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This repository has been archived by the owner on Mar 31, 2023. It is now read-only.
In order to be able to ensure there are no missing messages in a stream of MarketDataUpdate messages We will Add a new field, previous_sequence_number So that API clients can verify when they get a message that previous_sequence_number matches the sequence_number of the previous message
Recent changes in data-node have altered the behaviour of sequence_number, it is no longer monotonically increasing with each update of the market depth. Instead it is derived from vega_time, as well as the event sequence number. It is guaranteed to always be increasing, just not montonically.
Also, data-node is about to add batching of MarketDataUpdate messages to reduce the volume. In order for clients to be completely sure there are no missed updates (which would lead to an incorrect view of the order book), include in each update message the first and the last sequence number of all the updates contained within it.
The text was updated successfully, but these errors were encountered:
Task Overview
In order to be able to ensure there are no missing messages in a stream of MarketDataUpdate messages
We will Add a new field, previous_sequence_number
So that API clients can verify when they get a message that previous_sequence_number matches the sequence_number of the previous message
Recent changes in data-node have altered the behaviour of sequence_number, it is no longer monotonically increasing with each update of the market depth. Instead it is derived from vega_time, as well as the event sequence number. It is guaranteed to always be increasing, just not montonically.
Also, data-node is about to add batching of MarketDataUpdate messages to reduce the volume. In order for clients to be completely sure there are no missed updates (which would lead to an incorrect view of the order book), include in each update message the first and the last sequence number of all the updates contained within it.
The text was updated successfully, but these errors were encountered: