subcribe for mutiple symbol, no way to tell which dict belong to which symbol?
palyload:
{
“lastUpdateId”: 160, // Last update ID
“bids”: [ // Bids to be updated
[
“0.0024”, // Price level to be updated
“10” // Quantity
]
],
“asks”: [ // Asks to be updated
[
“0.0026”, // Price level to be updated
“100” // Quantity
]
]
}
but with the derivatives Book Depth Streams , there is a ‘s’ key:
{
“e”: “depthUpdate”, // Event type
“E”: 1571889248277, // Event time
“T”: 1571889248276, // Transaction time
“s”: “BTCUSDT”,
“U”: 390497796, // First update ID in event
“u”: 390497878, // Final update ID in event
“pu”: 390497794, // Final update Id in last stream(ie u
in last stream)
“b”: [ // Bids to be updated
[
“7403.89”, // Price Level to be updated
“0.002” // Quantity
]
so, how to solve this problem, don’t tell me use one ws connection with one symbol!!!