Hi All
I am using below api to get order book.
GET /api/v3/depth .
We hit this api on each 3 second. But when comparing our data with below url(Orderbook) . We are missing some entries. Can you please suggest me on this . Why all data is not fetched using api.
https://www.binance.com/en/orderbook/BTC_USDT
Same problem but on stream:
The orderbook from GET /api/v3/depth
is the snapshot of the orderbook at the time of “lastUpdateId”. And the orderbook at https://www.binance.com/en/orderbook/BTC_USDT is a live updated orderbook. They can’t not be easily compared.