Gate Futures API upgrade (New orderbook API with 10ms update)

Gate has upgraded the Futures websocket API with new orderbook update methods. This upgrade includes:

1. Added a new order book channel futures.book_ticker to push best ask/bid in realtime (10ms)
   
2. Added a new order book channel futures.order_book_update to push
   order book change with user specified update frequency (100ms and 1000
   ms)
   
   
   
   
   
   How to maintain local order book using the new orderbook API?
   
   
   
3. Subscribe futures.order_book_update with specified level and update
   frequency, e.g. ["BTC_USDT", "1000ms", "10"] pushes the first 10 levels'
   update in BTC_USDT order book every 1s
   
4. Cache WebSocket notifications. Every notification use U and u to tell the first and last update ID since last notification.
   
5. Retrieve base order book using REST API (order_book method), and set
   with_id=true to make sure the order book ID is recorded(referred as
   baseID below) e.g. https://api.gateio.ws/api/v4/futures/usdt/order_book?contract=BTC_USDT&limit=10&with_id=true retrieves the 10-level base order book of BTC_USDT
   
6. Iterate the cached WebSocket notifications, and find the first one
   which contains the baseID, i.e. U <= baseId+1 and u >= baseId+1,
   then start consuming from it. Note that sizes in notifications are all
   absolute values. Use them to replace original sizes in corresponding
   price. If size equals to 0, delete the price from the order book.
   

7. Dump all notifications which satisfy u < baseID+1. If baseID+1 <
   first notification U, it means current base order book falls behind
   notifications. Start from step 3 to retrieve newer base order book.
   

8. If any subsequent notification which satisfy U > baseID+1 is
   found, it means some updates are lost. Reconstruct local order book from
   step 3.
   
   
   
   Gate is an established exchange that holds integrity, transparency,
   and fairness to a very high standard. We charge zero listing fees and
   only choose quality and promising projects. Our exchange consists only
   of 100% real trading volume. Thanks to everyone who has joined us in our
   journey. We always intend to improve and innovate to reward our users
   for their continuous support.
   
   
   
   Gate Team
   
   March 12, 2021
   
   
   
   Get 40% of all referees' trading fees in the affiliate program at https://www.gate.com/referral
   
   Click to Sign up ：https://www.gate.com/m#/register
   
   Download it now at: https://www.gate.com/mobileapp
   
   
   
   Follow us on social
   
   Facebook: https://facebook.com/gateioglobal
   
   Twitter: https://twitter.com/gate_io
   
   Telegram：https://t.me/gateio
   
   Instagram：https://www.instagram.com/gateioglobal
   
   Medium：https://medium.com/@gateio