Add L1BOOK support for BYBIT #1085
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@caped-doshi thank you for this! I will review and test this out and then merge it |
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Faster updates for top of the book level updates from 100ms to 10ms on Bybit Exchange for futures.
On Bybit's official documentation for websockets, level 200 orderbook data and ticker data (for derivatives) has push frequency of 100ms. However, level 1 orderbook data has push frequency of 10 ms. Currently,
L2_BOOKcallback connects to the level 200 orderbook data stream andTICKERcallback connects to the ticker data stream.L1_BOOKas a websocket channel with unique channel in Bybit._top_of_bookfunction incryptofeed/exchanges/bybit.pyto process new websocket message for level one data.L1Bookobject andL1_BOOKsample testing data for level one data from Bybit.