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level2 channel snapshot #292

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hailodiver opened this issue Jul 3, 2021 · 1 comment
Closed

level2 channel snapshot #292

hailodiver opened this issue Jul 3, 2021 · 1 comment

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@hailodiver
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https://docs.pro.coinbase.com/#the-level2-channel

per doc: "When subscribing to the channel it will send a message with the type snapshot and the corresponding product_id. bids and asks are arrays of [price, size] tuples and represent the entire order book."

Is it possible to get this initial snapshot when subscribing to the feed?

I'm getting the l2updates just fine but am not ever seeing the snapshot.

@hailodiver
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nvm; just needed to use the OnSnapShotReceived event handler

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