Add WsBbo #111
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Add WsBbo #111
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lmlmt
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Jun 24, 2025
yongkangc
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Jun 26, 2025
# Description Add Bbo subscription type. This is done in hyperliquid-dex#100 but it looks like the commit started adding other changes. Keeping this PR simple # Test Plan ``` $ RUST_LOG=info cargo run --bin ws_bbo [2025-06-24T00:57:23Z INFO ws_bbo] Received bbo: Bbo { data: BboData { coin: "BTC", time: 1750726643319, bbo: [Some(BookLevel { px: "105206.0", sz: "0.52263", n: 3 }), Some(BookLevel { px: "105250.0", sz: "0.27132", n: 2 })] } } [2025-06-24T00:57:25Z INFO ws_bbo] Received bbo: Bbo { data: BboData { coin: "BTC", time: 1750726644739, bbo: [Some(BookLevel { px: "105206.0", sz: "0.52263", n: 3 }), Some(BookLevel { px: "105242.0", sz: "0.13319", n: 1 })] } } [2025-06-24T00:57:25Z INFO ws_bbo] Received bbo: Bbo { data: BboData { coin: "BTC", time: 1750726644944, bbo: [Some(BookLevel { px: "105206.0", sz: "0.25431", n: 2 }), Some(BookLevel { px: "105242.0", sz: "0.13319", n: 1 })] } } [2025-06-24T00:57:25Z INFO ws_bbo] Received bbo: Bbo { data: BboData { coin: "BTC", time: 1750726645146, bbo: [Some(BookLevel { px: "105206.0", sz: "0.0006", n: 1 }), Some(BookLevel { px: "105234.0", sz: "0.14562", n: 1 })] } } [2025-06-24T00:57:25Z INFO ws_bbo] Received bbo: Bbo { data: BboData { coin: "BTC", time: 1750726645348, bbo: [Some(BookLevel { px: "105206.0", sz: "0.0006", n: 1 }), Some(BookLevel { px: "105230.0", sz: "0.12148", n: 1 })] } } ```
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Description
Add Bbo subscription type. This is done in #100 but it looks like the commit started adding other changes. Keeping this PR simple
Test Plan