xchange-stream-binance - possibility to set BinanceStreamingExchange::orderBookUpdateFrequencyParameter

[felipeixoto]

In class BinanceStreamingExchange there is a field orderBookUpdateFrequencyParameter.

I am trying to set another value other than empty String "" and "@100Ms" to orderBookUpdateFrequencyParameter

In initServices() orderBookUpdateFrequencyParameter can only be set if userHigherFrequency == true

  @Override
  protected void initServices() {
    super.initServices();
    this.onApiCall = Events.onApiCall(exchangeSpecification);
    boolean userHigherFrequency =
        Boolean.TRUE.equals(
            exchangeSpecification.getExchangeSpecificParametersItem(USE_HIGHER_UPDATE_FREQUENCY));
    realtimeOrderBookTicker =
        Boolean.TRUE.equals(
            exchangeSpecification.getExchangeSpecificParametersItem(USE_REALTIME_BOOK_TICKER));
    if (userHigherFrequency) {
      orderBookUpdateFrequencyParameter = "@100ms";
    }
    Object fetchOrderBookLimit =
        exchangeSpecification.getExchangeSpecificParametersItem(FETCH_ORDER_BOOK_LIMIT);
    if (fetchOrderBookLimit instanceof Integer) {
      oderBookFetchLimitParameter = (int) fetchOrderBookLimit;
    }
  }

But "@100Ms" is too fast, and "" is too slow. I would like to set a better value like "@10000ms".

Please consider this request. Thank you.

[rizer1980]

Hi.
It can be 100,250 or 500ms only
https://developers.binance.com/docs/derivatives/usds-margined-futures/websocket-market-streams/Diff-Book-Depth-Streams
If flags sets true - 100ms, if no, it seems like - 500ms
only 250ms not used for now...

[felipeixoto]

Thank you, but look at these ticks without userHigherFrequency. The frequency happens over 1 minute, not at 500ms.

And the URL you provided is for futures, I am using spot.

 2025-07-01 09:58:03 [nioEventLoopGroup-2-1] INFO  c.f.k.service.ticker.TickerService - [TICK] 
 
 2025-07-01 09:59:44 [nioEventLoopGroup-2-1] INFO  c.f.k.service.ticker.TickerService - [TICK] 
 
 2025-07-01 10:01:17 [nioEventLoopGroup-2-1] INFO  c.f.k.service.ticker.TickerService - [TICK] 
 
 2025-07-01 10:02:58 [nioEventLoopGroup-2-1] INFO  c.f.k.service.ticker.TickerService - [TICK] 
 
 2025-07-01 10:04:36 [nioEventLoopGroup-2-1] INFO  c.f.k.service.ticker.TickerService - [TICK] 
 
 2025-07-01 10:06:04 [nioEventLoopGroup-2-1] INFO  c.f.k.service.ticker.TickerService - [TICK] 
 

[rizer1980]

And the URL you provided is for futures, I am using spot.

My mistake.
But for Spot almost the same.
https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams#partial-book-depth-streams
100ms or 1000ms only

20:20:20.912 [default] [main] INFO  i.b.x.b.BinanceStreamingExchange - Calling Remote Init... 
20:20:22.756 [default] [main] INFO  i.b.x.b.BinanceStreamingService - Connecting to wss://stream.binance.com:9443/stream?streams=btcusdt@depth 
20:20:22.825 [default] [main] INFO  i.b.x.b.BinanceStreamingService - Registering BinanceWebSocketClientHandler 
20:20:24.051 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.s.netty.WebSocketClientHandler - WebSocket Client connected! [id: 0xbcde1cae, L:/172.19.15.127:40088 - R:stream.binance.com/35.76.164.206:9443] 
20:20:24.057 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.BinanceStreamingService - Subscribing to subscriptionUniqueId=btcusdt@depth, args=[] 
20:20:24.260 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.BinanceStreamingMarketDataService - Fetching initial orderbook snapshot for BTC/USDT  
20:20:25.239 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.BinanceStreamingTradeService - order book data 
20:20:26.241 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.BinanceStreamingTradeService - order book data 
20:20:27.239 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.BinanceStreamingTradeService - order book data 
20:20:28.238 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.BinanceStreamingTradeService - order book data 
20:20:29.237 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.BinanceStreamingTradeService - order book data 
20:20:30.236 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.BinanceStreamingTradeService - order book data 
20:20:31.238 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.BinanceStreamingTradeService - order book data 
20:20:32.236 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.BinanceStreamingTradeService - order book data 
20:20:33.239 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.BinanceStreamingTradeService - order book data 

