Incorrect handling of Coinbase change message for sell market order

petr-fedorov / oberon

Order Book Events ReconstructiON from empirical data

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

GNU General Public License v2.0

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Incorrect handling of Coinbase change message for sell market order #2

Closed petr-fedorov closed 3 years ago

petr-fedorov commented 3 years ago

Exception stod while processing {"type":"change","side":"sell","product_id":"BTC-USD","time":"2021-01-09T20:12:44.479858Z","sequence":"19612648866","price":"","old_size":"0.01","new_size":"0.009","order_id":"04901ec0-0c00-4434-9fad-0516170a76bc","local_timestamp":"2021-01-09T20:12:44.561316Z"}

petr-fedorov commented 3 years ago

The Issue has not appeared since the patch, closing.