forceOrder data missing in snapshots since April 27 2021

Websocket
1

Since the change to snapshots on the 27 April 2021, there’s a huge amount of data missing in each snapshot for the forceOrder USD-M websocket streams.

If multiple liquidations happen for the same symbol in one snapshot, it will only include the last one, even if it is smaller than others or even for a different side.

Our trading systems were dependent on the integrity of this data stream, with multiple VIP investors trading with us. Our volume went from several thousand 30d BTC to almost 0 because our strategies cannot work without the missing data. Investors are angry and the dropped volume from our trading also means a huge drop in commission fees paid by our trading activity to binance.

Every day that this data is missing it hurts binance, it hurts investors and it hurts our business. We have tried the telegram group and the support channels but no one will give us feedback. Please find a way to add this missing data to the snapshot streams. Either aggregate it or provide it raw. Anything is better than the missing data we have now.

Thank you!

2

Hi @TS_ST, we’re aware of feedbacks on @forceOrder stream to provide all the liquidation data and this has been delivered to the internal team before, although we don’t have updates to share and possibly won’t have in the short term.
If there’s change in the future, it’ll be in API documentation’s change log section.

3

Hi Aisling, I would like to reiterate the importance of this flaw in the forceOrder events. The random sample data is not as reliable as the full sample used to be, it has significantly reduced our trading volume on binance. Please reiterate to the team whether these snapshots can either be improved to contain all the data since the last snapshot, or if you could perhaps add a forceOrderAggregate stream to provide an aggregated version of this data separately. Thank you.