我在币安上获得了 0 数量的深度流

Question

当连接到wss://stream.binance.com:9443/ws/ethusdt@depth来代替数量时，我有时(事实上经常(会得到0，就像示例消息中那样：

{
"e": "depthUpdate",
"E": 1623439441427,
"s": "ETHUSDT",
"U": 8550164870,
"u": 8550165574,
"b": [
[
"2406.49000000",
"0.00000000"
],
[
"2406.48000000",
"0.00000000"
],
[
"2406.35000000",
"0.00000000"
],
[
"2406.25000000",
"0.00000000"
],
[
"2406.23000000",
"0.00000000"
],
[
"2406.21000000",
"0.00000000"
],
[
"2406.20000000",
"0.00000000"
],
[
"2406.19000000",
"0.00000000"
],
[
"2406.17000000",
"0.00000000"
],
[
"2406.16000000",
"0.00000000"
],
[
"2406.15000000",
"0.00000000"
],
[
"2406.14000000",
"0.00000000"
],
[
"2406.01000000",
"0.00000000"
],
[
"2405.99000000",
"0.00000000"
],
[
"2405.97000000",
"0.00000000"
],
[
"2405.96000000",
"0.00000000"
],
[
"2405.95000000",
"0.00000000"
],
[
"2405.94000000",
"0.00000000"
],
[
"2405.93000000",
"0.00000000"
],
[
"2405.86000000",
"0.00000000"
],

],
"a": [
[
"2405.59000000",
"0.00000000"
],
[
"2405.60000000",
"0.00000000"
],
[
"2405.61000000",
"0.00000000"
],
[
"2405.64000000",
"0.00000000"
],
[
"2405.65000000",
"0.00000000"
],
[
"2405.66000000",
"0.95380000"
],
[
"2405.67000000",
"8.00000000"
],
[
"2405.83000000",
"0.00000000"
],
[
"2406.10000000",
"0.98850000"
],
[
"2406.11000000",
"3.31912000"
],
[
"2406.12000000",
"3.28392000"
],
[
"2406.13000000",
"0.00000000"
],
[
"2406.16000000",
"0.00000000"
],
[
"2406.17000000",
"0.00000000"
],
[
"2406.18000000",
"0.00000000"
],
[
"2406.19000000",
"0.32100000"
],
[
"2406.20000000",
"0.00000000"
],
[
"2406.21000000",
"0.00000000"
],
[
"2406.22000000",
"0.00000000"
],
[
"2406.23000000",
"0.00000000"
],
[
"2406.26000000",
"1.00000000"
],
[
"2406.29000000",
"3.00000000"
],
[
"2406.30000000",
"0.75917000"
],
[
"2406.31000000",
"0.00000000"
],
[
"2406.36000000",
"0.00000000"
],
[
"2406.37000000",
"0.54000000"
],
[
"2406.46000000",
"7.81255000"
],
[
"2406.47000000",
"10.38000000"
],
[
"2406.48000000",
"3.00000000"
],
[
"2406.49000000",
"1.50103000"
],
[
"2406.50000000",
"0.00000000"
],
[
"2406.51000000",
"1.48621000"
],
[
"2406.62000000",
"0.00000000"
],
[
"2406.63000000",
"9.40536000"
],
[
"2406.64000000",
"17.91499000"
],
[
"2406.70000000",
"2.76583000"
],
[
"2406.78000000",
"0.00000000"
],
[
"2406.79000000",
"0.00000000"
],
[
"2406.80000000",
"0.06000000"
],
[
"2406.81000000",
"0.00000000"
],
[
"2406.83000000",
"0.00000000"
],
]
}

在这里，每对中的第二个数字表示出价或要价数量。我在Postman中得到了同样的行为，在其他硬币对上也使用了rust客户端库。这是故意的还是某种错误？

Answer 1

这是正常的。我不知道为什么二进制不能解决这个问题，但正如API医生所说，你应该忽略它

如何正确管理本地订单簿

如果数量为0，请删除价格级别。