Comments (1)
Marfusios
commented on May 29, 2024
Hello @GeorgSchneider,
thanks, glad to hear it.
Does that issue occur like instantionously or only after x minutes/hours?
I would say it shouldn't take place, OB invalidity happens, but it is very rare.
Anyway, I didn't test that raw OB (L3) API extensively yet, always just for a few minutes, and didn't visually spot any cross, but never checked one-by-one response log.
Please check my other library, where I'm constructing an order book structure, whenever the issue occurs also there:
Library: https://github.com/Marfusios/crypto-websocket-extensions
L3 test: https://github.com/Marfusios/crypto-websocket-extensions/blob/master/test_integration/Crypto.Websocket.Extensions.Sample/OrderBookL3Example.cs#L18
Also, beware of the misleading price precision in the data. OB data doesn't always follow their '5 significant digits' rule, because Bitfinex is doing cross book execution.
For example orders from BTC/USD are merged together with BTC/EUR.
Found discussion here: https://www.reddit.com/r/bitfinex/comments/fvrgml/websocket_price_precision/
from bitfinex-client-websocket.
Related Issues (20)
- Cancellation
- Implement Orders Stream
- WalletStream - BalanceAvailable is always null? HOT 2
- Updating an order HOT 2
- Reconnection issues.. how to fix? HOT 3
- API Update – September 1st, 2018 - Rate limiting HOT 1
- Aborted State HOT 1
- 20051 Info message handling HOT 1
- There is no possibility to edit an open order. There is no corresponding request message in the current version. HOT 2
- Chart Marks feature request HOT 2
- Books
- Books checksum -> channelid -> symbol && channelid = 0 currently HOT 2
- Funding ticker? HOT 3
- Install via NuGet: Target Framework 2.0 Error HOT 2
- Open / Start the projekt. HOT 2
- Tried to use the console example to place trade, API responds auth: invalid, code: 10100 HOT 1
- Expose Symbol property on Ticker and Trade classes HOT 1
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- Read NOTIFY_INFO from notification message
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from bitfinex-client-websocket.