Coinbase might send DONE-CANCELED message without remaining_size. OBERON should handle that

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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Coinbase might send DONE-CANCELED message without remaining_size. OBERON should handle that #7

Closed petr-fedorov closed 3 years ago

petr-fedorov commented 3 years ago

[2021-01-17 02:30:20.612373]: Exception No such node (remaining_size) while processing {"type":"done","side":"buy","product_id":"BTC-USD","time":"2021-01-16T23:30:20.474764Z","sequence":"19967841828","order_id":"ac8def4d-1e7e-42b2-b5e7-b57ce07b102d","reason":"canceled","local_timestamp":"2021-01-16T23:30:20.599139Z"}

petr-fedorov commented 3 years ago

According to Coinbase documentation:

market orders will not have a remaining_size or price field as they are never on the open order book at a given price.

petr-fedorov commented 3 years ago

The issued has not appeared since the patch, closing