onDepth not fired for US stocks instrument using DXFEED

[kahwai]

Bookmap did not fire onDepth function for dxFeed instrument, it works fine for cryptocurrency using gdax.

Here is my modification on Layer1ApiHelperChaseStrategy.java :

@Override
public void onDepth(String alias, boolean isBid, int price, int size) {
super.onDepth(alias, isBid, price, size);
Log.info("### onDepth " + alias);
}

[Svyatoslav]

Hi, that's happening because strategies/indicators are blocked with DxFeed due to exchange restrictions. I think we are missing a proper warning message, ideally it should inform you that it's blocked - I assume currently it does not.

[kahwai]

Noted, thank you