If I log the messages for the WebSocket and the responses I get to HTTP requests, I seem to get a some HTTP responses with transactionTime that are ~350ms higher than the updates I am getting.
E.g.:
- Send new order via HTTP request
- WebSocket message for exmplbtc@aggTrade with transactionTime == 1000
- WebSocket message for exmplbtc@aggTrade with transactionTime == 1010
- HTTP response with transactionTime = 1400
- WebSocket message for exmplbtc@aggTrade with transactionTime == 1020
- WebSocket message for exmplbtc@aggTrade with transactionTime == 1035
… - WebSocket message for listenkey, executionReport with transactionTime == 1400
Am I doing something wrong?
Notes:
- spot trading
- I am only considering timestamps given by binance server; the local clock is not relevant here.
Example log, with reception of HTTP response with transactTime:…2288 between events “E”:…1944 and “E”:…1947, so a delay of ~340 ms