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Add Depth message for bids and asks
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@ -37,13 +37,19 @@ message SuccessResponse {
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string channel = 2; // book, trade, ticker, user
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string event = 3; // snapshot, update, order_snapshot, ...
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string symbol = 4;
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repeated PriceVolume asks = 5;
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repeated PriceVolume bids = 6;
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repeated Trade trades = 7;
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Ticker ticker = 8;
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repeated Order orders = 9;
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repeated Balance balances = 10;
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int64 created_at = 11;
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Depth depth = 5;
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repeated Trade trades = 6;
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Ticker ticker = 7;
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repeated Order orders = 8;
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repeated Balance balances = 9;
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int64 created_at = 10;
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}
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message Depth {
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string exchange = 1;
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string symbol = 2;
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repeated PriceVolume asks = 3;
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repeated PriceVolume bids = 4;
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}
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message PriceVolume {
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