when i get the update, i cant find many prices on order book that i have taked before. should i added to the order book , they are new levels ?
Hi. Could you provide more info regarding the question?
- Which stream did you subscribe to for the update?
I can't find many prices on order book that I have taken before.How did you collect the prices before?
Should I add to the order bookWhat are you planning to add?
- What do you mean be levels?
thank you for your response
1- the stream is : @depth@100ms
2- i collect the order book by the request:
r = requests.get('https://api.binance.com/api/v3/depth?symbol=’+ self.exchange + ‘&limit=1000’)
3- i want to update the order book
4- level is each price and quantity from 1 to 1000
When you find the prices collected from API are missing from the stream, it is possible that the prices are too low or too high that no other orders match them. On the other hand, when the prices from the market stream do not appear in the API, if the quantity is 0, it’s fine to ignore. This means the orders with that price are cleared from the orderbook. However, if it’s greater than 0, it’s time to add in.
This description on the API doc may help. https://binance-docs.github.io/apidocs/spot/en/#how-to-manage-a-local-order-book-correctly