We've been using the EMA Java libraries and have 2 queries around how updates take place.
We are subscribing to the full depth for an instrument - e.g. 1MCU=LX, and there can be more than 10 levels of depth. When there is more 10 levels of depth the key changes from BEST_ASI9 to BEST_ASZ10 - can you please confirm what pattern we should be using to pull this out, or if we need to be using a EMA java function to pull this out?
The other query is when we are using a refresh style update, how does the consuming application know when a particular layer has been removed? I.e. with 10 layers of depth provided and layer 5 gets consumed, do we get the full snapshot again, or publish with 0 volume at the old price level, or some other solution?