I’m updating my local order book with subscribing btcusdt@depth@100ms; Why getting some updates with huge volume in continuous; please find the vol:124.36 in ss below :
??? Any advice ???
These may just be orders that are placed on the orderbook. Why do you think there is inconsistency?
please spot on Price and Volume. I got those messages in second. is it normal? Why someone give bid order from 12500 with 124.36 quantity while market prices is around 23500 - 24000 ???