Date/Time: Mon, 16 Jul 2018 22:27:20 +0000
Post From: Bitmex group orderbook depth
|User198817 - Posts: 55|
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.