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Date/Time: Sat, 30 Nov 2024 06:24:27 +0000



Post From: Now Available: Binance Data Feed!

[2020-12-28 10:34:02]
User870514 - Posts: 25
I have't delved into the order book / DOM but is it possible that order spoofing is the cause?
Unregulated market remember, so filtering out the spoofers is another level of work to keep the feed clean.
Also bear in mind that there are wash trades.
It may or not be worth Sierra time to do this, depends on the workload and client demand but thanks again Sierra for the integration.
Date Time Of Last Edit: 2020-12-28 10:36:52