I’m trying to compare order book values with API values, but here some values are missing while comparing them with https://www.binance.com/en/orderbook/BTC_USDT
In order-book when we select Depth 100 and Group 0 decimal it takes few seconds to load all the data means all 100 entries but while loading we can see some values on the bottom like buy order - 3000, 3500, 4000, 5000 and sell order values like 14000, 16000, 20000, 22000, 19500 which appear only till loading all 100 entries then they disappear, these rare values are missing in API data.
See binance websocket api Diff. Book Depth Streams, that’s fully updating
Could you please give a little more details on what did you do?
- what is the exactly url , with the parameters.
- what’s the response data
- how do you group and what happened.
Actually, with the help of API, I was trying to collect data from Binance who’s quantity is more than 50 and was comparing them manually to be sure that I’m getting all the values that are appearing on the order book.
When we open the url ( https://www.binance.com/en/orderbook/BTC_USDT ) you will see on the top right-hand corner shows depth 15 and 2 decimal by default.
So here I select Depth 100 and 0 decimal so I won’t see unnecessary values.
While doing this I realize values and their quantity are frequently changing and to load 100 values it takes time but while loading I saw few values in both Buy order and Sell order like (buy)3000,5000, 4500, 6000, 6198 and (Sell) 16000,18000, 19500,20000, 22000 are missing in API data.
So these rare values disappear when order book is fully loaded with 100 and I’m unable to get these values in API
Hello, I am also having the problem mentioned above. When I order books for a parity with the API, the data is missing. I choose 5000 as the limit in the API. Example:
At this stage, I can see higher priced offers when the decimal area is 1 and the depth is 100.
The data from here is different. I cannot get high priced sales offers in the sales book that comes with Rest API.
Is there any way to select groups or get all buy and sell offers when using API?
Does anyone have an idea about this topic?
I’m also having same trouble, someone have a solution whit websockets?