Commit 697910d
authored
Add WsBbo (#111)
# Description
Add Bbo subscription type. This is done in #100 but it looks like the
commit started adding other changes. Keeping this PR simple
# Test Plan
```
$ RUST_LOG=info cargo run --bin ws_bbo
[2025-06-24T00:57:23Z INFO ws_bbo] Received bbo: Bbo { data: BboData { coin: "BTC", time: 1750726643319, bbo: [Some(BookLevel { px: "105206.0", sz: "0.52263", n: 3 }), Some(BookLevel { px: "105250.0", sz: "0.27132", n: 2 })] } }
[2025-06-24T00:57:25Z INFO ws_bbo] Received bbo: Bbo { data: BboData { coin: "BTC", time: 1750726644739, bbo: [Some(BookLevel { px: "105206.0", sz: "0.52263", n: 3 }), Some(BookLevel { px: "105242.0", sz: "0.13319", n: 1 })] } }
[2025-06-24T00:57:25Z INFO ws_bbo] Received bbo: Bbo { data: BboData { coin: "BTC", time: 1750726644944, bbo: [Some(BookLevel { px: "105206.0", sz: "0.25431", n: 2 }), Some(BookLevel { px: "105242.0", sz: "0.13319", n: 1 })] } }
[2025-06-24T00:57:25Z INFO ws_bbo] Received bbo: Bbo { data: BboData { coin: "BTC", time: 1750726645146, bbo: [Some(BookLevel { px: "105206.0", sz: "0.0006", n: 1 }), Some(BookLevel { px: "105234.0", sz: "0.14562", n: 1 })] } }
[2025-06-24T00:57:25Z INFO ws_bbo] Received bbo: Bbo { data: BboData { coin: "BTC", time: 1750726645348, bbo: [Some(BookLevel { px: "105206.0", sz: "0.0006", n: 1 }), Some(BookLevel { px: "105230.0", sz: "0.12148", n: 1 })] } }
```1 parent 67ee7fc commit 697910d
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