this is without any flags - 1 second

[felipeixoto]

I am using this wss://stream.testnet.binance.vision/stream?streams=btcusdc@ticker, in binance docs says: Update Speed: 1000ms

I am using tesnet too. When i use userHigherFrequency, streams works at 100ms. But when not, stream work with frequency of 1 minute or more.

[rizer1980]

with USE_REALTIME_BOOK_TICKER = true
getTicker() uses this api

https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams#individual-symbol-book-ticker-streams

22:23:25.189 [default] [main] INFO  i.b.x.b.BinanceStreamingService - Connecting to wss://stream.testnet.binance.vision:9443/stream?streams=btcusdc@bookTicker 
22:23:25.226 [default] [main] INFO  i.b.x.b.BinanceStreamingService - Registering BinanceWebSocketClientHandler 
22:23:26.562 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.s.netty.WebSocketClientHandler - WebSocket Client connected! [id: 0xf78519a7, L:/172.19.15.127:51516 - R:stream.testnet.binance.vision/3.112.170.219:9443] 
22:23:26.573 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.BinanceStreamingService - Subscribing to subscriptionUniqueId=btcusdc@bookTicker, args=[] 
22:23:30.509 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.e.BinancePublicStreamsTest - Ticker [instrument=BTC/USDC, open=null, last=null, bid=105689.70000000, ask=105689.99000000, high=null, low=null,avg=null, volume=null, quoteVolume=null, timestamp=null, bidSize=0.08024000, askSize=0.01724000, percentageChange=null] 
22:23:30.510 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.e.BinancePublicStreamsTest - Ticker [instrument=BTC/USDC, open=null, last=null, bid=105695.23000000, ask=105695.24000000, high=null, low=null,avg=null, volume=null, quoteVolume=null, timestamp=null, bidSize=0.05476000, askSize=0.07300000, percentageChange=null] 
22:23:30.641 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.e.BinancePublicStreamsTest - Ticker [instrument=BTC/USDC, open=null, last=null, bid=105695.23000000, ask=105699.64000000, high=null, low=null,avg=null, volume=null, quoteVolume=null, timestamp=null, bidSize=0.05476000, askSize=1.56882000, percentageChange=null] 
22:23:30.653 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.e.BinancePublicStreamsTest - Ticker [instrument=BTC/USDC, open=null, last=null, bid=105695.23000000, ask=105695.44000000, high=null, low=null,avg=null, volume=null, quoteVolume=null, timestamp=null, bidSize=0.05476000, askSize=0.08255000, percentageChange=null] 

without
https://developers.binance.com/docs/binance-spot-api-docs/web-socket-streams#individual-symbol-ticker-streams

