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October 26, 2026 13:17
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Add
depth=50to Perps book subscriptions while retaining the 20-level default. Parse omitted,::20and::50channel suffixes and route simultaneous depths independently. REST book depth choices are unchanged.Validation: 81 event and local WebSocket tests passed; Ruff lint/format and Pyright passed. Tests ran offline; channel support does not assert production availability.
Public contract: Perps AsyncAPI.
Note
Low Risk
Experimental perps streaming API extension with backward-compatible defaults; routing changes are scoped to book subscriptions and covered by unit tests.
Overview
Adds optional 50-level Perps order book streaming via
PerpsBookSpec(depth=50); default remains 20 levels with no behavior change for existing callers.Subscription wiring now emits
book::{id}::50when depth is 50 (20-level staysbook::{id}), and book event routing is explicit:match_for(PerpsBookSpec)delivers only the subscribed depth—50-level specs ignore 20-level channels, while 20-level specs accept unsuffixed channels and::20but not::50. Incoming frames parsebook::{id},book::{id}::20, andbook::{id}::50via an updated channel regex.Tests cover subscribe/unsubscribe channel names, independent depth routing, parsing, and invalid
depthvalues.Reviewed by Cursor Bugbot for commit 302abc9. Bugbot is set up for automated code reviews on this repo. Configure here.