petr-fedorov oberon issues

petr-fedorov / oberon

Order Book Events ReconstructiON from empirical data

https://petr-fedorov.github.io/oberon/

GNU General Public License v2.0

9 stars 4 forks source link

issues

Newest

Newest Most commented Recently updated Oldest Least commented Least recently updated

Feeder shall emit Exhausted event when timestamp of the received message is <x> seconds behind local time

#15 petr-fedorov closed 3 years ago
1
Re-implement MALI functionality in OBERON

#14 petr-fedorov closed 3 years ago
1
An order at Bitstamp is deleted from order book too early

#13 petr-fedorov opened 3 years ago
2
Oberon hangs after several unsuccessfull attempts to get an order book snapshot from Bitstamp

#12 petr-fedorov opened 3 years ago
0
remaining() can't be equal to base_increment

#11 petr-fedorov closed 3 years ago
0
OBERON should not terminate immediately when can not re-engage Feeder due to connection problems

#10 petr-fedorov closed 3 years ago
1
Oberon terminates with Transport endpoint is not connected exception

#9 petr-fedorov closed 3 years ago
0
Log message about stale snapshot should show seconds behind

#8 petr-fedorov closed 3 years ago
0
Coinbase might send DONE-CANCELED message without remaining_size. OBERON should handle that

#7 petr-fedorov closed 3 years ago
2
Oberon terminates due to bad data from Coinbase

#6 petr-fedorov closed 3 years ago
0
Oberon terminates if exhausted while acquiring snapshot (it should not)

#5 petr-fedorov closed 3 years ago
0
Oberon terminates with boost::system::system_error Bad file description exception

#4 petr-fedorov closed 3 years ago
0
Taker orders (i.e. 1316-226880630785 below) on Bitstamp are not cleansed

#3 petr-fedorov opened 3 years ago
0
Incorrect handling of Coinbase change message for sell market order

#2 petr-fedorov closed 3 years ago
1
Incorrect handling of Coinbase change message for market buy order

#1 petr-fedorov closed 3 years ago
1