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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

Incorrect handling of Coinbase change message for market buy order #1

Closed petr-fedorov closed 3 years ago

petr-fedorov commented 3 years ago

[2021-01-07 18:51:40.796468]: Exception stod while processing {"type":"change","side":"buy","product_id":"BTC-USD","time":"2021-01-07T15:51:40.698630Z","sequence":"19502684062","price":"","order_id":"04dc5b97-49ca-44c0-aa0b-896ff65e9486","old_funds":"15271.49004935","new_funds":"7511.49004935","local_timestamp":"2021-01-07T15:51:40.796142Z"}

Exception stod while processing {"type":"change","side":"buy","product_id":"BTC-USD","time":"2021-01-11T23:18:05.739092Z","sequence":"19719365324","price":"","order_id":"1b1f271d-7e86-42ae-ad4e-1b33e1f3c36c","old_funds":"9982.03234178","new_funds":"9711.284252772","local_timestamp":"2021-01-11T23:18:05.814976Z"}

petr-fedorov commented 3 years ago

The issues has not appeared since the patch, closing