[Binance] Order book gets out of sync after a while

[badgerwithagun]

I've noticed that an order book snapshot gets out of sync over time (even including #197). We're definitely not using quite the same approach described in Binance's docs for accurately syncing via the streaming API. The solution is probably to follow that more slavishly and/or to do periodic refreshes from the pull API.

I'll be looking into this properly when I get a chance. Just recording it here for reference.

[davidjirovec]

How do you check if it gets out of sync? In which way are they out of sync? Missing values? Wrong values?

There is also repo with implementation of Java client for their api https://github.com/binance-exchange/binance-java-api

[badgerwithagun]

It usually seems to manifest as filled orders not disappearing at the top of the book, so let's say you have bid at 6001 and ask at 6002 on the ticker, the bid and ask sides of the order book might have orders at 6012, 6013 left over from before the price dropped.

Pretty sure the reason will become obvious when I start digging into it...

[davidjirovec]

I would guess it might be an issue of xchange-stream not working with lastUpdateId

[badgerwithagun]

Duplicate of #86