<syboml>@bookTicker Stream missing event field!

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1

Why <symbol>@bookTicker does’t has e(event) field?

Just like <symbol>@trade

{
  "e": "trade",     // 事件类型
  "E": 123456789,   // 事件时间
  "s": "BNBBTC",    // 交易对
  "t": 12345,       // 交易ID
  "p": "0.001",     // 成交价格
  "q": "100",       // 成交数量
  "b": 88,          // 买方的订单ID
  "a": 50,          // 卖方的订单ID
  "T": 123456785,   // 成交时间
  "m": true,        // 买方是否是做市方。如true，则此次成交是一个主动卖出单，否则是一个主动买入单。
  "M": true         // 请忽略该字段
}

Can add it like this?

{
  "e": "bookTicker", 
  "u":400900217,     // order book updateId
  "s":"BNBUSDT",     // 交易对
  "b":"25.35190000", // 买单最优挂单价格
  "B":"31.21000000", // 买单最优挂单数量
  "a":"25.36520000", // 卖单最优挂单价格
  "A":"40.66000000"  // 卖单最优挂单数量
}
2

@dino

Need help~~~

3

Thanks for the suggestion. The team is aware of this request.

4

Any update?

5

The tickers do not include the e and E properties to reduce the message size and improve performance for the server and client due to the high frequency of messages.

If structure is a higher priority over performance, the property e can be extracted from the stream name when using the multi-stream websocket url.


wss://stream.binance.com:9443/stream?streams=btcusdt@bookTicker

{
    "stream": "btcusdt@bookTicker", # Extract stream type
    "data": {
        "u": 16376202896,
        "s": "BTCUSDT",
        "b": "41801.93000000",
        "B": "0.04953000",
        "a": "41801.94000000",
        "A": "2.13369000"
    }
}
7

I have a question. If the bookTicker stream did not have event time, how could i to make sure the latency if i subscribe lots of topic in one connection?

8

@cosmo It’s not possible to determine latency using the bookTicker stream.

6

Its a workaround but this lib can help you: GitHub - LUCIT-Systems-and-Development/unicorn-fy: Convert received raw data from crypto exchange API endpoints into well-formed python dictionaries.

{"stream":"btcusdt@aggTrade","data":{"e":"aggTrade","E":1592584651517,"s":"BTCUSDT","a":315753210,"p":"9319.00000000","q":"0.01864900","f":343675554,"l":343675554,"T":1592584651516,"m":true,"M":true}

becomes

{'stream_type': 'btcusdt@aggTrade', 'event_type': 'aggTrade', 'event_time': 1592584651517, 'symbol': 'BTCUSDT', 'aggregate_trade_id': 315753210, 'price': '9319.00000000', 'quantity': '0.01864900', 'first_trade_id': 343675554, 'last_trade_id': 343675554, 'trade_time': 1592584651516, 'is_market_maker': True, 'ignore': True}`