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