Im trying to manage a local orderbook from futures for BTCUSDT, my doubts are related to Binance endpoints cause allegendly on the documentation they point out that with a Snapshot you can get the current state of the orderbook, I did the request and the data dosent match with the current orderbook on the futures market website(I make sure to watch the correct market futures not spot and the correct ticket).
The request that makes the snapshot (https://fapi.binance.com/fapi/v1/depth?symbol=BTCUSDT&limit=1000) this to me dosent look like the current state I mean should match with the current order book at the time and is far from that result, so the websocket is for update that looks more logic cause the quantities are small and make sense for me.
What I uderstand is that on the website order book you can modify the amout, in which they show you the orders such as every 50, 100, 10 or even 1 related to the price; I get that so my error is that I should make the logic to group the data similar I mean every 50 range on the price sum the total?, cause I thought that but the amounts looks so low to me to reach the amounts showed on the website orderbook.
Once you get the local order book is easy to see what the websocket endpoint delivers just sum or subsctract the amount.
Any help would be great guys
Just clarify mi doubts from somebody with experience on the topic.
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