I created a script that is continously getting a historical candle right after it closed.
When I started to calculate indicators I noticed, that a lot of times the closing price does not match with what I see on the website’s chart.
I dig a little deeper and found out that Open High Low matches for the candle and half of the time the closing time too, but sometimes the closing price differs by a few dollars for BTCUSDT.
I get the last candle data by setting the endtime for the candle and limiting it to only 1 candle.
I tried to take out the endtime and changing the limit to get the latest 10 candles and it spits out the same candle I was asking before.
I am checking the price on the original view of binance futures which should be the same as the API as I think. Since everything matches except the closing price I am looking at the right chart.
Does anybody has an idea what did I do wrong or there is something server side?
Edit: I put some example, but unfortunately it only lets me include one picture, so this is from yestreday, but shows the same (difference is not huge here, but I had a few candles with 4-5 dollar difference)