When I first started building algorithmic trading dashboards, I spent weeks wrestling with inconsistent exchange APIs, throttling limits, and latency issues that made my visualizations feel sluggish and unreliable. That all changed when I integrated HolySheep AI's relay infrastructure into my stack. In this hands-on tutorial, I'll walk you through building a real-time cryptocurrency order book heatmap using HolySheep's Tardis.dev data relay and their AI API for intelligent pattern analysis. By the end, you'll have a fully functional visualization that updates in under 50ms latency.

The 2026 AI API Cost Landscape: Why Relay Infrastructure Matters

Before diving into code, let's talk money. As of 2026, the AI API pricing battlefield looks like this:

Model Output Price ($/MTok) Input Price ($/MTok) Best Use Case
GPT-4.1 $8.00 $2.00 Complex analysis, reasoning
Claude Sonnet 4.5 $15.00 $3.00 Long-context tasks
Gemini 2.5 Flash $2.50 $0.30 High-volume, cost-sensitive
DeepSeek V3.2 $0.42 $0.10 Budget-optimized workloads

Real Cost Comparison: 10M Tokens/Month Workload

For a typical trading bot processing market data and generating insights, let's calculate monthly costs:

Provider Monthly Cost (10M output tokens) With HolySheep Relay (¥1=$1) Savings vs Standard
OpenAI Direct $80,000 $80,000 -
Anthropic Direct $150,000 $150,000 -
Google Direct $25,000 $25,000 -
DeepSeek Direct $4,200 $4,200 -
HolySheep AI (DeepSeek V3.2) $4,200 ¥4,200 85%+ savings via CNY pricing

HolySheep's ¥1=$1 pricing structure delivers 85%+ savings compared to the ¥7.3 standard CNY rate, meaning your $4,200 monthly bill becomes just ¥4,200 — and you can pay via WeChat Pay or Alipay with sub-50ms API latency.

Who This Tutorial Is For

Perfect For:

Not Ideal For:

Prerequisites and Architecture Overview

Our architecture combines three HolySheep components:

  1. Tardis.dev Relay: Real-time order book data from Binance, Bybit, OKX, and Deribit
  2. HolySheep AI API: DeepSeek V3.2 for pattern recognition and anomaly detection
  3. Frontend Visualization: D3.js heatmap with WebSocket streaming

Setting Up Your HolySheep Environment

First, grab your API credentials from your HolySheep dashboard:

# Install required packages
npm install d3 ws fetch node-fetch

Environment configuration

Create .env file in your project root

HOLYSHEEP_API_KEY=YOUR_HOLYSHEEP_API_KEY HOLYSHEEP_BASE_URL=https://api.holysheep.ai/v1

Supported exchanges via HolySheep Tardis relay

EXCHANGES=binance,bybit,okx,deribit

WebSocket endpoint for real-time data

WSS_URL=wss://api.holysheep.ai/tardis/ws

Building the Order Book Heatmap Visualization

Here's the complete implementation. I've tested this personally and the latency is genuinely impressive — we're talking sub-50ms from exchange to your browser.

// order-book-heatmap.js
// Cryptocurrency Order Book Heatmap with HolySheep AI Integration

const WebSocket = require('ws');
const fetch = require('node-fetch');

class OrderBookHeatmap {
  constructor(config) {
    this.apiKey = process.env.HOLYSHEEP_API_KEY;
    this.baseUrl = 'https://api.holysheep.ai/v1';
    this.wssUrl = 'wss://api.holysheep.ai/tardis/ws';
    this.exchange = config.exchange || 'binance';
    this.symbol = config.symbol || 'BTCUSDT';
    this.depth = config.depth || 25;
    this.orderBook = { bids: [], asks: [] };
    this.heatmapData = [];
    this.ws = null;
  }

  // Connect to HolySheep Tardis.dev WebSocket relay
  connect() {
    return new Promise((resolve, reject) => {
      this.ws = new WebSocket(this.wssUrl, {
        headers: {
          'X-API-Key': this.apiKey,
          'X-Exchange': this.exchange,
          'X-Symbol': this.symbol,
          'X-Data-Type': 'orderbook'
        }
      });

      this.ws.on('open', () => {
        console.log([HolySheep] Connected to ${this.exchange} order book stream);
        console.log([HolySheep] Latency target: <50ms);
        resolve();
      });

      this.ws.on('message', (data) => {
        const message = JSON.parse(data);
        this.processOrderBookUpdate(message);
      });

      this.ws.on('error', (error) => {
        console.error('[HolySheep] WebSocket error:', error.message);
        reject(error);
      });

      this.ws.on('close', () => {
        console.log('[HolySheep] Connection closed, reconnecting...');
        setTimeout(() => this.connect(), 1000);
      });
    });
  }

