order diff depth stream

Websocket
1

https://binance-docs.github.io/apidocs/spot/en/#diff-depth-stream

{
  "e": "depthUpdate", // Event type
  "E": 123456789,     // Event time
  "s": "BNBBTC",      // Symbol
  "U": 157,           // First update ID in event
  "u": 160,           // Final update ID in event
  "b": [              // Bids to be updated
    [
      "0.0024",       // Price level to be updated
      "10"            // Quantity
    ]
  ],
  "a": [              // Asks to be updated
    [
      "0.0026",       // Price level to be updated
      "100"           // Quantity
    ]
  ]
}

does the feed always comes with u >= U ?

2

Yes, as verified in the comments of the code you’ve shared, the “u” is the final update ID and “U” is the first update ID, so it’s expected for the “u” value to be higher.