I am building local orderbook and find some posts say
remove from your Partial asks all values in the range of min/max asks of the stream update receive, do the same for the bids
I wonder if this is ture, since official steps doesn’t contain it.
Why do they advise that?
The correct steps to build local orderbook is at:
https://binance-docs.github.io/apidocs/spot/en/#how-to-manage-a-local-order-book-correctly
I saw from python - Binance orderbook size increases over time - Stack Overflow
The data does grows and binance would not send you all the depths, so I wonder whether the SO answer is ture .