Replicate the size and sum of the order book using the binance API

I’m trying to replicate the size and sum of the order book using “/fapi/v1/depth” but without success.

Could you please help?
Thank you in advance for your answer.

could you please share what’s the issue and how did you do with it? thank you

In the documentation they mention the following

How to manage a local order book correctly

  1. Open a stream to wss:// .
  2. Buffer the events you receive from the stream.
  3. Get a depth snapshot from .
  4. Drop any event where u is <= lastUpdateId in the snapshot.
  5. The first processed event should have U <= lastUpdateId +1 AND u >= lastUpdateId +1.
  6. While listening to the stream, each new event’s U should be equal to the previous event’s u +1.
  7. The data in each event is the absolute quantity for a price level.
  8. If the quantity is 0, remove the price level.
  9. Receiving an event that removes a price level that is not in your local order book can happen and is normal.
1 Like