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danpaquin / coinbasepro-python

The unofficial Python client for the Coinbase Pro API
MIT License
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Ticker channel missing messages? #284

Closed jebesen closed 6 years ago

jebesen commented 6 years ago

I subscribe to the 'tickers' websocket channel.

I use the received messages to build my own candlesticks. When I compare my calcultated candlesticks with the ones requested directly from the api, I realize that something is wrong. The open, close, max, min values are ok, but my calculated volume value is nearly always lower than the one from the gdax candlesticks. However, sometimes it is correct. It is like there were missing messages. From the gdax web, I understand that the tickers channel should not have missing messages. Any help on this?

jebesen commented 6 years ago

Solved.

If I want to get all volumes I should subscribe the matches channel instead of the tickers channel.