HELD until the API returns next_cursor on order flow: document order-flow paging - #14
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Restores the order-flow paging docs for when the API returns next_cursor on order flow. Hold until then. - `OrderFlowParams` and `Hip4OrderFlowParams` docs: a page holds the oldest `limit` buckets; follow next_cursor with the same start, end and interval. `cursor` is the previous response's next_cursor and `limit` is buckets per page. - The README order-flow example pages a full day at 1m. - CHANGELOG: order flow pages with next_cursor.
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Included in #18 (order flow paging docs and cursor forwarding). |
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Held. Do not merge until the API returns
next_cursoron order flow. The API already buckets order flow at1m,5m,15mand1hand reads a sentcursor, but it does not returnnext_cursoron order flow yet. That arrives with an API switch, which is turned on after SDK releases that forward the cursor are published. Merge this once the switch is on and verified.#13, which keeps the
cursorfield and drops the paging docs, is merged, and this PR now targetsmain. Its diff is only the paging docs.Changes
OrderFlowParamsandHip4OrderFlowParamsrustdoc: a page holds the oldestlimitbuckets of the window; whilenext_cursoris set, pass it back ascursorwith the samestart,endandinterval, and stop when it isNone.cursoris the previous response'snext_cursor;limitis buckets per page (default 1000, max 10000).orders.flow()andhip4.get_order_flow()docs point at the params for paging.1m.No code change: the field and the request path are already in #13.
Before merging
next_cursoron order flow: a full day at1mon BTC gives 1000 buckets plus a cursor, then the other 440.main(both done).Test plan
cargo test --all-targets: pass (coverage_contract 16 of 16).cargo test --doc: 8 passed.