Skip to content

Bug in limitbook_full_to_snapshot_50.py #199

@bvizintin

Description

@bvizintin

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.

Image

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)

Image

And what the code will actually output is pretty different:

Image

Then after some time it will completely stop updating orderbook level prices and sizes (you see all numbers are identical in each row)

Image

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?

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions