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gateio / gatews

Gate Websocket V4 SDK
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local_order_book.py out of sync #6

Closed ctubio closed 3 years ago

ctubio commented 3 years ago

did you try to run local_order_book.py lately?

i see zombie levels (overlapping ask and bid price) always after the very first update.

is the orderbook of websocket v4 ready to be used in production?

thank you for your time''

revilwang commented 3 years ago

I'll look into this issue. Thanks for reporting.

revilwang commented 3 years ago

There is an issue with spot.order_book_update data. We're trying to figure out the root cause. You can use spot.order_book for full order book which can be used directly without any further handling.

ctubio commented 3 years ago

yea, the client source in this repo is perfect; so must be some server side issue

:koala: i cannot say since when it happens cos im new to this api since a few days ago only

meanwhile spot.order_book is an acceptable alternative for the first 20 levels, thank you @revilwang

revilwang commented 3 years ago

The issue has been confirmed from the server side. I'll let it open until the problem is fixed.

revilwang commented 3 years ago

The server has been patched to resolve the spot.order_book_update issue, and local_order_book.py is also updated to actively reject price overlapping.

ctubio commented 3 years ago

ok, hope it will be deployed to wss://api.gateio.ws/ws/v4/ soon

:koala: thank you

revilwang commented 3 years ago

wss://api.gateio.ws/ws/v4/ has already been updated. Besides, spot.order_book support 50 and 100 level subscriptions too.