Finance, Cryptocurrency, Quantitative Finance, Market Research, Data Engineering.
wss://fstream.binance.com/stream?streams=btcusdt@depth. Buffer the events you receive from the stream. For same price, latest received update covers the previous one. Get a depth snapshot from https://fapi.binance.com/fapi/v1/depth?symbol=BTCUSDT&limit=1000 . Drop any event where u is <