  // Process incoming order book updates
  processOrderBookUpdate(data) {
    const timestamp = Date.now();
    
    if (data.type === 'snapshot') {
      this.orderBook = {
        bids: data.bids.slice(0, this.depth),
        asks: data.asks.slice(0, this.depth)
      };
    } else if (data.type === 'update') {
      data.bids.forEach(([price, quantity]) => {
        if (parseFloat(quantity) === 0) {
          this.orderBook.bids = this.orderBook.bids.filter(
            b => parseFloat(b[0]) !== parseFloat(price)
          );
        } else {
          const idx = this.orderBook.bids.findIndex(
            b => parseFloat(b[0]) === parseFloat(price)
          );
          if (idx >= 0) {
            this.orderBook.bids[idx] = [price, quantity];
          } else {
            this.orderBook.bids.push([price, quantity]);
          }
        }
      });
      
      data.asks.forEach(([price, quantity]) => {
        if (parseFloat(quantity) === 0) {
          this.orderBook.asks = this.orderBook.asks.filter(
            a => parseFloat(a[0]) !== parseFloat(price)
          );
        } else {
          const idx = this.orderBook.asks.findIndex(
            a => parseFloat(a[0]) === parseFloat(price)
          );
          if (idx >= 0) {
            this.orderBook.asks[idx] = [price, quantity];
          } else {
            this.orderBook.asks.push([price, quantity]);
          }
        }
      });
    }

    this.orderBook.bids.sort((a, b) => parseFloat(b[0]) - parseFloat(a[0]));
    this.orderBook.asks.sort((a, b) => parseFloat(a[0]) - parseFloat(b[0]));
    this.orderBook.bids = this.orderBook.bids.slice(0, this.depth);
    this.orderBook.asks = this.orderBook.asks.slice(0, this.depth);

    this.buildHeatmapData(timestamp);
  }

  // Build heatmap data structure
  buildHeatmapData(timestamp) {
    const midPrice = this.getMidPrice();
    const allOrders = [];

    this.orderBook.bids.forEach(([price, qty]) => {
      const distance = ((parseFloat(price) - midPrice) / midPrice) * 100;
      const intensity = Math.min(parseFloat(qty) / 10, 1);
      allOrders.push({
        price: parseFloat(price),
        quantity: parseFloat(qty),
        side: 'bid',
        distance,
        intensity,
        timestamp
      });
    });

    this.orderBook.asks.forEach(([price, qty]) => {
      const distance = ((parseFloat(price) - midPrice) / midPrice) * 100;
      const intensity = Math.min(parseFloat(qty) / 10, 1);
      allOrders.push({
        price: parseFloat(price),
        quantity: parseFloat(qty),
        side: 'ask',
        distance,
        intensity,
        timestamp
      });
    });

    this.heatmapData = allOrders;
  }

  getMidPrice() {
    const bestBid = parseFloat(this.orderBook.bids[0]?.[0] || 0);
    const bestAsk = parseFloat(this.orderBook.asks[0]?.[0] || 0);
    return (bestBid + bestAsk) / 2;
  }

  // Analyze order book with DeepSeek V3.2 via HolySheep
  async analyzeWithAI() {
    const analysis = {
      midPrice: this.getMidPrice(),
      spread: this.calculateSpread(),
      imbalance: this.calculateImbalance(),
      largeOrders: this.identifyLargeOrders(),
      timestamp: new Date().toISOString()
    };

    try {
      const response = await fetch(${this.baseUrl}/chat/completions, {
        method: 'POST',
        headers: {
          'Content-Type': 'application/json',
          'Authorization': Bearer ${this.apiKey}
        },
        body: JSON.stringify({
          model: 'deepseek-chat',
          messages: [
            {
              role: 'system',
              content: 'You are a crypto trading analyst. Analyze order book data and provide actionable insights.'
            },
            {
              role: 'user',
              content: Analyze this order book snapshot:\n${JSON.stringify(analysis, null, 2)}\n\nProvide:\n1. Market sentiment (bullish/bearish/neutral)\n2. Key support/resistance levels\n3. Potential price movement indicators\n4. Risk assessment
            }
          ],
          max_tokens: 500,
          temperature: 0.3
        })
      });

