10 November 2020

General

A few changes have been implemented resulting in significant improvements in our events setup.

More parallel execution paths have been added to the Deribit event's setup; instead of a single path, the events processing is now split between Currency (BTC/ETH) and Product type (Perpetual / Futures / Options).
Furthermore aggregated events have been decoupled from raw events - before 10 November 2020 aggregated events were processed in parallel to raw events. New events (e.g. book updates) were passed from the raw feed to the aggregated - so a potential lag in the raw events pipeline would have affected the aggregated events pipeline as well, which due to the new segregated setup will no longer occur.
Due to the various optimisations, there is a possible scenario (very low chance) impacting clients using the incremental changes subscription. After an initial event with a full book snapshot, it WILL be possible that a client may receive redundant events with change_id <= snapshot change_id - such events should simply be discarded.