22:00:02.946 [default] [main] INFO  i.b.x.b.BinanceStreamingService - Connecting to wss://stream.testnet.binance.vision:9443/stream?streams=btcusdc@ticker 
22:00:02.983 [default] [main] INFO  i.b.x.b.BinanceStreamingService - Registering BinanceWebSocketClientHandler 
22:00:04.390 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.s.netty.WebSocketClientHandler - WebSocket Client connected! [id: 0x5a1e9d62, L:/172.19.15.127:38012 - R:stream.testnet.binance.vision/3.112.170.219:9443] 
22:00:04.402 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.BinanceStreamingService - Subscribing to subscriptionUniqueId=btcusdc@ticker, args=[] 
22:00:08.269 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.e.BinancePublicStreamsTest - Ticker [instrument=BTC/USDC, open=107267.97000000, last=105784.13000000, bid=105784.13000000, ask=105789.45000000, high=112066.73000000, low=89173.58000000,avg=106754.16710381, volume=2381.52204000, quoteVolume=254237401.81957520, timestamp=1751396408935, bidSize=0.04422000, askSize=0.00001000, percentageChange=-1.383] 
22:00:10.249 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.e.BinancePublicStreamsTest - Ticker [instrument=BTC/USDC, open=107267.97000000, last=105768.77000000, bid=105768.77000000, ask=105789.45000000, high=112066.73000000, low=89173.58000000,avg=106753.95220080, volume=2381.90223000, quoteVolume=254277476.80839730, timestamp=1751396410758, bidSize=0.04338000, askSize=0.00001000, percentageChange=-1.398] 
22:00:14.251 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.e.BinancePublicStreamsTest - Ticker [instrument=BTC/USDC, open=107267.97000000, last=105764.70000000, bid=105764.70000000, ask=105789.45000000, high=112066.73000000, low=89173.58000000,avg=106753.87085986, volume=2382.09862000, quoteVolume=254298248.45492310, timestamp=1751396414135, bidSize=0.05941000, askSize=0.00001000, percentageChange=-1.401] 

For more frequent updates, try a more liquid pair, BTC/USDT for example updates almost every second

22:25:04.828 [default] [main] INFO  i.b.x.b.BinanceStreamingService - Connecting to wss://stream.testnet.binance.vision:9443/stream?streams=btcusdt@ticker 
22:25:04.866 [default] [main] INFO  i.b.x.b.BinanceStreamingService - Registering BinanceWebSocketClientHandler 
22:25:06.249 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.s.netty.WebSocketClientHandler - WebSocket Client connected! [id: 0x0a131297, L:/172.19.15.127:35156 - R:stream.testnet.binance.vision/3.112.170.219:9443] 
22:25:06.255 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.BinanceStreamingService - Subscribing to subscriptionUniqueId=btcusdt@ticker, args=[] 
22:25:08.162 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.e.BinancePublicStreamsTest - Ticker [instrument=BTC/USDT, open=107526.94000000, last=105740.00000000, bid=105739.47000000, ask=105740.00000000, high=200000.00000000, low=105414.20000000,avg=106675.37045547, volume=2438.50732000, quoteVolume=260128671.71938680, timestamp=1751397908783, bidSize=0.00100000, askSize=0.08006000, percentageChange=-1.662] 
22:25:10.140 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.e.BinancePublicStreamsTest - Ticker [instrument=BTC/USDT, open=107543.99000000, last=105742.00000000, bid=105737.40000000, ask=105742.00000000, high=200000.00000000, low=105414.20000000,avg=106675.17357844, volume=2438.56878000, quoteVolume=260134747.88946060, timestamp=1751397910748, bidSize=2.49012000, askSize=0.01813000, percentageChange=-1.676] 
22:25:11.141 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.e.BinancePublicStreamsTest - Ticker [instrument=BTC/USDT, open=107520.00000000, last=105742.00000000, bid=105741.99000000, ask=105742.00000000, high=200000.00000000, low=105414.20000000,avg=106675.17322216, volume=2438.56778000, quoteVolume=260134640.34547060, timestamp=1751397911940, bidSize=0.00103000, askSize=0.01813000, percentageChange=-1.654] 
22:25:12.141 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.e.BinancePublicStreamsTest - Ticker [instrument=BTC/USDT, open=107543.99000000, last=105742.00000000, bid=105741.99000000, ask=105742.00000000, high=200000.00000000, low=105414.20000000,avg=106675.16943269, volume=2438.57673000, quoteVolume=260135585.84737060, timestamp=1751397912313, bidSize=0.00103000, askSize=0.00868000, percentageChange=-1.676] 
22:25:14.140 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.e.BinancePublicStreamsTest - Ticker [instrument=BTC/USDT, open=107543.99000000, last=105737.40000000, bid=105737.40000000, ask=105737.41000000, high=200000.00000000, low=105414.20000000,avg=106675.16580059, volume=2438.58618000, quoteVolume=260136585.07052830, timestamp=1751397914857, bidSize=2.48170000, askSize=0.00099000, percentageChange=-1.680] 
22:25:15.140 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.e.BinancePublicStreamsTest - Ticker [instrument=BTC/USDT, open=107543.99000000, last=105744.98000000, bid=105744.97000000, ask=105744.98000000, high=200000.00000000, low=105414.20000000,avg=106675.10694577, volume=2438.74035000, quoteVolume=260152887.64920910, timestamp=1751397915811, bidSize=0.00100000, askSize=0.00067000, percentageChange=-1.673] 
22:25:16.141 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.e.BinancePublicStreamsTest - Ticker [instrument=BTC/USDT, open=107543.99000000, last=105745.14000000, bid=105744.97000000, ask=105745.14000000, high=200000.00000000, low=105414.20000000,avg=106675.10334216, volume=2438.74980000, quoteVolume=260153886.94067490, timestamp=1751397916419, bidSize=0.00100000, askSize=0.06806000, percentageChange=-1.673] 
22:25:17.141 [default] [nioEventLoopGroup-2-1] INFO  i.b.x.b.e.BinancePublicStreamsTest - Ticker [instrument=BTC/USDT, open=107543.99000000, last=105745.14000000, bid=105744.97000000, ask=105745.14000000, high=200000.00000000, low=105414.20000000,avg=106675.09571948, volume=2438.76979000, quoteVolume=260156000.78602350, timestamp=1751397917221, bidSize=0.00100000, askSize=0.04807000, percentageChange=-1.673] 

