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DATA · ORDER-BOOK DELTAS TIMING

Crypto Order-Book Deltas: Event Time vs Retrieval Time

Each depth diff message carries an event time, a transaction time and update IDs. The IDs, not the clocks, decide the order in which updates apply.

By ChartsPod Editorial Team · Reviewed by ChartsPod Research
Published · Updated · 5 min read

Short answer

Binance's diff book depth stream sends updates with event time (E), transaction time (T) and first/final update IDs. Apply updates in update-ID order, check that each event chains from the previous one, and use T to align book changes with trades. Your receipt time measures delay. If IDs don't chain, the local book is invalid until resynchronised from a snapshot — and changes during the gap have no reliable times.

Which times the data carries

TimePresent?Meaning
E (event time)YesMessage time
T (transaction time)YesEngine time
Update IDsYesOrder and continuity
Receipt timeNoRecord it

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What to record yourself

Field to storeWhy
first/final update IDOrdering
previous final IDChain check
TAlign with trades
received_atDelay
resync eventsGap markers
Order-Book Deltas: a stored recordOrder-Book Deltas: a stored record: first/final update ID — Ordering; previous final ID — Chain check; T — Align with trades; received_at — Delay; resync events — Gap markers.first/final update IDOrderingprevious final IDChain checkTAlign with tradesreceived_atDelayresync eventsGap markers
Every order-book deltas row carries its own clock. Original ChartsPod editorial graphic.

Example

Order-Book Deltas: event vs retrieval (illustrative)Order-Book Deltas: event vs retrieval (illustrative): T: 12:00:00.050 change; E: 12:00:00.062; RECEIVED: 12:00:00.180; ORDER: By update ID.T12:00:00.050 changeE12:00:00.062RECEIVED12:00:00.180ORDERBy update ID
Two clocks, one record. Original ChartsPod editorial graphic.

Illustrative: two messages arrived out of order over the network; applying them by receipt time produced a book with a phantom level. Applying by update ID fixed it.

Related: Crypto Order-Book Deltas: Null vs Zero - Handle Missing Fields Correctly, Crypto Order-Book Snapshots: Event Time vs Retrieval Time.

If IDs don't chain, the local book is invalid until resynchronised from a snapshot — and changes during the gap have no reliable times.

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Questions readers ask

How should depth updates be ordered?

By update ID.

Which time aligns with trades?

Transaction time T.

What if IDs don't chain?

Resync from a snapshot.

Sources and methodology

Field definitions come from DEX Screener's API reference and CoinGecko's onchain API documentation, read 17 October 2026. Where a schema doesn't document a timestamp, this guide says so and recommends recording retrieval time yourself.

  1. Binance USD-M: Diff. book depth streams — event time, transaction time, update IDs.
  2. Binance: USD-M Futures market data API — trades, depth, funding and open interest.

This article explains research tools and workflows. It is not financial advice, does not recommend buying or selling any asset and does not predict prices. Crypto derivatives carry a risk of rapid and total loss of margin.

CHARTSPOD EDITORIAL EDITION · RESEARCH AND EDUCATION ONLY · NOT FINANCIAL ADVICE.