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);
}
onDepth not fired for US stocks instrument using DXFEED
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Re: onDepth not fired for US stocks instrument using DXFEED
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.