Hello,
Is there any reliable way to understand if information about a trage or aggTrade happened in the past taken into account in a next diff. depth when talking about Spot market?
In case of Futures/Coins one can use transaction time (T) for this assuming that diff.depth with transaction time=X contains information about all the trades with transaction time < X.
The problem is that diff. depth on Spot market doesn’t provide transaction time.
Thanks