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cleanup new COB ladder

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This commit is contained in:
Dobromir Popov
2025-07-22 21:39:36 +03:00
parent 153ebe6ec2
commit 55803c4fb9
33 changed files with 125 additions and 90096 deletions
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6
core/multi_exchange_cob_provider.py
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@ -126,8 +126,8 @@ class MultiExchangeCOBProvider:
self.consolidation_frequency = 100 # ms
# REST API configuration for deep order book
self.rest_api_frequency = 1000 # ms - full snapshot every 1 second
self.rest_depth_limit = 500 # Increased from 100 to 500 levels via REST for maximum depth
self.rest_api_frequency = 2000 # ms - full snapshot every 2 seconds (reduced frequency for deeper data)
self.rest_depth_limit = 1000 # Increased to 1000 levels via REST for maximum depth
# Exchange configurations
self.exchange_configs = self._initialize_exchange_configs()
@ -467,7 +467,7 @@ class MultiExchangeCOBProvider:
async def _stream_binance_orderbook(self, symbol: str, config: ExchangeConfig):
"""Stream order book data from Binance"""
try:
ws_url = f"{config.websocket_url}{config.symbols_mapping[symbol].lower()}@depth20@100ms"
ws_url = f"{config.websocket_url}{config.symbols_mapping[symbol].lower()}@depth@1000ms"
logger.info(f"Connecting to Binance WebSocket: {ws_url}")
if websockets is None or websockets_connect is None: