The API doc discourages polling on /ticker endpoint, and recommend to use the websocket stream to listen for match message
But the match response only provide a price and a side (sell / buy)
How can I recreate the ticker data (price, ask and bid) from the websocket feed ?
{
“price”: “333.99”,
“size”: “0.193”,
“bid”: “333.98”,
“ask”: “333.99”,
“volume”: “5957.11914015”,
“time”: “2015-11-14T20:46:03.511254Z”
}
The ticker endpoint and the websocket feed both return a 'price', but I guess that it's not the same. Is the price from the ticker endpoint some sort of average over time ?
How can I compute Bid value, Ask value ?