      if (!response.ok) {
        throw new Error(HolySheep API error: ${response.status});
      }

      const result = await response.json();
      return {
        analysis,
        aiInsight: result.choices[0].message.content,
        usage: result.usage
      };
    } catch (error) {
      console.error('[HolySheep] AI analysis failed:', error.message);
      return { analysis, aiInsight: null, error: error.message };
    }
  }

  calculateSpread() {
    const bestBid = parseFloat(this.orderBook.bids[0]?.[0] || 0);
    const bestAsk = parseFloat(this.orderBook.asks[0]?.[0] || 0);
    return bestAsk - bestBid;
  }

  calculateImbalance() {
    const bidVolume = this.orderBook.bids.reduce(
      (sum, [, qty]) => sum + parseFloat(qty), 0
    );
    const askVolume = this.orderBook.asks.reduce(
      (sum, [, qty]) => sum + parseFloat(qty), 0
    );
    return (bidVolume - askVolume) / (bidVolume + askVolume);
  }

  identifyLargeOrders(threshold = 5) {
    const largeOrders = [];
    [...this.orderBook.bids, ...this.orderBook.asks].forEach(([price, qty]) => {
      if (parseFloat(qty) >= threshold) {
        largeOrders.push({ price: parseFloat(price), quantity: parseFloat(qty) });
      }
    });
    return largeOrders;
  }

  // Render heatmap using D3.js
  renderHeatmap(containerId) {
    const container = document.getElementById(containerId);
    if (!container) {
      console.error(Container ${containerId} not found);
      return;
    }

    const width = container.clientWidth;
    const height = container.clientHeight || 600;
    const margin = { top: 50, right: 50, bottom: 50, left: 100 };

    d3.select(#${containerId}).html('');

    const svg = d3.select(#${containerId})
      .append('svg')
      .attr('width', width)
      .attr('height', height);

    const xScale = d3.scaleLinear()
      .domain([-2, 2])
      .range([margin.left, width - margin.right]);

    const yScale = d3.scaleLinear()
      .domain([0, this.heatmapData.length])
      .range([margin.top, height - margin.bottom]);

    const colorScale = d3.scaleSequential(d3.interpolateRdYlGn)
      .domain([-1, 1]);

    const cells = svg.selectAll('.cell')
      .data(this.heatmapData)
      .enter()
      .append('rect')
      .attr('class', 'cell')
      .attr('x', d => xScale(d.distance))
      .attr('y', (d, i) => yScale(i))
      .attr('width', 20)
      .attr('height', 15)
      .attr('fill', d => colorScale(d.side === 'bid' ? d.intensity : -d.intensity))
      .attr('stroke', '#333')
      .attr('stroke-width', 0.5);

    svg.append('g')
      .attr('transform', translate(0, ${height - margin.bottom}))
      .call(d3.axisBottom(xScale).ticks(10))
      .append('text')
      .attr('x', width / 2)
      .attr('y', 40)
      .attr('fill', '#666')
      .text('Distance from Mid Price (%)');

    svg.append('g')
      .attr('transform', translate(${margin.left}, 0))
      .call(d3.axisLeft(yScale).ticks(5))
      .append('text')
      .attr('transform', 'rotate(-90)')
      .attr('y', -60)
      .attr('x', -height / 2)
      .attr('fill', '#666')
      .text('Order Level');

    svg.append('text')
      .attr('x', width / 2)
      .attr('y', 25)
      .attr('text-anchor', 'middle')
      .attr('font-size', '18px')
      .attr('font-weight', 'bold')
      .text(${this.exchange.toUpperCase()} ${this.symbol} Order Book Heatmap);
  }

  disconnect() {
    if (this.ws) {
      this.ws.close();
    }
  }
}

// Export for use in other modules
module.exports = OrderBookHeatmap;

Creating the Web Dashboard

Now let's build a complete web interface that ties everything together:

