In the Diff Depth Stream I am getting orderbook diff entries, where a price level quantity is replaced with the same quantity at the same price level.
Is this normal and expected? Does it mean within the 100ms, the level was likely removed and re-instated or changed and changed back?
As an example, please look at the bid level “29491.99000000”,“16.81603000” in the first and last update
$ wscat -c wss://stream.binance.com:9443/ws/btcusdt@depth@100ms
Connected (press CTRL+C to quit)
< {“e”:“depthUpdate”,“E”:1692025699490,“s”:“BTCUSDT”,“U”:38301095116,“u”:38301095124,“b”:[[“29491.99000000”,“16.81603000”],[“29480.07000000”,“0.01000000”],[“29479.07000000”,“0.00000000”]],“a”:[[“29497.77000000”,“0.00000000”],[“29501.62000000”,“0.00000000”],[“29502.92000000”,“0.00000000”],[“29503.92000000”,“0.01000000”],[“29504.09000000”,“0.06782000”],[“29534.68000000”,“0.00464000”]]}
< {“e”:“depthUpdate”,“E”:1692025699590,“s”:“BTCUSDT”,“U”:38301095125,“u”:38301095128,“b”:[[“29488.00000000”,“3.47114000”],[“29454.50000000”,“0.00287000”]],“a”:[[“29494.88000000”,“0.63026000”],[“29495.18000000”,“0.00000000”]]}
< {“e”:“depthUpdate”,“E”:1692025699691,“s”:“BTCUSDT”,“U”:38301095129,“u”:38301095134,“b”:[[“29489.45000000”,“0.00084000”],[“29487.28000000”,“0.00000000”]],“a”:[[“29496.62000000”,“0.67892000”],[“29502.35000000”,“0.67879000”],[“29504.00000000”,“0.67875000”]]}
< {“e”:“depthUpdate”,“E”:1692025699791,“s”:“BTCUSDT”,“U”:38301095135,“u”:38301095166,“b”:[[“29491.99000000”,“16.81603000”],[“29491.59000000”,“0.00000000”],[“29486.89000000”,“0.00200000”],[“29482.91000000”,“0.02000000”],[“29482.76000000”,“0.00000000”],[“14745.00000000”,“0.10000000”]],“a”:[[“29494.24000000”,“0.97466000”],[“29494.55000000”,“0.00000000”],[“29495.48000000”,“0.57607000”],[“29495.83000000”,“0.00000000”],[“29496.46000000”,“0.40737000”],[“29497.27000000”,“0.00000000”]]}