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clojure-quant / quanta-market

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bybit feed overfetches #3

Closed awb99 closed 1 month ago

awb99 commented 1 month ago

2024-10-02T02:45:35.437105995Z INFO LOG nuc12 ta.import.provider.bybit.ds(193,3) - get-bars: {:asset "BTCUSDT", :calendar [:crypto :d]}window: {:start #time/instant "2024-09-11T23:59:59Z", :end #time/instant "2024-09-30T23:59:59Z"} 2024-10-02T02:45:35.438718144Z INFO LOG nuc12 ta.import.provider.bybit.ds(204,7) - initial-page start: 2024-09-11T23:59:59Z end: 2024-09-30T23:59:59Z 2024-10-02T02:45:35.440540031Z INFO LOG nuc12 ta.import.provider.bybit.ds(208,25) - new page window: {:start #time/instant "2024-09-11T23:59:59Z", :end #time/instant "2024-09-30T23:59:59Z"} 2024-10-02T02:45:35.443652186Z INFO LOG nuc12 ta.import.provider.bybit.raw(55,3) - get-history: {:symbol "BTCUSDT", :interval "D", :category "spot", :start 1726099199000, :end 1727740799000, :limit 1000} 2024-10-02T02:45:36.882915740Z INFO LOG nuc12 ta.import.provider.bybit.ds(208,25) - new page window: {:start #time/instant "2024-09-11T23:59:59Z", :end #time/instant "2024-09-30T23:59:59Z"} 2024-10-02T02:45:36.883025891Z INFO LOG nuc12 ta.import.provider.bybit.raw(55,3) - get-history: {:symbol "BTCUSDT", :interval "D", :category "spot", :start 1726099199000, :end 1727740799000, :limit 1000}

awb99 commented 1 month ago

it makes 2x the same request. why is this?

wizard50 commented 1 month ago

this code caused the error:

https://github.com/clojure-quant/quanta-market/blob/9268744c0454c722f2fa82d90d4ab62aa8282f37/src/ta/import/provider/bybit/ds.clj#L201-L210