Hi there,
I’m using the book ticker stream to get real time bid- and ask prices of different trading pairs. I’d like to measure the latency by comparing the timestamp of the websocket message with the time the message is received. However, the bookticker stream doesn’t contain time data. Is there any way around this? Does the order book update id contain any time information?
Tick/trade data has timestamps, you should be able to estimate latency from those.