Heatmap

client.Heatmap reads historical L2 heatmap buckets and streams live buckets. It is an analytics surface, not an authoritative local order book.

symbol := "BTC-USDT"
history, err := client.Heatmap.Get(
	ctx, &symbol, nil,
	"1s", 50, 100, "close",
	nil, nil, nil,
)
if err != nil { log.Fatal(err) }
fmt.Println(history.Raw)

Pass symbol or symbolID. fromTsSec and start/end select the window. Interval, depth, and quantity-mode labels are validated.

sub, err := client.Heatmap.SubscribeLive(ctx, &symbol, nil, "1s")
if err != nil { log.Fatal(err) }
defer sub.Close()
for bucket := range sub.Messages() {
	fmt.Println(bucket.Raw)
	break
}

The stream is public. Symbol-name resolution depends on catalog hydration; call WaitForCatalogs first or pass symbolID.

For executable levels and sequence recovery use Order book.

Related Topics