How to clone full Binance order book

Hi there.

I want to get full binance order book. If I use /api/v3/depth with a limit of 5000 entries I can’t get a big range of price when I gather them.

I want to know how platforms like okotoki do for having all that data extracted from binance. Do I need a special access to API in order to get access to that data?


You need to use the websocket stream together with rest API endpoint. Read more about it here: Binance API Documentation

I have tried to do that some times but I don’t know how to do it properly. I have some doubts, such as:

  • Must I only take care of the last stream event or should I sum the amount of btc of each level of each event?
  • Why I have to take a snapshot of the order book if I am also using the stream? The information in both cases are the same, aren’t they?
  • Why binance shows orders in levels such as 75000$ but I can’t see them at API snapshot?

Thanks in advance for your time