Gemini include l2 heartbeat event for sequenceId

[evan-coygo]

@bmancini55 please lmk if you have any other ideas around this. You need access to the sequenceId in the heartbeat event to validate order book data, so I figured the easiest backwards-compatible solution was to just emit an l2update event without any ask or bids changes that only includes the sequenceId

[bmancini55]

@evan-coygo, thanks for the PR!

I think this is a decent approach. I'm concerned that it will result in flaky tests however. IIRC, the test suite looks for at least one bid/ask to verify information. You'll need to modify the test spec's l2update property with a custom done method with the signature done(spec, result, update, market) which checks the update argument and returns true if a bid or an ask is present. Refer to

ccxws/__tests__/test-runner.js

Line 548 in 642024a

(!spec.l2update.done || spec.l2update.done(spec, result, update, market)) &&

Otherwise: minors/nits inlined below

[evan-coygo]

@bmancini55 I've added further comments and fixed test runner

[bmancini55]

@evan-coygo thanks for making those changes. Found an issue while dev testing that needs to be addressed. Also run formatting, then this should be good to merge!

[evan-coygo]

@bmancini55 alright should be good

[bmancini55]

Looks good, thanks for making the changes!