我在 binance 上获得 0 数量的深度流

Question

当连接到 wss://stream.binance.com:9443/ws/ethusdt@depth 代替数量时，我有时（实际上经常）得到 0，如示例消息：

{
    "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"
        ],
    ]
}

此处每对中的第二个数字代表出价或要价数量。 我在 Postman 中得到了完全相同的行为，并且也在其他硬币对上使用了 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 binance 没有解决这个问题，但是 API 文档说你应该忽略它。

How to manage a local order book correctly

If the quantity is 0, remove the price level.