Date/Time: Thu, 17 Jan 2019 03:55:26 +0000
Post From: Bitmex group orderbook depth
|User198817 - Posts: 56|
There are some discrepancies in the orderbook / depth of market in the TradingDOM and probably elsewhere.
I'm going to try to attach a video capture of the orderbook as displayed through websockets on the bitmex website and through their api in general, comparing it to Sierra Chart.