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Lighter order book support - #186
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Apply incremental Lighter order-book deltas when begin_nonce matches the cached nonce. Drop the book and resubscribe when the sequence breaks or the update is unusable.
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Thomasvdam
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Motivation
Lighter order book support with
Explanation of Changes
Lighter's order book channel (doc) requires verifying continuity of the stream by checking that
begin_nonceon the current update matches thenonceof the previous update. We support this by adding an optional field to the output type ofVenueWS'sparseInboundFrame, where the module can specify whether to "write", "ignore", or "resubscribe".Testing
Added test cases
Related PRs and Issues
Related: #183