• Bitfinex
  • Added support for heartbeat events - PR #257 (@evan-coygo)
• Coinex
  • Remove support for candles - 95bc98a116701a0728c53217b938aa97b8259cb7 (@bmancini55)
• ZB
  • Fix URL - 61bcb5329caef226cb528ab625d338481b3de72a (@bmancini55)

This release converts the library to be implemented in TypeScript.

LedgerX

• Updated endpoint to api.ledgerx.com

General

• Dependency updates

Binance

• #280 - Added constructor option, batchTickers to Binance client. Defaults to true. When false, a consumer can subscribe to individual tickers reducing the bandwidth - thanks to @karimhossenbux

Fixes

• Bithumb
  • Fix order book bug - #267
• Digifinex
  • Case insensitive markets - #195
• ZB
  • New URL for exchange - #278

Changes

• Bitfinex
  • PR #243 - @evan-coygo - Adds sequenceId to ticker and trade events
• Gemini
  • PR #244 - @evan-coygo - Adds l2update broadcast on heartbeat event

Changes

• Bitfinex
  • PR #237 @evan-coygo
    • migrated to v2 API
    • added sequenceId and timestampMs to l2snapshot, l2update, l3snapshot, and l3update events
• Bittrex
  • PR #235 @evan-coygo
    • added sequenceId to l2snapshot
• CoinbasePro
  • PR #239 @evan-coygo
    • adds timestampMs to l2update
• Gemini
  • PR #241 @evan-coygo
    • Modifies sequenceId to be socket_sequence and adds eventId

Changes

• Binance, BinanceUS, Binance JE
  • removed timestampMs (event time is broadcast as eventMs) from Level2Update
  • added l2updateSpeed and l2snapshotSpeed to constructor options

Changes

• ErisX
  • Fixed unsubscribeLevel3Update
  • Added subscirbeLevel2Snapshot functionality
  • Added l2depth property to constructor to control L2 snapshot depth
  • Added fetchSecurities method to retrieve list of raw securities supported by the exchange

Changes

• Binance, Binance CoinM, Binance USDTM, Binance US, Binance JE
  • Added eventMs millisecond timestamp to l2update event
• Binance, Binance US, Binance JE
  • Added eventMs as timestampMs