search

hitbtc-com / hitbtc-api

HitBTC API
GNU Lesser General Public License v3.0
322 stars 153 forks source link

REST API Orderbook response is incorrect #220

Open Golden-VS opened 5 years ago

Golden-VS commented 5 years ago

https://api.hitbtc.com/api/2/public/orderbook/SMARTBTC?limit=5

Returns 95% of the time incorrect orderbook data. Is there anything I am doing wrong?

Aquatrader commented 5 years ago

I have a simular problem with the data from the API, but it is wrong in a small pct. (maybe 1%) Problem is that the bot will trade on it, resulting in not executed orders. Could you add a timestamp to the API response???

hitbtc-com commented 5 years ago

@Golden-VS , could you please provide your user ID? We will take a closer look to investigate this issue

@Aquatrader , a timestamp has already been added to the API response. Please check our API documentation - https://api.hitbtc.com/#orderbook

Example:

curl "https://api.hitbtc.com/api/2/public/orderbook/ETHBTC"

The above command returns JSON structured like this:

{ "ask": [ { "price": "0.046002", "size": "0.088" }, { "price": "0.046800", "size": "0.200" } ], "bid": [ { "price": "0.046001", "size": "0.005" }, { "price": "0.046000", "size": "0.200" } ], "timestamp": "2018-11-19T05:00:28.193Z" }

Aquatrader commented 5 years ago

Timestamp is added, i have noticed. What is worse is that the timestamp is new, but the data in the message is incorrect. Check the stream data from today around 17:00. All bid/askdata is incorrect, leading to not executable orders. sofar checked for neo/btc, bchasv/btc but there are more. you really need to correct this…