Function formatSubscribe

  • formatSubscribe(
        mode: WsMode,
        symbol: string,
        exchange: string,
        depthLevel?: number,
    ): string

  • Pure: build a subscribe message — { action, symbol, exchange, mode }, where mode is the numeric OpenAlgo data mode. Depth subscriptions may request a depth_level (broker-dependent: 5/20/30/50).

    Parameters

    • mode: WsMode
    • symbol: string
    • exchange: string
    • OptionaldepthLevel: number

    Returns string

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