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nkaz
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Thaddeus
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Switch to use transaction timestamp for binance where available (futures order book data and book ticker) instead of event timestamp
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Thaddeus
March 14, 2024
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Thaddeus
marked this post as
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·
October 30, 2024
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n
nkaz
transaction time is the actual time at which matching happens. and event time is the send time.
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March 14, 2024
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Thaddeus
nkaz sorry,fixed title
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March 15, 2024
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Thaddeus
(both for real-time and historical data)
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March 14, 2024
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