L3_BOOK channel
anovv opened this issue · comments
Andrey Novitskiy commented
From briefly looking through code, L3_BOOK callback is not supported. Any reason why? Should it be added?
Bryant Moscon commented
its a lot of volume and a lot of configuration options should probably be enabled by the end user when they enable that. Only a small number of exchanges support L3 books and not all backends support L3 books