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Tinkoff / invest-openapi

Документация для Тинькофф Инвестиции OpenApi
https://tinkoff.github.io/invest-openapi/
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Данные терминала тинькофф и API сильно различаются. #639

Closed OdCheban closed 2 years ago

OdCheban commented 2 years ago

Почему так сильно отличаются свечи, которые приходят через API от терминала? image

polkila commented 2 years ago

Свечи запаздывают, даже минутные. Стакан тоже запаздывает. В периоды высокой активности стакан в API может тормозить и обновляться раз в 15-30 секунд (https://github.com/TinkoffCreditSystems/invest-openapi/issues/637#issuecomment-982749572). Вот сегодняшний лог по минутным свечам:

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:04:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:04:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 17:59:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 17:59:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:04:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:07:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:00:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 17:59:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:07:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:07:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 17:59:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:07:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:00:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:13 ERROR: event_candle() data.payload.time 2021-12-01 18:07:00

2021-12-01 18:09:13 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:13 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:13 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:13 ERROR: event_candle() data.payload.time 2021-12-01 18:07:00

2021-12-01 18:09:13 ERROR: event_candle() data.payload.time 2021-12-01 18:04:00

2021-12-01 18:09:13 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:13 ERROR: event_candle() data.payload.time 2021-12-01 18:04:00

2021-12-01 18:09:13 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:13 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:13 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:04:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:04:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:06:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:06:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:07:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:07:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

OdCheban commented 2 years ago

Свечи запаздывают, даже минутные. Стакан тоже запаздывает. В периоды высокой активности стакан в API может тормозить и обновляться раз в 15-30 секунд (#637 (comment)). Вот сегодняшний лог по минутным свечам:

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:04:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:04:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 17:59:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 17:59:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:04:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:07:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:00:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 17:59:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:07:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:07:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 17:59:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:07:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:00:00

2021-12-01 18:09:12 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:13 ERROR: event_candle() data.payload.time 2021-12-01 18:07:00

2021-12-01 18:09:13 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:13 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:13 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:13 ERROR: event_candle() data.payload.time 2021-12-01 18:07:00

2021-12-01 18:09:13 ERROR: event_candle() data.payload.time 2021-12-01 18:04:00

2021-12-01 18:09:13 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:13 ERROR: event_candle() data.payload.time 2021-12-01 18:04:00

2021-12-01 18:09:13 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:13 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:13 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:04:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:04:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:06:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:06:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:07:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:07:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:02:00

2021-12-01 18:09:14 ERROR: event_candle() data.payload.time 2021-12-01 18:03:00

У меня вопрос скорее про исторические данные, у вас же про реалтайм - это разные темы наверное

OdCheban commented 2 years ago

На графике были хайкен аши и сравнивал их с японскими. Извините, тему закрываю)