lake-api
lake-api copied to clipboard
Wrong 'origin_time' in Kucoin book_delta_v2
Hi. As i download book_delta_v2 data from Kucoin I found that the origin_time was converted wrongly:
This is related to function "load_data", that would convert any timestamp by 'ns' level. I would suggest a function checking the length of the timestamp, then decide at what accuracy need to be used for timestamp conversion, or just leave the timestamp there.
Why is the orginal value of orginal time is 0? I let the function not to convert and this is what i get.
hi @benjzyq, we don't support origin_time for kucoin. i think it was added to the exchange api after we implemented kucoin api. we will implement it, probably within a week, but the existing historical data will stay without origin_time. we apologize for the inconvenience!