Review WS Trade Channel - Githubissues

QuantConnect / Lean.Brokerages.Binance

Binance Brokerage Plugin

Apache License 2.0

3 stars 17 forks source link

Review WS Trade Channel #31

Closed Martin-Molinero closed 5 months ago

Martin-Molinero commented 6 months ago

Expected Behavior

Correct trade data is generated
Actual Behavior
Users have detected invalid trade spike data being generated because we are using trade WS channel. See related https://github.com/QuantConnect/Lean.Brokerages.Binance/issues/28 & discussion at https://discord.com/channels/846109296973840424/1089657209211846687

Potential Solution

Review WS trade channel usages and where we should be using aggTrade channel instead where appropriate
Reproducing the Problem

N/A

System Information

N/A

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