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Published 20 hours ago • verified publisher icon bmoscon

OKX L2-Book's price volume seems incorrect

Open 9cat opened this issue 2 years ago • 1 comments

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 avatar Dec 22 '22 05:12 9cat

So no one encounter this problem? just me?

Could anyone points me out?

9cat avatar Jan 24 '23 17:01 9cat