Volume Filter does not work as expected #2
Description
Note: Please refer to this wiki page (especially point 3) if you are new to this project and would like to know about the function of Volume Filter.
The 24hr volume on exchanges resets to 0 every 24 hrs. The original assumption of implementing Volume Filter was that the 24hr volume will update itself every hour by looking back 24 hours. But instead, it's like a timer that starts and ends at a specific time, and resets to 0 every day at that time.
This causes problems as the 1% of the total trading volume changes drastically within the 24 hours span. It starts from being worth a few hundred thousand dollars to becoming worth more than a hundred million dollars by the end of the 24hr mark.
The 24hr volume is calculated and refreshed every 20 hours here.