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order book processing #55

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Prokhozhijj opened this issue Sep 27, 2017 · 1 comment
Closed

order book processing #55

Prokhozhijj opened this issue Sep 27, 2017 · 1 comment

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@Prokhozhijj
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Hi,
It looks like current version of BtfxWss.subscribe_to_order_book and BtfxWss.unsubscribe_from_order_book does not process at all such parameters as precision, frequency and length. Of course they can be transferred via **kwargs. But, for example, BtfxWss.subscribe_to_raw_order_book and BtfxWss.unsubscribe_from_raw_order_book have parameter "prec".
I am not sure it is a bug but all these discrepancies between those procedures look strange from design point of view.

@deepbrook
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Hey @Prokhozhijj,
thanks for contributing!
It is indeed not a bug - the precision parameter is passed because it's needed to specify that you'd like the raw book (precision being R0 instead of P0), which is why they're present in both.

I agree, however, that the design choices for the client methods is wonky. I'm currently looking at a better solution. I'll open a separate issue for this, to make this more apparent.

Thanks for you feedback!

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