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src/BinanceBot.Market/Core Expand file tree Collapse file tree Original file line number Diff line number Diff line change @@ -77,19 +77,6 @@ public MarketDepth(string symbol)
7777 /// Update market depth
7878 /// </summary>
7979 /// <remarks>
80- /// How to manage a local order book correctly [1]:
81- /// 1. Open a stream to wss://stream.binance.com:9443/ws/bnbbtc@depth
82- /// 2. Buffer the events you receive from the stream
83- /// 3. Get a depth snapshot from https://www.binance.com/api/v1/depth?symbol=BNBBTC&limit=1000
84- /// -> 4. Drop any event where u is less or equal lastUpdateId in the snapshot
85- /// 5. The first processed should have U less or equal lastUpdateId+1 AND u equal or greater lastUpdateId+1
86- /// -> 6. While listening to the stream, each new event's U should be equal to the previous event's u+1
87- /// -> 7. The data in each event is the absolute quantity for a price level
88- /// -> 8. If the quantity is 0, remove the price level
89- /// 9. Receiving an event that removes a price level that is not in your local order book can happen and is normal.
90- /// Reference:
91- /// 1. https://github.com/binance/binance-spot-api-docs/blob/master/web-socket-streams.md#how-to-manage-a-local-order-book-correctly
92- /// </remarks>
9380 public void UpdateDepth ( IEnumerable < BinanceOrderBookEntry > asks , IEnumerable < BinanceOrderBookEntry > bids , long updateTime )
9481 {
9582 if ( updateTime <= 0 )
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