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OKX L2-Book's price volume seems incorrect #940

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9cat opened this issue Dec 22, 2022 · 1 comment
Open

OKX L2-Book's price volume seems incorrect #940

9cat opened this issue Dec 22, 2022 · 1 comment
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@9cat
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9cat commented Dec 22, 2022

Describe the bug

by using the follow :
f.add_feed(OKX(checksum_validation=True, symbols=['BTC-USDT-PERP'], channels=[TRADES, TICKER, FUNDING, OPEN_INTEREST, LIQUIDATIONS, L2_BOOK], callbacks={L2_BOOK: book, TICKER: ticker, LIQUIDATIONS: liquidations, FUNDING: funding, OPEN_INTEREST: oi, TRADES: trade}))

I try to compare the L2_book to the orderbook on OKX . the price is match, however, the volume attach with the price is incorrect.
different coin has different scale up or down.

To Reproduce
just using the demo.py, and just catch one symbol. such as BTC-USDT-PERP. will notice the volume is big differntthan the OKX's website

Operating System:

  • linux,

Cryptofeed Version
-Dec 21,2022's latest version (v2.3.1)

@9cat 9cat added the bug label Dec 22, 2022
@9cat
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9cat commented Jan 24, 2023

So no one encounter this problem? just me?

Could anyone points me out?

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