Pure: build a subscribe message — { action, symbol, exchange, mode }, where
mode is the numeric OpenAlgo data mode. Depth subscriptions may request a
book depth (broker-dependent: 5/20/30/50).
The wire key the proxy reads is depth; 1.x sent depth_level, which the
proxy never read, so every request above the default was silently served
at five levels. Both keys go out: depth for the proxy, depth_level for
any consumer that learned the old name from this library.
Pure: build a subscribe message —
{ action, symbol, exchange, mode }, wheremodeis the numeric OpenAlgo data mode. Depth subscriptions may request a book depth (broker-dependent: 5/20/30/50).The wire key the proxy reads is
depth; 1.x sentdepth_level, which the proxy never read, so every request above the default was silently served at five levels. Both keys go out:depthfor the proxy,depth_levelfor any consumer that learned the old name from this library.