Kucoin big trade only partially seen

[JannemanDev]

A big red candle/trade(s) (total 70k) on Kucoin was partially missed:

Azero trade feed only shows these two trades (total only 13k) at or around 07:01:00 (UTC+1):

[0xFar5eer]

Thank you for detailed information! I will look into it soon.

[0xFar5eer]

I think the issue could be that I am parsing only 100 results using this api: https://api.kucoin.com/api/v1/market/histories?symbol=AZERO-USDT
Could be that more than 100 trades matched during this moment.
I couldn't find any documentation how to use skip/limit or paging there.
Parse speed is 1 req per 2 seconds.
That means I will have to improve it and run each exchange in separate thread with very little delays.
Will do that later this week when I have more time.

[JannemanDev]

Better use websocket API: https://www.kucoin.com/docs/websocket/spot-trading/public-channels/match-execution-data

Already made a PoC in C# in just a few hours using this endpoint. It's pretty easy.

[0xFar5eer]

I see yeah this would be much better thank you. I would need to find websocket api for mexc and gate as well.

…

On Mon, Nov 13, 2023 at 21:35 JannemanDev ***@***.***> wrote: Better use websocket API: https://www.kucoin.com/docs/websocket/spot-trading/public-channels/match-execution-data Already made a PoC in C# in just a few hours using this endpoint. It's pretty easy. — Reply to this email directly, view it on GitHub <#1 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AZRKNY4URIQDZ3T3QXJJYLLYEIOZFAVCNFSM6AAAAAA7IWJOAOVHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMYTQMBYGE3TMOBXG4> . You are receiving this because you commented.Message ID: ***@***.***>