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Disable exchange pair with no volume #10

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Emzy opened this issue Aug 1, 2022 · 3 comments
Closed

Disable exchange pair with no volume #10

Emzy opened this issue Aug 1, 2022 · 3 comments

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@Emzy
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Emzy commented Aug 1, 2022

We had a few times the problem that trading was halted on an exchange.
But we still used the price from that exchange pair to aggregate an average.
This ends in a wrong average exchange rate.

The pricenode needs to automatically stop using exchange rates that has no volume.

Poloniex right now:
Screen Shot 2022-08-01 at 21 06 28

@ghost
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ghost commented Aug 5, 2022

The screenshot above from when the problem was happening shows a positive volume, so in this case the exchange rate would still be counted.

Do you have any suggestions on how to resolve this issue?

@Emzy
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Emzy commented Aug 5, 2022

It shows a volume of "0".
The volume or the timestamp of the last trade are the first things I can think of.
Alternatively an exchange rate that is off by more than ~2% or so could be automatically excepted.

@ghost
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ghost commented Aug 22, 2023

We had a few times the problem that trading was halted on an exchange.
But we still used the price from that exchange pair to aggregate an average.
This ends in a wrong average exchange rate.

This bug was fixed by PR #19, can be closed.

@Emzy Emzy closed this as completed Aug 22, 2023
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