protocol/v8.0.6

What's Changed

Full Node Streaming provides an initial state and streaming updates for positions, orders, prices and fills.

The subscription API admits an optional sub account ID filter, which is only applied to the initial positions and position changes.

The user would like to apply the sub account ID filter to the order messages, in addition to position messages.

The change will add boolean flags to the Websocket and GRPC streaming API's:

filterOrdersBySubaccountId boolean field for WS request (if not provided, default to False)
filter_orders_by_subaccount_id boolean field for StreamOrderbookUpdatesRequest protobuf (if not provided, default to False)
For all endpoints, the previous behavior of not filtering orders for subaccounts is preserved by default.

If filtering orders is not specified, the code path remains the same for looping over stream updates.
If filtering orders is specified, each slice of updates received from the subscription updatesChannel will be filtered like:

If the message is not a StreamUpdate_OrderbookUpdate, forward it
If the message is a StreamUpdate_OrderbookUpdate, forward iff one of the OffChainUpdateV1 messages inside are for a target subaccount
If an error occurs while checking ids, drop it

Full Changelog: protocol/v8.0.5...protocol/v8.0.6