I’m trying to record the orderbook with a websocket stream.
If a message doesn’t get through and my code notices a missing sequence number,
can I fetch the missing message by sequence number?
Hello @AlanSorrill. Welcome to the forum. We appreciate your interest in trying out Coinbase Cloud services. To be able to further assist you, we will need you to provide us with the following information:
- What Websocket channel are you subscribing to?
Once you send us the information requested above, we’ll work to quickly address your inquiry.
Additionally, there are instances when the Websocket servers receive market data in a manner that can result in dropped messages. Thus, your feed consumer should be designed to handle sequence gaps and out of order messages, or should use channels that guarantee delivery of messages like the Level 2 channel.
I’m trying to capture the history of the orderbook by subscribing to the ‘full’ channel. Thanks for the quick response @riza.espiritu !