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This repository has been archived by the owner on Jun 8, 2020. It is now read-only.
The implementation for BitFinex streaming order book is completely broken. It's subscribing to the "R0" precision - which is on a per order entry change basis. But it's then treating those as aggregate levels (instead of individual entries and performing aggregation). The result is that the order books on presented on the observable have negative values for "amount".
I'll work on a fix for this.
The text was updated successfully, but these errors were encountered:
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Feb 26, 2018
The implementation for BitFinex streaming order book is completely broken. It's subscribing to the "R0" precision - which is on a per order entry change basis. But it's then treating those as aggregate levels (instead of individual entries and performing aggregation). The result is that the order books on presented on the observable have negative values for "amount".
I'll work on a fix for this.
The text was updated successfully, but these errors were encountered: