Hi, we're checking out the bookDepth file for USD perpetuals downloaded from the historical site. May I know how the bookDepth data generated? It seems the 5-level depth data are not consistent with the order books shown on the binance trading website?
For example, 'SOLUSDT' perpetual contract, bookdepth data on 2025-12-07 is shown as:
what does the 'percentage', 'depth', 'notional' mean respectively, and how are they generated?
Thank you!
Hi, we're checking out the bookDepth file for USD perpetuals downloaded from the historical site. May I know how the bookDepth data generated? It seems the 5-level depth data are not consistent with the order books shown on the binance trading website?
For example, 'SOLUSDT' perpetual contract, bookdepth data on 2025-12-07 is shown as:
what does the 'percentage', 'depth', 'notional' mean respectively, and how are they generated?
Thank you!