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BitFinex Streaming Orderbook is broken #111

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traviscollins opened this issue Feb 26, 2018 · 1 comment
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BitFinex Streaming Orderbook is broken #111

traviscollins opened this issue Feb 26, 2018 · 1 comment

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@traviscollins
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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.

traviscollins pushed a commit to traviscollins/xchange-stream that referenced this issue Feb 26, 2018
dozd pushed a commit that referenced this issue Feb 27, 2018
* Fix for issue #105

* Fix for issue #111.
@dozd
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dozd commented Feb 27, 2018

Thanks for the fix!

@dozd dozd closed this as completed Feb 27, 2018
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