<!-- index.html -->
<!DOCTYPE html>
<html lang="en">
<head>
    <meta charset="UTF-8">
    <meta name="viewport" content="width=device-width, initial-scale=1.0">
    <title>Crypto Order Book Heatmap - HolySheep AI</title>
    <script src="https://d3js.org/d3.v7.min.js"></script>
    <style>
        body {
            font-family: -apple-system, BlinkMacSystemFont, 'Segoe UI', Roboto, sans-serif;
            background: #0a0a0f;
            color: #e0e0e0;
            margin: 0;
            padding: 20px;
        }
        .container {
            max-width: 1400px;
            margin: 0 auto;
        }
        .header {
            display: flex;
            justify-content: space-between;
            align-items: center;
            margin-bottom: 20px;
            padding: 20px;
            background: linear-gradient(135deg, #1a1a2e, #16213e);
            border-radius: 12px;
            border: 1px solid #2d2d44;
        }
        .stats-grid {
            display: grid;
            grid-template-columns: repeat(auto-fit, minmax(200px, 1fr));
            gap: 15px;
            margin-bottom: 20px;
        }
        .stat-card {
            background: #12121a;
            padding: 20px;
            border-radius: 10px;
            border: 1px solid #2d2d44;
        }
        .stat-card h3 {
            margin: 0 0 10px 0;
            color: #888;
            font-size: 12px;
            text-transform: uppercase;
        }
        .stat-card .value {
            font-size: 24px;
            font-weight: bold;
        }
        .stat-card .value.positive { color: #00ff88; }
        .stat-card .value.negative { color: #ff4757; }
        .heatmap-container {
            background: #12121a;
            border-radius: 10px;
            padding: 20px;
            border: 1px solid #2d2d44;
            min-height: 500px;
        }
        .ai-insights {
            background: linear-gradient(135deg, #1a1a2e, #0f3460);
            padding: 20px;
            border-radius: 10px;
            margin-top: 20px;
            border: 1px solid #00ff88;
        }
        .ai-insights h3 {
            margin-top: 0;
            color: #00ff88;
        }
        .controls {
            display: flex;
            gap: 10px;
            margin-bottom: 20px;
        }
        select, button {
            padding: 10px 20px;
            border-radius: 6px;
            border: 1px solid #2d2d44;
            background: #1a1a2e;
            color: #e0e0e0;
            cursor: pointer;
        }
        button {
            background: #00ff88;
            color: #0a0a0f;
            font-weight: bold;
            border: none;
        }
        button:hover {
            background: #00cc6a;
        }
        .legend {
            display: flex;
            justify-content: center;
            gap: 20px;
            margin-top: 15px;
        }
        .legend-item {
            display: flex;
            align-items: center;
            gap: 5px;
        }
        .legend-color {
            width: 20px;
            height: 20px;
            border-radius: 4px;
        }
    
</head>
<body>
    <div class="container">
        <div class="header">
            <div>
                <h1 style="margin:0;">Order Book Heatmap</h1>
                <p style="margin:5px 0 0 0; color:#888;">Powered by HolySheep AI Tardis.dev Relay</p>
            </div>
            <div style="text-align:right;">
                <p style="margin:0; color:#00ff88;">Latency: <span id="latency">--</span>ms</p>
                <p style="margin:5px 0 0 0; color:#888;">Status: <span id="status" style="color:#ff4757;">Disconnected</span></p>
            </div>
        </div>

        <div class="controls">
            <select id="exchange">
                <option value="binance">Binance</option>
                <option value="bybit">Bybit</option>
                <option value="okx">OKX</option>
                <option value="deribit">Deribit</option>
            </select>
            <select id="symbol">
                <option value="BTCUSDT">BTC/USDT</option>
                <option value="ETHUSDT">ETH/USDT</option>
                <option value="SOLUSDT">SOL/USDT</option>
            </select>
            <button id="connectBtn" onclick="toggleConnection()">Connect</button>
            <button id="analyzeBtn" onclick="runAIAnalysis()" disabled>AI Analysis</button>
        </div>

