How can i get beat price on live market

[0xpolyD]

🏷️ Discussion Type

Bug

Body

How can i get beat price on live market?
What should i use to get price

[endovix]

To get the best price on a live market, you should not rely on a single price feed.

Instead, you need to use a real-time orderbook-based pricing source, depending on your execution style:

1. Use exchange WebSocket orderbook (best option)

• Subscribe to level 2 orderbook (best bid/ask)
• This gives true executable prices, not delayed last-trade price
• Example sources: Coinbase WebSocket / Binance depth stream

2. Use mid-price only as reference (not execution)

• mid = (best bid + best ask) / 2
• Useful for strategy logic, NOT for trading decisions

3. Avoid REST price polling for execution

• REST APIs are too slow (stale by 500ms–2s+)
• Leads to bad fills and slippage

4. Best practice (what pro bots do)

• WS orderbook → real-time pricing
• REST snapshot → periodic correction
• Internal “fair price engine” → decides execution price

👉 In short:
If you want best execution price, always trust live orderbook (WS), not ticker price or REST.

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If you tell me your current stack, I can suggest a more optimized pricing engine for your bot.