How to check for corrupted orderbooks

Websocket
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Hello,

I have recently migrated from the FTX API to adapt my algo to Binance, since FTX is no more online.
With FTX API, I could check that my current local version of the orderbook was not corrupted by performing a checksum at every update (look their docs here).

I am now streaming websocket updates from the btcusdt@depth@100ms channel. I am applying the updates as suggested in the docs here but I don’t understand how can I be sure that the local copy of the orderbook is actually right. is there any consistency check I can perform like I was used to do with FTX?

Thanks

2

There is no checksum available at the moment. Sadly, there is no practical way to mechanically validate the order book computation either, unless you test it with very low-volume symbols.

You can retain computed order book states, query a snapshot with GET /api/v3/depth, but there is no guarantee that the lastUpdateId you receive in response would be one of the states you computed while listening to the btcusdt@depth stream, since you get a batch of updates and not individual ones :frowning: