Binance DepthCache Forensics

Charts and raw data for the article “Your Binance DepthCache is rotting — here's the proof in 25 hours”. Two DepthCaches, fed by the same WebSocket stream, audited hourly against REST snapshots over 25 hours on BTCUSDT.

Headline

• chartcomparison.html
  naive vs fixed match% over time, BTC mid on the secondary axis. The single chart that tells the whole story.

3D scatter — the smoking gun

• chartreport_naive.html78 MB
  Naive DC, full 3D scatter. X = price, Y = audit hour, Z = log(qty). Asks above the mid plane, bids below. Watch the red orphaned tail grow audit by audit.
• chartreport_fixed.html41 MB
  Fixed DC, same axes. Almost entirely green. The orphaned tail is gone.

Forensics

• chartdistance_naive.html6.4 MB
  Histogram of how far each orphaned level sits from the mid (signed: bid side negative, ask side positive). Per-audit overlay shows the tails getting fatter over time.
• chartage_naive.html401 KB
  For every orphaned level in the final audit: hours since it last appeared in any archived REST snapshot. Bimodal — recent rot vs the “never seen” deep-stream entries.
• chartvolatility_naive.html12 KB
  Per-window mid-price change vs Δ orphaned. The correlation between market movement and rot is direct.

Supporting

• chartcounts_naive.html16 KB
  Per-audit level counts and match% for the naive DC.
• chartcounts_fixed.html16 KB
  Same chart for the fixed DC — flat, controlled, unimpressive in the best possible sense.
• chartvolatility_fixed.html12 KB
  Volatility vs Δ orphaned for the fixed DC, for symmetry with the naive forensics.

Raw data

• dataraw_data.tar.gz7.5 MB
  All 27 per-audit JSONs (naive + fixed), all 27 archived REST snapshots, both audits.jsonl summary streams, and the full run log. Reproduce or verify any number from the article.