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Looking at this page here:
https://bitmax-exchange.github.io/bitmax-pro-api/#channel-level-2-order-book-updates
a few things are unclear.
- sequence number. Its in the data, but not defined. A few other places in the docs mention its increasing, and other places mention increasing but non consecutive. Its unclear if that applies to L2 depth updates as well
- Getting a snapshot. Subscribing to
depthgives deltas only. There is a link at the bottom about seeing some code example, but its broken. Looking at some older code that presumably is for the older API spec, it looks like you sub to depth then to depth-snapshot. Could do this, or get it from the REST API, but it's not clear how you'd know if you had a correct orderbook without some sort of consecutive sequence number to let you know which delta updates could be dropped or might be missing.
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