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After receiving the websocket Level 2 data flow, cache the data. * 2. Initiate a REST request to get the snapshot data of Level 2 order book. * 3. Playback the cached Level 2 data flow. * 4. Apply the new Level 2 data flow to the local snapshot to ensure that the sequence of the new Level 2 update lines up with the sequence of the previous Level 2 data. Discard all the message prior to that sequence, and then playback the change to snapshot. * 5. Update the level2 full data based on sequence according to the size. If the price is 0, ignore the messages and update the sequence. If the size=0, update the sequence and remove the price of which the size is 0 out of level 2. For other cases, please update the price. * 6. If the sequence of the newly pushed message does not line up to the sequence of the last message, you could pull through REST Level 2 message request to get the updated messages. Please note that the difference between the start and end parameters cannot exceed 500. :see: https://docs.kucoin.com/futures/#level-2-market-data :param str symbol: unified symbol of the market to fetch the order book for :param int [limit]: the maximum amount of order book entries to return :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: A dictionary of `order book structures ` indexed by market symbols N)watch_order_book_for_symbols)r7rvrrCs r9watch_order_bookzkucoinfutures.watch_order_books466xOOOOOOOOOr:cKt|}|dkrt|jdz|#|dkr|dkrt|jdz|d{V||}||}|dd{V}dd |z}d |i}g} g} tdt|D]B} || } || } | d | z| d| zC| || || ||d{V}| S) a watches information on open orders with bid(buy) and ask(sell) prices, volumes and other data :param str[] symbols: unified array of symbols :param int [limit]: the maximum amount of order book entries to return :param dict [params]: extra parameters specific to the exchange API endpoint :returns dict: A dictionary of `order book structures ` indexed by market symbols rzA watchOrderBookForSymbols() requires a non-empty array of symbolsNr(rz8 watchOrderBook 'limit' argument must be None, 20 or 100Fz/contractMarket/level2:rr orderbook:) rrrcrrzrrrFrrrrur)r7rrrCrrrirertrsrrrrvr orderbooks r9rz*kucoinfutures.watch_order_book_for_symbols0sG A  #DG.q$qrr r   %3,,#DG.h$hiii!!!!!!!!!%%g..OOG,, NN5)))))))))CHHY,?,?? 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