The bookTicker websocket (Binance API Documentation)
has the field “E”: 1568014460893, // event time
I have a logic in my program to discard events that are too old, compared to the local system timestamp, usually I get events timestamped within 400ms or less. I ignore everything below that to avoid working with stale data and speed up processing, also clear up any traffic jams caused by the program logic taking too long on certain actions.
Yesterday though, during the big stupid dump, they got all of a sudden to 7000 or more milliseconds delay. That is insane! So, the choice is there, either consume crazy outdated packets or not consume anything at all!
I understand there might be volatility performance restrictions, but maybe there should be an option where binance server skips or consolidates some events in those cases, to maintain a resonable service level? It would be better that hopelessly outdated data, just for the history record