inconsistent response with okex* exchanges

[thangng48]

We have noticed inconsistency in data response from tardis-machine

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With 2 different tardis-machine instance, with same query { symbols: [ 'RVN-USDT-SWAP' ], exchange: 'okex-swap', dataTypes: [ 'trade' ], from: '2022-03-09T05:57:44Z', to: '2022-03-09T06:17:46Z' }:

• One returns data

tardis-dev:machine GET /replay-normalized request started, options: { symbols: [ 'RVN-USDT-SWAP' ], exchange: 'okex-swap', dataTypes: [ 'trade' ], from: '2022-03-09T05:57:44Z', to: '2022-03-09T06:17:46Z' } +1h
tardis-dev:machine GET /replay-normalized request finished, options: { symbols: [ 'RVN-USDT-SWAP' ], exchange: 'okex-swap', dataTypes: [ 'trade' ], from: '2022-03-09T05:57:44Z', to: '2022-03-09T06:17:46Z' }, time: 8.742 seconds, total messages count: 438 +9s

• Other returns nothing

2022-03-09T10:31:38.860Z tardis-dev:machine GET /replay-normalized request started, options: { symbols: [ 'RVN-USDT-SWAP' ], exchange: 'okex-swap', dataTypes: [ 'trade' ], from: '2022-03-09T05:57:44Z', to: '2022-03-09T06:17:46Z' }
2022-03-09T10:31:48.970Z tardis-dev:machine GET /replay-normalized request finished, options: { symbols: [ 'RVN-USDT-SWAP' ], exchange: 'okex-swap', dataTypes: [ 'trade' ], from: '2022-03-09T05:57:44Z', to: '2022-03-09T06:17:46Z' }, time: 10.11 seconds, total messages count: 0

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With same tardis-machine instance

1. inconsistent replay data

• curl -g 'localhost:8000/replay?options={"exchange":"okex","filters":[{"channel":"spot/trade","symbols":["BTC-USDT"]}],"from":"2021-12-23","to":"2021-12-24"}' returns nothing
• curl -g 'localhost:8000/replay?options={"exchange":"okex","filters":[{"channel":"spot/trade","symbols":["BTC-USDT"]}],"from":"2021-12-22","to":"2021-12-24"}' returns data

2. inconsistent replay and replay-normalized data

• curl -g 'localhost:8000/replay?options={"exchange":"okex-swap","filters":[{"channel":"swap/trade","symbols":["RVN-USDT-SWAP"]}],"from":"2022-03-09T05:57:44Z","to":"2022-03-09T06:17:46Z"}' returns nothing
• curl -g 'localhost:8000/replay-normalized?options={"exchange":"okex-swap","symbols":["RVN-USDT-SWAP"],"from":"2022-03-09T05:57:44Z","to":"2022-03-09T06:17:46Z","dataTypes":["trade"]}' returns data

[thaaddeus]

Can you please update to last tardis-machine version and try again?

We've migrated to okex v5 API (v3 api is discontinued) starting from 2021-12-23 and that means data format and channel names have changed.

In your case, starting from 2021-12-23 you need to use new channel names for 'replay':

• "trades" "books-l2-tbt" "tickers" "open-interest" "mark-price" "price-limit" "funding-rate" "status" "instruments" "index-tickers" "liquidations"

Replay-normalized should work fine with latest version It's not documented yet, but should be soon.

[thangng48]

@thaaddeus

You're correct. Just to clarify, the 1st problem happened because one of the tardis-machine instance was in old version. Thanks you.