Hello,
I try to use @bookTicker in my project.
In documentation Binance API Documentation web socket push data:
{
"e":"bookTicker", // event type
"u":400900217, // order book updateId
"E": 1568014460893, // event time
"T": 1568014460891, // transaction time
"s":"BNBUSDT", // symbol
"b":"25.35190000", // best bid price
"B":"31.21000000", // best bid qty
"a":"25.36520000", // best ask price
"A":"40.66000000" // best ask qty
}
This data have field - "u" - order book updateId.
In documentation written - Update Speed: Real-time.
**Question:** Why field value of "u" is not consistent. For example: i get u = 1690098908783, next data u = 1690098908888. I expected 1690098908783 > 1690098908784. Web socket does not give all the changes of order book?
P.S.: I'm trying to match trades with the order book, and I have a problem that the order book update is much less frequent than the trades.
Thanks