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

API Futures API
1

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

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

2

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

3

In the documentation they mention the following

How to manage a local order book correctly

  1. Open a stream to wss://stream.binance.com:9443/ws/bnbbtc@depth .
  2. Buffer the events you receive from the stream.
  3. Get a depth snapshot from https://www.binance.com/api/v3/depth?symbol=BNBBTC&limit=1000 .
  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.
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