Heartbeat last id is always zero

[nazariyv]

When using authenticated WebsocketClient and heartbeat channel, is everyone also getting last trade id: 0? (starting the socket, and then making trades, obviously).

import datetime as dt
import cbpro
import time
import json

sandbox_url = 'wss://ws-feed-public.sandbox.pro.coinbase.com'
pro_url = "wss://ws-feed.pro.coinbase.com/"

SOCKET_CONFIG = {'products': ['BTC-USD'],
                 'auth': True,
                 'api_key': api_key,
                 'api_secret': api_secret,
                 'api_passphrase': api_pass,
                 'channels': ['heartbeat'],
                 'url': sandbox_url}

class MyWebsocketClient(cbpro.WebsocketClient):
    def on_open(self):
        self.message_count = 0
        self.most_recent_message = ''

    def on_message(self, msg):
        print(json.dumps(msg, indent=4, sort_keys=True))
        self.message_count += 1
        self.most_recent_message = msg

    def on_close(self):
        print("-- Goodbye! --")

    def __repr__(self):
        pass

wsClient = MyWebsocketClient(**SOCKET_CONFIG)

wsClient.start()
print(wsClient.url, wsClient.products)

run_for_seconds = 60
start_time = dt.datetime.now()

while start_time + dt.timedelta(seconds=run_for_seconds) > dt.datetime.now():
#   print(wsClient)
    time.sleep(1)

wsClient.close()

if wsClient.error:
    sys.exit(1)
else:
    sys.exit(0)

and the output:

{
    "last_trade_id": 0,
    "product_id": "BTC-USD",
    "sequence": 40010849,
    "time": "2019-02-24T21:36:27.952326Z",
    "type": "heartbeat"
}
{
    "last_trade_id": 0,
    "product_id": "BTC-USD",
    "sequence": 40010856,
    "time": "2019-02-24T21:36:28.952355Z",
    "type": "heartbeat"
}
{
    "last_trade_id": 0,
    "product_id": "BTC-USD",
    "sequence": 40010862,
    "time": "2019-02-24T21:36:29.952290Z",
    "type": "heartbeat"
}
{
    "last_trade_id": 0,
    "product_id": "BTC-USD",
    "sequence": 40010862,
    "time": "2019-02-24T21:36:30.952335Z",
    "type": "heartbeat"
}
[SSL: WRONG_VERSION_NUMBER] wrong version number (_ssl.c:2471) - data: None

that ssl error is worrisome too.

[nazariyv]

and, yes, I have tried this on the normal market (non-sandbox). Same story

[nazariyv]

new SSL error, 2 out of 2 times now wsClient exits with an error:

[SSL: DECRYPTION_FAILED_OR_BAD_RECORD_MAC] decryption failed or bad record mac (_ssl.c:2471) - data: None

[nazariyv]

The heartbeat has this last_trade_id, which I was assuming, was my last order id? The issue is not in getting the trade ids. That I can get. The problem is in pinpointing when we have missed to get the match message because it was dropped. Coinbase API tells us that we should use heartbeat for that. But I do not understand how.

[nazariyv]

One can for example get done before match, then we would we have dropped a match message. But what if we drop both the match and done. There must be a good way to pinpoint the dropped messages. And I was under the impression that heartbeat is such a mechanism.

[noah222]

from coinbase pro docs: " Authenticated feed messages do not increment the sequence number. It is currently not possible to detect if an authenticated feed message was dropped. "

I check each order manually until it is filled or I cancel it, since i have not found another reliable method to 100% verify the order being filled. I think the feeds are set up to give a house advantage, and it takes some creativity to work around it.

[nazariyv]

You mean you use REST? Do you do that to check if you missed match potentially? At what point would you do this though?

[nazariyv]

This is not patronizing at all! Thank you. It may be useful for me.

[mcardillo55]

Seems like others have seen this as well: https://github.com/preichenberger/go-coinbasepro/issues/89

A user in that thread opened a bug report with Coinbase support, but it seems the issue is still there.

Closing this for now, as it seems to be on the Coinbase side.