james

The only way I got it to work was by disabling flds in CLI or by setting 'lda_dim=0'

I ran two scripts for about an hour that stored data from: 1. Cryptofeed's callback (1000ms). 2. Polling the RESTapi for the book snapshot (500ms). There were about 5000+ snapshots...

@tristan-murfitt-elw sorry where in the code is the book truncated? I'm currently running 3 scripts: 1. Polling rest api 2. Cryptofeed stream 3. [Code from official binance-exchange github](https://github.com/binance-exchange/binance-toolbox-python/blob/master/spot/manage_local_order_book.py) So far...

Ok let's just see if a discrepancy between the orderbook and snapshot ever occurs first. There's a chance the snapshots too are invalid, then we'd have to raise the issue...

> @jinusean what cryptofeed snapshot depth are you using for this experiment? the default is now set 5000 since this commit a few days ago [1ce8ab4](https://github.com/bmoscon/cryptofeed/commit/1ce8ab42a253cad17fe1533a1a3c16c5b7518e69) > It's at 5000....

I can see the discrepancy in the UI but that doesn't mean there will be one between the snapshot and OB(?) Surely the difference will be caught if the script...

Can you try replicating the issue with this branch https://github.com/jinusean/cryptofeed/tree/binance-snapshot-depth You can set the max_depth to whatever you want since the snapshots will always fetch with max_depth=5000 so the internal...

@hk-yuan thank you for clarifying. I was under the impression there were no price levels beyond > 5000 since the assets I tested had no more than 1500 levels. In...

- **If cryptofeed user sets a smaller max depth (eg. 100), the refetch needs to occur more frequently because there's a much higher risk of the market price moving close...

> > If we set the snapshot level == max_depth, we will never get an update for the (max_depth + 1) level > > This isn't the case. If you...