May 6, 2024

Where can you get the order books of crypto exchanges with minimum intervals for a reasonable price?

Colleagues, welcome!We are engaged in algorithmic trading, we decided to test our models on the crypto market. We started withBinance.We pull data in real time through the API. We still can’t figure out how to collect the ENTIRE order book in a moment https://binance-docs.github.io/apidocs/spot/en/#individual-symbol-book-ticker-streams – Pushes any update to the best bid or ask’s price or quantity in real-time for a specified symbol. That is, this method gives only the top of the glass.If anyone knows how:1. Collect the ENTIRE order book on the pairs BTC/USDT, ETH/USDT and ETH/BTC - I will or 2. take reliable historical data OHLCV + entire orderbook (tick/minute)Tell me, I will be extremely grateful!