Date/Time: Sun, 21 Jan 2018 00:35:04 +0000
Post From: Bitmex group orderbook depth
|User198817 - Posts: 40|
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.