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you can use the depth= kwarg to change the depth. it will default to the max usually. |
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I am trying to get orderbook depth data from FTX and Binance.
As an example, I know that FTX has a max orderbook datafeed of 100. Does L2_BOOK of FTX when using influxdb automatically default to 100 depth? If not, how can I change the depth that cryptofeed streams?
If someone can reference a orderbook example with cryptofeed, i would appreciate it.
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