Hello, how to calculate the entry price correctly? I create the first market order and save it to DB entry price equals 0. After that, I listen to user data stream to get events. When I get an event I calculate new entry price (old entry price + Last Filled Price from event) / 2 = number. Next I save this number to db and repeat. I decided to compare my entry price in DB with Binance entry price and they are different a bit. About $3 but it’s a serious difference for the next calculation. How to do that correctly? I can send a request to Binance API Documentation each time I get an event, but it’s crazy and Binance doesn’t recommend it. I think it related to precision but I’m not sure and I don’t know any ways to solve it using websocket
Answered here