        <div class="stats-grid">
            <div class="stat-card">
                <h3>Mid Price</h3>
                <div class="value" id="midPrice">--</div>
            </div>
            <div class="stat-card">
                <h3>Spread</h3>
                <div class="value" id="spread">--</div>
            </div>
            <div class="stat-card">
                <h3>Order Imbalance</h3>
                <div class="value" id="imbalance">--</div>
            </div>
            <div class="stat-card">
                <h3>Bid Volume</h3>
                <div class="value positive" id="bidVolume">--</div>
            </div>
            <div class="stat-card">
                <h3>Ask Volume</h3>
                <div class="value negative" id="askVolume">--</div>
            </div>
            <div class="stat-card">
                <h3>Large Orders</h3>
                <div class="value" id="largeOrders">--</div>
            </div>
        </div>

        <div class="heatmap-container">
            <div id="heatmap"></div>
            <div class="legend">
                <div class="legend-item">
                    <div class="legend-color" style="background:#d73027;"></div>
                    <span>High Ask Pressure</span>
                </div>
                <div class="legend-item">
                    <div class="legend-color" style="background:#ffffbf;"></div>
                    <span>Neutral</span>
                </div>
                <div class="legend-item">
                    <div class="legend-color" style="background:#1a9850;"></div>
                    <span>High Bid Pressure</span>
                </div>
            </div>
        </div>

        <div class="ai-insights">
            <h3>🤖 AI Market Analysis (DeepSeek V3.2 via HolySheep)</h3>
            <div id="aiInsights">
                <p style="color:#888;">Click "AI Analysis" to get real-time insights from DeepSeek V3.2 ($0.42/MTok output via HolySheep)</p>
            </div>
            <div id="costInfo" style="margin-top:10px; font-size:12px; color:#666;"></div>
        </div>
    </div>

    <script>
        // HolySheep Order Book Heatmap Client
        const HOLYSHEEP_WS = 'wss://api.holysheep.ai/tardis/ws';
        const HOLYSHEEP_API = 'https://api.holysheep.ai/v1';
        
        let ws = null;
        let orderBookHeatmap = null;
        let isConnected = false;
        let lastUpdateTime = Date.now();

        class OrderBookHeatmap {
            constructor() {
                this.orderBook = { bids: [], asks: [] };
                this.depth = 25;
            }

            update(data) {
                if (data.type === 'snapshot') {
                    this.orderBook = {
                        bids: data.bids.slice(0, this.depth),
                        asks: data.asks.slice(0, this.depth)
                    };
                } else if (data.type === 'update') {
                    data.bids?.forEach(([price, qty]) => {
                        if (parseFloat(qty) === 0) {
                            this.orderBook.bids = this.orderBook.bids.filter(
                                b => parseFloat(b[0]) !== parseFloat(price)
                            );
                        } else {
                            const idx = this.orderBook.bids.findIndex(
                                b => parseFloat(b[0]) === parseFloat(price)
                            );
                            if (idx >= 0) this.orderBook.bids[idx] = [price, qty];
                            else this.orderBook.bids.push([price, qty]);
                        }
                    });
                    data.asks?.forEach(([price, qty]) => {
                        if (parseFloat(qty) === 0) {
                            this.orderBook.asks = this.orderBook.asks.filter(
                                a => parseFloat(a[0]) !== parseFloat(price)
                            );
                        } else {
                            const idx = this.orderBook.asks.findIndex(
                                a => parseFloat(a[0]) === parseFloat(price)
                            );
                            if (idx >= 0) this.orderBook.asks[idx] = [price, qty];
                            else this.orderBook.asks.push([price, qty]);
                        }
                    });
                }
                this.orderBook.bids.sort((a, b) => parseFloat(b[0]) - parseFloat(a[0]));
                this.orderBook.asks.sort((a, b) => parseFloat(a[0]) - parseFloat(b[0]));
                this.orderBook.bids = this.orderBook.bids.slice(0, this.depth);
                this.orderBook.asks = this.orderBook.asks.slice(0, this.depth);
            }

            getMidPrice() {
                const bestBid = parseFloat(this.orderBook.bids[0]?.[0] || 0);
                const bestAsk = parseFloat(this.orderBook.asks[0]?.[0] || 0);
                return (bestBid + bestAsk) / 2;
            }

            getSpread() {
                const bestBid = parseFloat(this.orderBook.bids[0]?.[0] || 0);
                const bestAsk = parseFloat(this.orderBook.asks[0]?.[0] || 0);
                return bestAsk - bestBid;
            }

            getImbalance() {
                const bidVol = this.orderBook.bids.reduce((s, [, q]) => s + parseFloat(q), 0);
                const askVol = this.orderBook.asks.reduce((s, [, q]) => s + parseFloat(q), 0);
                return (bidVol - askVol) / (bidVol + askVol);
            }

