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Version 0.4.3 orderbook isn't kept updated #62

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kenfehling opened this issue Jun 11, 2017 · 11 comments
Closed

Version 0.4.3 orderbook isn't kept updated #62

kenfehling opened this issue Jun 11, 2017 · 11 comments

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@kenfehling
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kenfehling commented Jun 11, 2017

I've created two test repos, one with 0.4.2 and one with 0.4.3 (master). They each print out the top bid and ask every few seconds.

0.4.2 repo
0.4.3 repo

I recorded results for each started at approximately the same time, not exactly so the values are slightly different, but the main finding is that after about a minute the 0.4.3 version begins to get stale on one side of the order book (in this instance the ask side, not sure if that's always the case).

0.4.2

2963.87 2962.96
2963.91 2962.94
2963.94 2963.86
2963.94 2963.28
2963.86 2959.02
2964.97 2961.73
2964.98 2964.21
2964.96 2964.2
2964.94 2964.16
2965.6 2964.61

0.4.3

2963.9 2962.51
2963.88 2962.51
2963.9 2963.79
2963.9 2963.79
2963.88 2962.51
2963.9 2962.51
2963.9 2964.21
2963.9 2964.2
2963.9 2964.16
2963.9 2964.55
@kenfehling
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Now I'm running my tests again and it's fine. Sorry if this is an issue on my end. I'll keep researching.

@kenfehling
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kenfehling commented Jun 11, 2017

Actually it seems like the issue might happen when I use the new multiple product feature. I've updated the repo to subscribe to both BTC-USD and ETH-USD. Also it looks like it's not completely stale, just a lot slower to update, and it happens on both sides of the order book.

@awitherow
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Can you please let us know what node version and npm version you are using?

@fb55 can we do some sort of minimum issue template where creators have to input such rudimentary information?

@kenfehling
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node: v6.10.2
npm: 3.10.10

@awitherow
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awitherow commented Jun 13, 2017

Thanks @kenfehling the node/npm version is maybe for future users or for further debugging info.

If it is not a problem anymore and seems to be working, can you close the issue?

@duskovaci
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duskovaci commented Jun 13, 2017

I have experienced the same issue as well, one side of the orderbook is not kept up to date, mostly the asks.. Sometimes the difference reaches 10 USD (and sometimes the spread is negative) in comparison to the GDAX web view. Any advice how to fix it? Seems like the only option is downgrading, version 4.2 is working OK.

@ambethia
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Do we think this is an issue with the gdax-node client itself or are the messages coming over the websockets connection delayed?

@kenfehling
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My guess is whatever the issue is, it started at some point after commit 98d044e on April 3 because it appears to happen on 0.4.3 but not 0.4.2

@mhuggins
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mhuggins commented Jun 19, 2017

I'm seeing a similar issue. 0.4.3 (master branch) quickly gets out of sync with what appears on the live site, while 0.4.2 appears to stay in sync.

@26medias
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26medias commented Aug 9, 2017

This is not fixed, see the chart on #80

@rmm5t
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rmm5t commented Jun 25, 2018

Closing in favor of #80.

@rmm5t rmm5t closed this as completed Jun 25, 2018
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