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tardis-dev / tardis-machine

Locally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market data via HTTP and WebSocket APIs
https://docs.tardis.dev/api/tardis-machine
Mozilla Public License 2.0
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[Question] replay-normalized in tardis-machine based on the localTimestamp #11

Closed thangng48 closed 2 years ago

thangng48 commented 2 years ago

I've read through your docs but don't see anywhere that confirms it. So, just to ask from and to in replayed-normalized in tardis-machine are compared against the message's localTimestamp, am I right ?

thaaddeus commented 2 years ago

Hi @thangng48 yes that is correct.

thangng48 commented 2 years ago

@thaaddeus

Is there anyway to request data based on exchange's timestamp ? If not, do you have any plan to implement it ?

thaaddeus commented 2 years ago

There's no way to do this, some exchanges do not even provide timestamps for their messages.

thangng48 commented 2 years ago

There's no way to do this, some exchanges do not even provide timestamps for their messages.

But the https://docs.tardis.dev/api/tardis-machine#http-get-replay-normalized-options-options actually requests saved data from your data central. It means messages must have timestamp anyway, right ?

thaaddeus commented 2 years ago

and that timestamp is a local timestamp (timestamp when message was received by data collection service)