Carlos Segura

Results 4 comments of Carlos Segura

It is even worse than I expected. Now the price in "done" messages seems to not have to match the price of the "open" Here's a real example: {"order_id":"480df2f8-fadd-473e-b173-e4b99f5839d4","order_type":"limit","size":"0.00012721","price":"20332.31","type":"received","side":"buy","product_id":"BTC-USD","time":"2023-03-10T00:05:24.245717Z","sequence":56308181839} {"price":"20332.31","order_id":"480df2f8-fadd-473e-b173-e4b99f5839d4","remaining_size":"0.00012721","type":"open","side":"buy","product_id":"BTC-USD","time":"2023-03-10T00:05:24.245717Z","sequence":56308181840}...

Running this code during a few hours will show orders that were opened at one price and done at another price. In self.opens I store the order_id, price as key,vals;...

I asked Coinbase and it turns out that this is an expected behavior. So we should adapt the library to deal with this issue too. Right now in the library...

I have six==1.16.0 and seems to work fine. I would be more worried about the fact that coinbase's API has been changing and cbpro seems to be unmaintained and now...