for that reason, we are forced to use a heavily resource-intensive endpoint of “individual book ticker” for 1000’s of symbols, which is OVERKILL of resources, because we dont need full orderbooks at all. the application shows best bid-ask for symbols to users, like a statistics, which we update once in a second. So, we just need to get best bid-ask data for all symbols in one call/stream, instead of subscribing to 2000’s symbols of full orderbook!
Do you understand what a inferior thing is that? please include best bid-ask in futures too, like it is in spot.
I was told the ticket is being tracked under id: FB14645
there are several problems with your suggestion:
as spot-api Binance API Documentation said a month ago, that all-bookticker endpoint is being deprecated in spot-api, so I assume the same will happen to futures anytime soon
in SPOT-API, again to mention, the best bid-ask is included in regular ticker stream. I dont understand, why FUTURES API doesn’t include that. which one is making a mistake?
spot api, for same all-booker REST endpoint, charges 2-weight (while spot has 100 times more pairs) : Binance API Documentation
but futures api charges 5-weight for one call. that is very inconsistent behavior by futures.
Please note that Spot and Futures are different products, under different managements and follows different tech structures.
This means, changes on one side doesn’t imply changes to another and both of they doesn’t have to provide same responses or request weights.
However, we’ll register down your feedback internally.