WS OrderBook limits

[yesihaveidea]

Can orderbook depth ws subscription be realized as it is done in ccxt (without 20 max level as now)? How ccxt gets deep level orderbok for each ws-update.

[JKorf]

Hi,

The websocket only supports pushing of the full order book for up to 20 levels.
The SubscribeToAggregatedOrderBookUpdatesAsync can be used to be notified of changes to the full depth order book, but you'll need to apply the changes to a locally keept order book.

Alternatively, you can use the MexcSpotSymbolOrderBook, which is an implementation of a locally keept order book:
https://cryptoexchange.jkorf.dev/client-libs/features/orderbook?library=Mexc.Net

[yesihaveidea]

MexcSpotSymbolOrderBook
Thank you, but unfortunately, SubscribeToAggregatedOrderBookUpdatesAsync has no futures implementation, and MexcSpotSymbolOrderBook has the same limitations in the depth of the order book and does not store the full depth!

[JKorf]

For futures you can use MexcFuturesSymbolOrderBook