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bithumb-pro / bithumb.pro-official-api-docs

rest and websocket api doc
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Trades affecting orderbook are not pushed on websocket? #98

Open tpepboi opened 2 years ago

tpepboi commented 2 years ago

It seems that websocket updates on the 'TRADES' topic are not reflected on the 'ORDERBOOK' topic?

If subscribed to both topics, trade updates come through without any associated orderbook updates.

'Ver' fields are all sequential so Im not dropping any updates

stream

tpepboi commented 2 years ago

If any devs see this, I believe this is the expected output from the public websockets:

stream2

  1. Orderbook update is pushed for new bid order (66.19 @ 0.75442);
  2. A limit ask is submited at the new bid price for 66 volume (in this case it was my order);
  3. 'Trade' topic pushes sell trade message for 66 volume, and at the same time 'orderbook' topic pushes new remaining volume at 0.75442 bid price (in this case 0.19 volume remaining. If order on book was fully consumed, volume would be 0)

Can you please investigate why so many trades are going through without any messages pushed on the 'orderbook' topic? If you watch the streams there are tons of trades on the websocket that don't change the orderbook at all.