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Published 20 hours ago • verified publisher icon Kucoin

[ WebSocket - Ticker Symbol ] Receiving repeated information.

Open LCSLITX opened this issue 3 years ago • 3 comments

Hello guys!

I've discovered a potential problem with your API. It is giving a response which is inconsistent with the documentation.

The problem is related to this topic /market/ticker:{symbol},{symbol}... of WebSocket Public Channel.

The documentation states the following (bold added by me):

Subscribe to this topic to get the push of BBO changes. If there is no change within one second, it will not be pushed.

It will be pushed per 100ms with the newest BBO. If there was no change compared with last data, it will not be pushed.

In the proof of concept, you may verify that I'm receiving a response, every 100ms, with repeated information. Exception to Sequence and Timestamp fields, which are updated.

As far as I concluded, the topic is pushing the old — and consequently, repeated — data, as a new one.

It clearly opposes what is being described in the documentation as there's no interval even with no information being changed.

Proof of Concept

Proof of concept with parsed response.data: 
__________FIRST_RESPONSE________
KLV/USDT 2022-06-09 21:12:57.797 +0000 UTC
Sequence: 1645571229516
Price: 0.01911
Size: 4861.0523000000003
Timestamp: 2022-06-09 21:12:57.797 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0477020166e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:12:57.897 +0000 UTC
Sequence: 1645571229521
Price: 0.01911
Size: 4861.0523000000003
Timestamp: 2022-06-09 21:12:57.897 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0477020166e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:12:57.997 +0000 UTC
Sequence: 1645571229526
Price: 0.01911
Size: 4861.0523000000003
Timestamp: 2022-06-09 21:12:57.997 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0477020166e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:12:58.097 +0000 UTC
Sequence: 1645571229529
Price: 0.01911
Size: 4861.0523000000003
Timestamp: 2022-06-09 21:12:58.097 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0477020166e+06
________________________________
__________NOT_REPEATED_________
KLV/USDT 2022-06-09 21:12:58.397 +0000 UTC
Sequence: 1645571229533
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:12:58.397 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:12:58.498 +0000 UTC
Sequence: 1645571229536
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:12:58.498 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:12:58.597 +0000 UTC
Sequence: 1645571229539
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:12:58.597 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:12:58.697 +0000 UTC
Sequence: 1645571229542
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:12:58.697 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:12:58.797 +0000 UTC
Sequence: 1645571229546
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:12:58.797 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:12:58.897 +0000 UTC
Sequence: 1645571229548
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:12:58.897 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:12:59.998 +0000 UTC
Sequence: 1645571229551
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:12:59.998 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:13:01.097 +0000 UTC
Sequence: 1645571229556
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:13:01.097 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:13:01.198 +0000 UTC
Sequence: 1645571229562
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:13:01.198 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:13:01.297 +0000 UTC
Sequence: 1645571229564
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:13:01.297 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:13:01.398 +0000 UTC
Sequence: 1645571229567
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:13:01.398 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:13:01.497 +0000 UTC
Sequence: 1645571229569
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:13:01.497 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:13:01.897 +0000 UTC
Sequence: 1645571229573
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:13:01.897 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:13:01.997 +0000 UTC
Sequence: 1645571229576
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:13:01.997 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:13:02.298 +0000 UTC
Sequence: 1645571229584
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:13:02.298 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:13:02.398 +0000 UTC
Sequence: 1645571229593
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:13:02.398 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:13:02.497 +0000 UTC
Sequence: 1645571229595
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:13:02.497 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:13:02.597 +0000 UTC
Sequence: 1645571229596
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:13:02.597 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:13:03.098 +0000 UTC
