Missing bids in order book depth futures stream

[ghost]

I could be doing something wrong but only the asks are being streamed when using the below code.

when using spot everything works perfectly but maybe an issue?

It could be very likely be something im doing wrong as i have very little experience.

ubwa = unicorn_binance_websocket_api.BinanceWebSocketApiManager(exchange="binance.com-futures") ubwa.create_stream(['depth'], ['btcusdt'], output='UnicornFy')

[oliver-zehentleitner]

Does it work without output='UnicornFy'?

[ghost]

No doesn't work

[oliver-zehentleitner]

I tested it.

With unicorn-fy:

{'stream_type': 'btcusdt@depth', 'event_type': 'depthUpdate', 'event_time': 1644317875542, 'symbol': 'BTCUSDT',
 'first_update_id_in_event': 1191341927307, 'final_update_id_in_event': 1191341934159,
 'asks': [['43890.56', '0.000'], ['43899.91', '0.000'], ['43900.01', '0.000'], ['43901.26', '0.000'],
          ['43901.38', '0.000'], ['43901.92', '0.000'], ['43901.93', '0.000'], ['43901.94', '0.000'],
          ['43901.95', '0.000'], ['43901.96', '0.000'], ['43902.71', '0.000'], ['43902.73', '0.839'],
          ['43903.00', '0.000'], ['43903.06', '0.000'], ['43903.07', '0.000'], ['43903.08', '3.559'],
          ['43904.40', '0.000'], ['43904.80', '0.126'], ['43904.84', '0.000'], ['43904.85', '0.000'],
          ['43904.99', '0.066'], ['43907.27', '0.000'], ['43908.26', '0.001'], ['43908.61', '0.000'],
          ['43908.70', '0.000'], ['43909.41', '0.114'], ['43909.42', '0.080'], ['43909.43', '0.000'],
          ['43910.45', '0.023'], ['43910.49', '0.000'], ['43911.41', '0.000'], ['43912.27', '0.000'],
          ['43913.10', '0.000'], ['43913.13', '0.000'], ['43913.22', '0.000'], ['43913.63', '0.000'],
          ['43913.64', '0.000'], ['43913.69', '0.000'], ['43914.63', '0.000'], ['43914.64', '0.153'],
          ['43914.71', '0.000'], ['43914.75', '0.000'], ['43914.78', '0.000'], ['43914.81', '0.000'],
          ['43915.03', '2.000'], ['43915.72', '0.000'], ['43915.81', '0.005'], ['43918.05', '0.000'],
          ['43918.44', '0.028'], ['43919.50', '0.000'], ['43919.69', '0.000'], ['43919.73', '0.000'],
          ['43921.71', '0.000'], ['43921.76', '0.450'], ['43921.81', '0.000'], ['43921.96', '0.000'],
          ['43922.06', '0.050'], ['43922.26', '0.000'], ['43922.67', '0.120'], ['43922.71', '0.000'],
          ['43923.32', '0.040'], ['43923.37', '0.000'], ['43923.83', '0.000'], ['43923.84', '2.989'],
          ['43924.69', '0.080'], ['43924.83', '0.114'], ['43924.88', '0.000'], ['43925.42', '1.004'],
          ['43925.46', '0.000'], ['43925.47', '0.000'], ['43925.57', '0.020'], ['43925.75', '0.000'],
          ['43926.18', '0.006'], ['43928.03', '0.000'], ['43928.56', '0.000'], ['43930.23', '0.040'],
          ['43936.97', '0.000'], ['43937.42', '0.010'], ['43951.58', '0.637'], ['43955.57', '0.000'],
          ['43957.01', '0.733'], ['43968.57', '0.000'], ['43970.96', '0.000'], ['43972.50', '0.000'],
          ['44000.89', '0.010'], ['44003.24', '0.000'], ['44055.00', '1.138'], ['44100.00', '26.397'],
          ['44127.00', '0.002'], ['44253.95', '0.011'], ['44637.25', '0.233'], ['48290.01', '0.000'],
          ['55124.51', '0.001']], 'unicorn_fied': ['binance.com-futures', '0.11.0']}

Without unicorn-fy:

{"stream": "btcusdt@depth",
 "data": {"e": "depthUpdate", "E": 1644317711965, "T": 1644317711959, "s": "BTCUSDT", "U": 1191336415513,
          "u": 1191336420539, "pu": 1191336415381,
          "b": [["39057.62", "0.135"], ["39469.31", "0.000"], ["41650.28", "0.001"], ["42308.13", "0.000"],
                ["42548.50", "0.000"], ["43384.29", "0.000"], ["43389.59", "0.000"], ["43390.26", "0.000"],
                ["43399.46", "0.000"], ["43425.62", "1.380"], ["43636.30", "0.000"], ["43636.53", "0.000"],
                ["43765.06", "0.628"], ["43775.33", "0.000"], ["43815.50", "0.050"], ["43816.36", "0.000"],
                ["43816.37", "0.000"], ["43816.88", "0.056"], ["43817.18", "3.774"], ["43823.00", "0.300"],
                ["43823.75", "0.151"], ["43824.82", "0.133"], ["43830.23", "0.504"], ["43830.80", "0.300"],
                ["43834.18", "0.001"], ["43840.08", "0.341"], ["43842.29", "0.000"], ["43842.53", "0.092"],
                ["43842.65", "1.143"], ["43842.87", "1.223"], ["43844.33", "0.070"], ["43844.57", "0.000"],
                ["43844.63", "0.000"], ["43844.64", "0.000"], ["43845.98", "0.000"], ["43846.31", "0.001"],
                ["43847.81", "0.000"], ["43848.01", "0.009"], ["43848.21", "0.000"], ["43850.13", "0.000"],
                ["43850.14", "0.204"], ["45828.27", "0.000"]],
          "a": [["43854.45", "0.000"], ["43854.80", "4.920"], ["43857.29", "0.066"], ["43858.02", "0.132"],
                ["43858.03", "0.470"], ["43858.25", "0.000"], ["43858.64", "0.000"], ["43858.90", "0.001"],
                ["43860.16", "0.000"], ["43861.55", "0.150"], ["43861.96", "0.000"], ["43863.41", "0.001"],
                ["43863.90", "0.051"], ["43864.00", "2.000"], ["43864.13", "0.000"], ["43864.35", "0.045"],
                ["43864.62", "0.000"], ["43864.80", "0.000"], ["43865.01", "0.037"], ["43866.66", "0.126"],
                ["43867.32", "0.000"], ["43868.17", "1.623"], ["43869.72", "0.000"], ["43870.49", "0.029"],
                ["43871.24", "0.051"], ["43872.43", "1.113"], ["43872.68", "0.000"], ["43872.89", "0.000"],
                ["43874.59", "0.890"], ["43875.58", "0.321"], ["43875.77", "0.001"], ["43887.85", "0.000"],
                ["43901.82", "0.637"], ["43903.27", "0.000"], ["43960.79", "3.435"], ["43969.70", "0.000"],
                ["43980.00", "1.415"], ["44073.39", "0.451"], ["44073.62", "0.000"], ["44242.89", "2.934"],
                ["44444.00", "20.633"], ["45411.62", "0.000"], ["48240.28", "0.000"], ["54818.49", "7.776"],
                ["54821.62", "0.000"]]}}

So this is a bug of unicorn-fy!

Thaks for reporting! I post an info here as soon its fixed.

[oliver-zehentleitner]

Its released just update unicorn-fy: pip install unicorn-fy==0.11.1 --upgrade