Hello there. I faced the problem that GET /api/v3/ticker/bookTicker interface returns wrong askQty/bidQty values.
Please look. Here what I did:
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Make screenshot of current order book state
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Send request for current order book state in postman
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Make screenshot of current order book state just to decrease probability that during delay between 1 and 2 nothing suddenly happened.
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Firstly you can see that time on web page is 7:10:42 and ask order qty is ~1.38M
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Postman request was sent 7:10:46 and it shows askQty as ~50254 which is so far from 1.38M even if suggest that it is quote quantity
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On third screen you can see that at 7:10:49 ask qty still shows near ~1.44M so there is low probability that at 2nd suddenly was big order decrease.
It looks like bug in this API interface or I don’t understand something. Please look. I’ve also tried such steps 5 times so there are really low probability that here suddenly happened decrease order quantity between 1st and 2nd steps.