Sequence: 1645571229622
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:13:03.098 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:13:03.198 +0000 UTC
Sequence: 1645571229630
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:13:03.198 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:13:03.297 +0000 UTC
Sequence: 1645571229633
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:13:03.297 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:13:03.397 +0000 UTC
Sequence: 1645571229635
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:13:03.397 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:13:03.497 +0000 UTC
Sequence: 1645571229638
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:13:03.497 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:13:03.597 +0000 UTC
Sequence: 1645571229641
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:13:03.597 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:13:03.697 +0000 UTC
Sequence: 1645571229642
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:13:03.697 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:13:03.797 +0000 UTC
Sequence: 1645571229645
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:13:03.797 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:13:03.897 +0000 UTC
Sequence: 1645571229647
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:13:03.897 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:13:04.197 +0000 UTC
Sequence: 1645571229648
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:13:04.197 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:13:04.297 +0000 UTC
Sequence: 1645571229651
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:13:04.297 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
___________REPEATED____________
KLV/USDT 2022-06-09 21:13:04.397 +0000 UTC
Sequence: 1645571229652
Price: 0.01911
Size: 4252.4674999999997
Timestamp: 2022-06-09 21:13:04.397 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0434495491e+06
________________________________
__________NOT_REPEATED_________
KLV/USDT 2022-06-09 21:13:04.497 +0000 UTC
Sequence: 1645571229658
Price: 0.01911
Size: 5299.8901999999998
Timestamp: 2022-06-09 21:13:04.497 +0000 UTC
BestAsk: 0.01912
BestAskSize: 1304.46220754
BestBid: 0.01911
BestBidSize: 1.0381496589e+06
________________________________
Proof of Concept with original response.data from Kucoin: 
{Sequence:1645571320867 Price:0.01902 Size:9351.6635 Time:1654817065397 BestAsk:0.01902 BestAskSize:60934.7539 BestBid:0.01901 BestBidSize:63179.9392}
{Sequence:1645571320869 Price:0.01902 Size:9351.6635 Time:1654817065497 BestAsk:0.01902 BestAskSize:60934.7539 BestBid:0.01901 BestBidSize:63179.9392}
{Sequence:1645571320870 Price:0.01902 Size:9351.6635 Time:1654817066997 BestAsk:0.01902 BestAskSize:60934.7539 BestBid:0.01901 BestBidSize:63179.9392}
{Sequence:1645571320881 Price:0.01902 Size:60934.7539 Time:1654817067097 BestAsk:0.01903 BestAskSize:311757.4079 BestBid:0.01901 BestBidSize:63179.9392}
{Sequence:1645571320888 Price:0.01902 Size:60934.7539 Time:1654817067197 BestAsk:0.01903 BestAskSize:322827.4079 BestBid:0.01901 BestBidSize:63179.9392}
{Sequence:1645571320891 Price:0.01902 Size:60934.7539 Time:1654817067297 BestAsk:0.01903 BestAskSize:322827.4079 BestBid:0.01901 BestBidSize:63179.9392}
{Sequence:1645571320895 Price:0.01902 Size:60934.7539 Time:1654817067497 BestAsk:0.01903 BestAskSize:311757.4079 BestBid:0.01901 BestBidSize:63179.9392}
{Sequence:1645571320899 Price:0.01902 Size:60934.7539 Time:1654817067598 BestAsk:0.01903 BestAskSize:311757.4079 BestBid:0.01901 BestBidSize:63179.9392}
{Sequence:1645571320906 Price:0.01902 Size:60934.7539 Time:1654817067697 BestAsk:0.01903 BestAskSize:311757.4079 BestBid:0.01901 BestBidSize:63179.9392}
{Sequence:1645571320909 Price:0.01902 Size:60934.7539 Time:1654817067797 BestAsk:0.01903 BestAskSize:311757.4079 BestBid:0.01901 BestBidSize:63179.9392}
{Sequence:1645571320912 Price:0.01902 Size:60934.7539 Time:1654817067898 BestAsk:0.01903 BestAskSize:311757.4079 BestBid:0.01901 BestBidSize:63179.9392}
{Sequence:1645571320914 Price:0.01902 Size:60934.7539 Time:1654817067997 BestAsk:0.01903 BestAskSize:311757.4079 BestBid:0.01901 BestBidSize:63179.9392}
{Sequence:1645571320920 Price:0.01901 Size:5521.164 Time:1654817068697 BestAsk:0.01903 BestAskSize:322827.4079 BestBid:0.01901 BestBidSize:57658.7752}
{Sequence:1645571320922 Price:0.01901 Size:5521.164 Time:1654817068797 BestAsk:0.01903 BestAskSize:322827.4079 BestBid:0.01901 BestBidSize:57658.7752}
{Sequence:1645571320924 Price:0.01901 Size:5521.164 Time:1654817069097 BestAsk:0.01903 BestAskSize:322827.4079 BestBid:0.01901 BestBidSize:57658.7752}

LCSLITX avatar Jun 09 '22 23:06 LCSLITX

Hello.

Thanks for this feedback. I will check with Tech team

progressivehed avatar Jun 21 '22 14:06 progressivehed

Thank you @progressivehed .

Looking forward for your answer.

LCSLITX avatar Jun 24 '22 12:06 LCSLITX

Hi @lucassauro

We checked this issue on our side. Looks like the websocket is sending repetitive info sometimes and it can not judge whether they have been oushed or not. We work to optimize this issue.

progressivehed avatar Jun 29 '22 05:06 progressivehed