I’m looking at https://github.com/binance/binance-spot-api-docs/blob/master/web-socket-streams.md#how-to-manage-a-local-order-book-correctly and the items immediately above it.
Partial Book Depth Streams
Top bids and asks, pushed every second. Valid are 5, 10, or 20.
Stream Names: @depth OR @depth@100ms
Update Speed: 1000ms or 100ms
So I call this once and get the 20 bids and 20 asks closest to the center of the book. So that’s a mini order book.
And then I get real-time updates with #diff-depth-stream
And “grow your own crystal” style, my mini order book gradually approaches the real one as time goes on.
So my question is: What limits are there on pulling this data? How can I pull it for all FOOBTC symbols?