About the Ask and Bid values of ProtoOASpotEvent
About the Ask and Bid values of ProtoOASpotEvent
22 Mar 2024, 03:27
It used to happen that either Ask or Bid in ProtoOASpotEvent was missing (value 0), but it seems that recently both are also getting values. Has this been changed so that both values are delivered?
Replies
PanagiotisCharalampous
25 Mar 2024, 07:16
Hi there,
We did not change anything, we just propagate what we receive from the liquidity providers. Each liquidity provider has its own logic in streaming price feeds.
Best regards,
Panagiotis
@PanagiotisCharalampous
andrewO
03 Mar 2025, 13:34
( Updated at: 03 Mar 2025, 13:35 )
RE: About the Ask and Bid values of ProtoOASpotEvent
bolatfx said:
When I checked again, it seems that either Ask or Bid is missing.
Ask and Bid fields in ProtoOASpotEvent are optional. They are only supplied if the values change. If they are absent, it means the value has not changed. This is how it has been for some time now. I don't know if this has changed recently. But what you are experiencing is how it normally worked.
@andrewO
bolatfx
24 Mar 2024, 01:33
When I checked again, it seems that either Ask or Bid is missing.
@bolatfx