Please add orderbook update stream with custom depth

API Spot/Margin API
1

Hello,

right now the spot websocket from binance only has these two options as orderbook stream:

  1. Send all (eg. 20) bids/asks if any from them changes.
  2. Send the changed bid/ask if anything changes.

But nearly every other exchange (Kraken, bitfinex, poloniex, bitpanda, bittrex…) also offers this:
3) Send the changed bid/ask if something within the top (eg. 20) bids/asks changed.
This 3rd option is superior to both options binance currently offers, because it is much less internet traffic.

Would be great if binance could add this. Because of the reduced internettraffic it even could be realtime easily.

2

Thanks for the feedback, we will share it with team.