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Order book timestamps semantics #37
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Awesome, thank you! Sorry to mix topics but since you are insta-responding here I was wondering whether https://github.com/gateio/rest-v4 is still alive? I posted a question re. REST API there the other day (gateio/rest-v4#15), throught it being better place for REST question than here..? |
You can ask REST related questions in gateapi-xxx repositories like gateio/gateapi-python |
Will do, thanks! |
Hello there,
I have a question regarding order book notifications coming from WebSocket API (https://www.gate.io/docs/developers/futures/ws/en/#legacy-order-book-notification, https://www.gate.io/docs/developers/futures/ws/en/#order-book-update-notification). There's a timestamp provided in the notification - "t", comment says it's "Order book generation timestamp in milliseconds". Does this timestamp represent the time when the change occurred "in engine" or does it represent the time when the notification was dispatched from your end? I assume the former but wanted to double-check.
Thanks!
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