I want to see if it is worthwhile to arbitrage between 2 or 3 related symbols.
Using regular APIs the slippage is a problem.
I understand that using web sockets the data arrives faster, so it could help to minimize the problem of slippage.
But, please, how I set up a web socket connection to get @depth for a list of symbols? I need current bid and ask values.
Many thanks.
You can get them by combined mode, e.g.
wss://stream.binance.com:9443/stream?streams=btcusdt@depth/bnbusdt@depth/bnbbusd@depth
Then you will get depth from those symbols in one connection.
These details are in the API document.
Thanks a lot!
Sorry to not thank you before.
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