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0xFar5eer / AzeroTradeFeed

MIT License
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Kucoin big trade only partially seen #1

Open JannemanDev opened 10 months ago

JannemanDev commented 10 months ago

A big red candle/trade(s) (total 70k) on Kucoin was partially missed: image

Azero trade feed only shows these two trades (total only 13k) at or around 07:01:00 (UTC+1): image

0xFar5eer commented 10 months ago

Thank you for detailed information! I will look into it soon.

0xFar5eer commented 10 months ago

I think the issue could be that I am parsing only 100 results using this api: https://api.kucoin.com/api/v1/market/histories?symbol=AZERO-USDT Could be that more than 100 trades matched during this moment. I couldn't find any documentation how to use skip/limit or paging there. Parse speed is 1 req per 2 seconds. That means I will have to improve it and run each exchange in separate thread with very little delays. Will do that later this week when I have more time.

JannemanDev commented 10 months ago

Better use websocket API: https://www.kucoin.com/docs/websocket/spot-trading/public-channels/match-execution-data

Already made a PoC in C# in just a few hours using this endpoint. It's pretty easy.

0xFar5eer commented 10 months ago

I see yeah this would be much better thank you. I would need to find websocket api for mexc and gate as well.

On Mon, Nov 13, 2023 at 21:35 JannemanDev @.***> wrote:

Better use websocket API: https://www.kucoin.com/docs/websocket/spot-trading/public-channels/match-execution-data

Already made a PoC in C# in just a few hours using this endpoint. It's pretty easy.

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