Adds checksum orderbook validation

bfxapi/examples/subscribe_orderbook.py

@@ -0,0 +1,31 @@
+import os
+import sys
+sys.path.append('../')
+
+from bfxapi import Client
+
+bfx = Client(
+  logLevel='INFO',
+  # Verifies that the local orderbook is up to date
+  # with the bitfinex servers
+  manageOrderBooks=True
+)
+
+@bfx.ws.on('error')
+def log_error(err):
+  print ("Error: {}".format(err))
+
+@bfx.ws.on('order_book_update')
+def log_update(data):
+  print ("Book update: {}".format(data))
+
+@bfx.ws.on('order_book_snapshot')
+def log_snapshot(data):
+  print ("Initial book: {}".format(data))
+
+def start():
+  bfx.ws.subscribe('book', 'tBTCUSD')
+  bfx.ws.subscribe('book', 'tETHUSD')
+
+bfx.ws.on('connected', start)
+bfx.ws.run()