Sometimes processData() does not correctly classify 'market' and 'market-limit' orders

[petr-fedorov]

An order that started out as a market order, came to rest in the order book and has not been filled since then is classified as 'market' instead of 'market-limit'

[petr-fedorov]

Actually, I plan to submit a pull request to fix this one and the other issues I opened, so I will be more than happy if you consider it possible to assign all of them to me :-).

Essentially, I have 'depth' and 'trades' from Bitfinex then I reconstruct the order flow from them and pass the flow to processData() to get 'depth' and 'trades' back. Thus theoretically I know the correct output of processData() in advance and it helps to catch bugs. But practically the bugs are both in my code and in obAnalytics. It is difficult to fix them separately so I have to capture them first as issues.

[phil8192]

Ah, great! I've been looking to make the package more generic and not so specific to Bitstamp. Lots of refactoring to come..