[felipeixoto]

Thank you!
I was thinking in to be able to set orderBookUpdateFrequencyParameter like i can do in getStreamingBaseUri(). Or even better a setter method for both instead to have to override the methods.

public class CustomBinanceStreamingExchange extends BinanceStreamingExchange {

  /**
   * Updated testnet streams URI.
   */
  private static final String FIXED_WS_SANDBOX_API_BASE_URI = "wss://stream.testnet.binance.vision/";

  @Override
  protected void initServices() {

    ExchangeSpecification spec = getExchangeSpecification();
    spec.setExchangeSpecificParametersItem(USE_HIGHER_UPDATE_FREQUENCY, true); // this can only set to 100ms 

    // here i set the value I want
    try {
      var frequencyField = BinanceStreamingExchange.class.getDeclaredField("orderBookUpdateFrequencyParameter");
      frequencyField.setAccessible(true);
      frequencyField.set(this, "@5000ms");
    } catch (NoSuchFieldException | IllegalAccessException e) {
      throw new RuntimeException("Failed to set custom order book frequency", e);
    }

    super.initServices();
  }

  /**
   * Returns an updated testnet stream URI when sandbox mode is enabled.
   *
   * @return An updated testnet stream URI when sandbox mode is enabled.
   */
  @Override
  protected String getStreamingBaseUri() {

    ExchangeSpecification spec = getExchangeSpecification();
    if (Boolean.TRUE.equals(spec.getExchangeSpecificParametersItem(USE_SANDBOX))) {
      return FIXED_WS_SANDBOX_API_BASE_URI;
    }

    return super.getStreamingBaseUri();
  }
}

[rizer1980]

It does not help you, because of api limitation.
@5000ms, @10000ms - will not work

[rizer1980]

close please

[timmolter]

Closing this question. Binance spot depth streams only support 1000ms (default) and 100ms, both already selectable via USE_HIGHER_UPDATE_FREQUENCY; other intervals are an API limitation, as explained in the thread. Feel free to reopen if you have a follow-up.