I've been trying to reconstruct the LOB for XRPUSDT on Binance based on the LOB updates I get from the Binance API (every 100 ms). It looks legit most of the time as below but sometimes it looks strange (bid levels exceed ask levels). Over time (about one minute) the picture starts to look normal again. Anybody has an idea what happens? [link] [comments] |
You can get bonuses upto $100 FREE BONUS when you:
π° Install these recommended apps:
π² SocialGood - 100% Crypto Back on Everyday Shopping
π² xPortal - The DeFi For The Next Billion
π² CryptoTab Browser - Lightweight, fast, and ready to mine!
π° Register on these recommended exchanges:
π‘ Binanceπ‘ Bitfinexπ‘ Bitmartπ‘ Bittrexπ‘ Bitget
π‘ CoinExπ‘ Crypto.comπ‘ Gate.ioπ‘ Huobiπ‘ Kucoin.
Comments