the Bleutrade API has a very similar setup where it has two separate calls one returns you a list of orders and the other returns you the individual trades in a given order
when we want to compute the currency changes before/after the trades that we print out to the logs, use the total BTC price returned from these APIs and you will note that both are the same here
so it doesn't matter which one you use
but when calculating the profit and loss, we look at the price from the first table and multiply that by the amount
we mistakenly assume that if the order is filled with a different price the API will correctly return that different price to us but Bleutrade violates this assumption
and this causes some of the P&L calculations where Bleutrade has been involved to be incorrect
See this screenshot for example:
https://files.gitter.im/Exalovic/NggS/image.png
Here is an analysis of the problem: