Hi @Svisstack ,
I suspect there might be a bug in this code, but I can't find it.
https://github.com/api-bricks/api-bricks-sdk/blob/master/coinapi/flat-files-api-processing-samples/limitbook_full_to_snapshot_50/limitbook_full_to_snapshot_50.py
From the full orderbook attached in the github, this code should create orderbook_snapshot file identical to the one attached on github as well.
However, the file that this code produces is similar, but different and wrong. I suspect there is a bug somewhere.
Green file is original version (uploaded to your Github)
And what the code will actually output is pretty different:
Then after some time it will completely stop updating orderbook level prices and sizes (you see all numbers are identical in each row)
Do you know what might be the issue?
I suspect you might have an older version of the code that worked when you first saved the original BITSTAMP_SPOT_BTC_USD limitbook_snapshot_50 20240201.csv.gz and then later changed something by accident?
Hi @Svisstack ,
I suspect there might be a bug in this code, but I can't find it.
https://github.com/api-bricks/api-bricks-sdk/blob/master/coinapi/flat-files-api-processing-samples/limitbook_full_to_snapshot_50/limitbook_full_to_snapshot_50.py
From the full orderbook attached in the github, this code should create orderbook_snapshot file identical to the one attached on github as well.
However, the file that this code produces is similar, but different and wrong. I suspect there is a bug somewhere.
Green file is original version (uploaded to your Github)
And what the code will actually output is pretty different:
Then after some time it will completely stop updating orderbook level prices and sizes (you see all numbers are identical in each row)
Do you know what might be the issue?
I suspect you might have an older version of the code that worked when you first saved the original BITSTAMP_SPOT_BTC_USD limitbook_snapshot_50 20240201.csv.gz and then later changed something by accident?