derivative_ticker
open interest data is available since 2020-05-13 - date since we've started collecting that info via Binance USDT Futures REST API (open interest channel).depth
channel has been recorded with the fastest update speed API allowed at the time. It means until 2020-01-07 it was [email protected]
- book updates pushed every 100ms and after that date it was [email protected]
- book updates pushed real-time (new API feature).
"stream":"<symbol>@depthSnapshot"
and "generated":true
fields.
pu
and u
fields) - in case of detecting missed message WebSocket connection is being restarted. We also validate if initial book snapshot fetched from REST API overlaps with received depth
messages.
"stream":"<symbol>@openInterest"
and "generated":true
fields and data
field has the same format as REST API response.