            getVolume() {
                const bidVol = this.orderBook.bids.reduce((s, [, q]) => s + parseFloat(q), 0);
                const askVol = this.orderBook.asks.reduce((s, [, q]) => s + parseFloat(q), 0);
                return { bidVol, askVol };
            }

            getLargeOrders(threshold = 5) {
                const all = [...this.orderBook.bids, ...this.orderBook.asks];
                return all.filter(([, q]) => parseFloat(q) >= threshold).length;
            }

            getHeatmapData() {
                const midPrice = this.getMidPrice();
                const data = [];
                [...this.orderBook.bids, ...this.orderBook.asks].forEach(([price, qty]) => {
                    const dist = ((parseFloat(price) - midPrice) / midPrice) * 100;
                    const isBid = this.orderBook.bids.some(b => parseFloat(b[0]) === parseFloat(price));
                    data.push({
                        price: parseFloat(price),
                        qty: parseFloat(qty),
                        side: isBid ? 'bid' : 'ask',
                        dist
                    });
                });
                return data;
            }

            renderHeatmap() {
                const container = document.getElementById('heatmap');
                if (!container) return;
                
                container.innerHTML = '';
                const data = this.getHeatmapData();
                if (data.length === 0) return;

                const width = container.clientWidth || 1200;
                const height = 400;
                const margin = { top: 30, right: 100, bottom: 40, left: 100 };

                const svg = d3.select('#heatmap')
                    .append('svg')
                    .attr('width', width)
                    .attr('height', height);

                const xScale = d3.scaleLinear()
                    .domain([-2, 2])
                    .range([margin.left, width - margin.right]);

                const colorScale = d3.scaleSequential(d3.interpolateRdYlGn)
                    .domain([-1, 1]);

                const g = svg.append('g');
                
                data.forEach((d, i) => {
                    g.append('rect')
                        .attr('x', xScale(d.dist) - 8)
                        .attr('y', i * 16 + margin.top)
                        .attr('width', 16)
                        .attr('height', 14)
                        .attr('fill', colorScale(d.side === 'bid' ? d.qty / 10 : -d.qty / 10))
                        .attr('stroke', '#333')
                        .attr('rx', 2);
                    
                    g.append('text')
                        .attr('x', xScale(d.dist) + 15)
                        .attr('y', i * 16 + margin.top + 11)
                        .attr('fill', '#fff')
                        .attr('font-size', '11px')
                        .text(${d.price.toFixed(2)} | ${d.qty.toFixed(4)});
                });

                svg.append('g')
                    .attr('transform', translate(0, ${height - margin.bottom}))
                    .call(d3.axisBottom(xScale))
                    .selectAll('text').attr('fill', '#888');
                
                svg.selectAll('.domain, .tick line').attr('stroke', '#444');
                svg.append('text')
                    .attr('x', width / 2)
                    .attr('y', height - 5)
                    .attr('text-anchor', 'middle')
                    .attr('fill', '#666')
                    .attr('font-size', '12px')
                    .text('Distance from Mid Price (%)');
            }
        }

        function toggleConnection() {
            if (isConnected) {
                disconnect();
            } else {
                connect();
            }
        }

        function connect() {
            const exchange = document.getElementById('exchange').value;
            const symbol = document.getElementById('symbol').value;
            
            ws = new WebSocket(HOLYSHEEP_WS);
            
            ws.onopen = () => {
                isConnected = true;
                document.getElementById('status').textContent = 'Connected';
                document.getElementById('status').style.color = '#00ff88';
                document.getElementById('connectBtn').textContent = 'Disconnect';
                document.getElementById('analyzeBtn').disabled = false;
                
                ws.send(JSON.stringify({
                    action: 'subscribe',
                    exchange,
                    symbol,
                    channel: 'orderbook',
                    depth: 25
                }));
                
                orderBookHeatmap = new OrderBookHeatmap();
            };

            ws.onmessage = (event) => {
                const data = JSON.parse(event.data);
                lastUpdateTime = Date.now();
                document.getElementById('latency').textContent = Date.now() - lastUpdateTime;
                
                if (data.type === 'snapshot' || data.type === 'update') {
                    orderBookHeatmap.update(data);
                    update