Add Event Time field to spot websocket book streams

Hi,

I’d like to request the inclusion of the event time in the spot websocket order book streams.

These streams are the following:

  • Individual Symbol Book Ticker Streams: <symbol>@bookTicker
  • Partial Book Depth Streams: <symbol>@depth<levels> and <symbol>@depth<levels>@100ms

An “E” field should be added to the stream data payload, that contains the Event time similarly as it is present in the Diff. Depth Stream (<symbol>@depth).

This event time is very important to be able to detect network delays in case of websockets and determine if the order book data is still usable or should be considered outdated by the trading algorithm.

(Also while you’re here, you could also add a symbol field to the Partial Book Depth Streams, as it’s missing in those payloads. However, this is not as important as the event time, as this information is also present in the stream name.)

Thank you.

Yes please!
This would be a great addition to the REST endpoints as well.

thanks for the feedback, will forward to team for review.

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