order book deltas
Coverage of order book deltas in the Nexus archive.
- Most crypto traders don't realize how much latency is actually costing them
The article highlights how latency in cryptocurrency trading data transmission, caused by multiple data hops between exchanges, providers, and user apps, negatively impacts traders and bots. It emphasizes the superiority of WebSocket over REST for real-time data, challenges in normalizing exchange-specific data formats, and risks of silent data corruption from missed Binance order book updates.
- Most crypto traders don't realize how much latency is actually costing them
The article highlights how latency in cryptocurrency trading data, caused by multiple hops between exchange servers and user apps, negatively impacts bot and strategy traders. It emphasizes technical challenges like WebSocket vs REST limitations, inconsistent exchange data formats (Binance, Bybit, etc.), and risks of silent data corruption from missed order book updates.