Get Aggregated Book via WebSocket

API Spot/Margin API
1

I’m developing an application to read the Binance Order Book as following:

        data = dict()
        data["method"] = "SUBSCRIBE"
        data["params"] = []
        for symbol in self.ws_subscriptions:
            data["params"].append(symbol + "@depth5@100ms")
        data["id"] = self._ws_id
        self.log_event(f"Contracts to be subscribed: {data}")
        try:
            self.ws.send(json.dumps(data))
            self.log_event(f"WebSocket {data['method']} to {self.ws_channel_book} update")
        except Exception as e:
            self.log_event(f"ERROR: WebSocket error while {data['method']} {self.ws_channel_book} {e}")

It works perfectly but I have a specific need that is basically to “aggregate” the positions coming from the stream. Is there a way to request via API a specific aggregation data set?

Let me explain with two simple images
standard order book obtained via API

aggregated order book that I need

Thanks to all of you will spot the light to help me.

2

that’s not available from API directly, however you can aggregate on the client side.

3

ok but don’t you agree that is something cumbersome aggregating on client side?
It should call web socket store data somewhere and then aggregate values, it should take hours of work to achieve this