How to sync orderbook updates with trades on Spot?


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.


Unfortunately the timestamp is not available in spot diff orderbook stream.