Add a timestamp to bookTicker

Websocket
1

Hi,

to allow algos to detect marketdata delays in bookTicker messages you could add a timestamp to the message like this:

{
“stream”:“btcusdt@bookTicker”,
“data”:{
“u”:39952892668,
“E”:1698681164508, <----- new timestamp
“s”:“BTCUSDT”,
“b”:“34647.84000000”,
“B”:“5.19718000”,
“a”:“34647.85000000”,
“A”:“5.11184000”
}
}

This would allow algos to check the marketdata latency without subscribing trades for that symbol.

2

Thank you for the feedback, we’ll note that down.

3

+1 that would be very useful especially with the current high latency issue we can see on the websocket’s streams: Inconsistency of websockets since yesterday