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feat: add construct orderbook example using websocket #242

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2hyunbin
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when i use a WebSocket to get the price, there was no properly documented example so i made it. For information on resolving the cross order book, i saw dydx docs (https://docs.dydx.exchange/api_integration-guides/how_to_uncross_orderbook).

@yogurtandjam yogurtandjam changed the title add construct orderbook example using websocket feat: add construct orderbook example using websocket Sep 18, 2024
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thank you! some general thoughts:

  • we've recently enforced using conventional commits for PR titles. i've updated this for you
  • i'm okay with stamping as is, but would prefer to encapsulate the example logic a bit better. it's fairly complex and gets a bit hard to follow as a single flat function.

if you feel like encapsulating will be more effort than it's worth, i'm happy to stamp as is. let me know what you think!

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2hyunbin commented Sep 19, 2024

Thank you for applying the convention to the PR title. @yogurtandjam
Your feedback that the code should be encapsulated to make it easier to read is reasonable.
So I reflected the feedback.
Please let me know if there is anything else that needs to be improved!

  • When pushing orderbook data, it's better to insert it in the right place to keep the sorted orderbook list than to sort it at the end, but I chose a good read logic because the orderbook list is small and just an example.

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