE_LEVEL", however, this approach is not optimal, instead, I should maintain a local order book with 2800 levels and generate corresponding update messages based on changesbtw, are there any plans to increase the limit from 2800 to higher in future versions? Date Time Of Last Edit: 2024-05-16 11:14:31
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