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Date/Time: Tue, 16 Apr 2024 11:37:00 +0000

Post From: Now Available: Binance Data Feed!

[2020-12-28 10:34:02] Link To Thread - Link To Post [Go To First Post]
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