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WebSocket 订单簿更新时间戳出现乱序

2026-07-18 · Predict · 2 条相关讨论

kmax_eth 2026-07-18 17:08:51

Hi, is it safe to assume orderbook updates coming from websocket have monolithic increasing updateTimestampMs? I am asking because I observed older timestamp (like several seconds behind)

Hi, is it safe to assume orderbook updates coming from websocket have monolithic increasing updateTimestampMs? I am asking because I observed older timestamp (like several seconds behind)

kmax_eth 2026-07-18 17:09:58

updateTimestampMs sometimes can get out of order to be precise

updateTimestampMs sometimes can get out of order to be precise