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Bohr1005 / xcrypto

quant,trading system,crypto,async
MIT License
295 stars 87 forks source link

Subscribe depth@100ms, return empty content #5

Closed 10ucapital closed 3 months ago

10ucapital commented 3 months ago

Changed subscribed stream at context.py, trade.rs and chat.rs

In demo.py: sub = session.subscribe("dogefdusd", "depth@100ms")

return: Datetime: 2024-06-24 01:19:22.493000+08:00, Symbol: dogefdusd Best Bid Price: 0.0, Best Bid Quantity: 0.0 Best Ask Price: 0.12294, Best Ask Quantity: 46397.0 Datetime: 2024-06-24 01:19:22.793000+08:00, Symbol: dogefdusd Best Bid Price: 0.0, Best Bid Quantity: 0.0 Best Ask Price: 0.12293, Best Ask Quantity: 51631.0 Datetime: 2024-06-24 01:19:22.893000+08:00, Symbol: dogefdusd Best Bid Price: 0.12287, Best Bid Quantity: 35245.0 Best Ask Price: 0.12292, Best Ask Quantity: 21617.0 Datetime: 2024-06-24 01:19:22.993000+08:00, Symbol: dogefdusd Best Bid Price: 0.0, Best Bid Quantity: 0.0 Best Ask Price: 0.12292, Best Ask Quantity: 23650.0 Datetime: 2024-06-24 01:19:23.093000+08:00, Symbol: dogefdusd Best Bid Price: 0.0, Best Bid Quantity: 0.0 Best Ask Price: 0.0, Best Ask Quantity: 0.0

Bohr1005 commented 3 months ago

depth@100ms is not supported currently, but I will implement it

Bohr1005 commented 3 months ago

bbo,depth:100ms is avaliable now, please pull the lastest code and rebuild xcrypto, pyalgo. market stream details can be found in README.md. best wishes for your trading