我在币安的深度流中获得了 0 个数量

问题描述

当连接到 wss://stream.binance.com:9443/ws/ethusdt@depth 代替数量时，我有时（实际上经常）像示例消息中那样得到 0：

{
    "e": "depthUpdate","E": 1623439441427,"s": "ETHUSDT","U": 8550164870,"u": 8550165574,"b": [
        [
            "2406.49000000","0.00000000"
        ],[
            "2406.48000000",[
            "2406.35000000",[
            "2406.25000000",[
            "2406.23000000",[
            "2406.21000000",[
            "2406.20000000",[
            "2406.19000000",[
            "2406.17000000",[
            "2406.16000000",[
            "2406.15000000",[
            "2406.14000000",[
            "2406.01000000",[
            "2405.99000000",[
            "2405.97000000",[
            "2405.96000000",[
            "2405.95000000",[
            "2405.94000000",[
            "2405.93000000",[
            "2405.86000000",],"a": [
        [
            "2405.59000000",[
            "2405.60000000",[
            "2405.61000000",[
            "2405.64000000",[
            "2405.65000000",[
            "2405.66000000","0.95380000"
        ],[
            "2405.67000000","8.00000000"
        ],[
            "2405.83000000",[
            "2406.10000000","0.98850000"
        ],[
            "2406.11000000","3.31912000"
        ],[
            "2406.12000000","3.28392000"
        ],[
            "2406.13000000",[
            "2406.18000000","0.32100000"
        ],[
            "2406.22000000",[
            "2406.26000000","1.00000000"
        ],[
            "2406.29000000","3.00000000"
        ],[
            "2406.30000000","0.75917000"
        ],[
            "2406.31000000",[
            "2406.36000000",[
            "2406.37000000","0.54000000"
        ],[
            "2406.46000000","7.81255000"
        ],[
            "2406.47000000","10.38000000"
        ],[
            "2406.49000000","1.50103000"
        ],[
            "2406.50000000",[
            "2406.51000000","1.48621000"
        ],[
            "2406.62000000",[
            "2406.63000000","9.40536000"
        ],[
            "2406.64000000","17.91499000"
        ],[
            "2406.70000000","2.76583000"
        ],[
            "2406.78000000",[
            "2406.79000000",[
            "2406.80000000","0.06000000"
        ],[
            "2406.81000000",[
            "2406.83000000",]
}

这里每对中的第二个数字代表买入或卖出数量。 我在 Postman 中得到了完全相同的行为，并且也在其他硬币对上使用了 rust 客户端库。 这是故意的还是某种错误？

解决方法

这是正常的。我不知道为什么币安没有解决这个问题，但正如 API 文档所说，你应该忽略它。

How to manage a local order book correctly

如果数量为 0，则移除价格水平。