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by using the follow : f.add_feed(OKX(checksum_validation=True, symbols=['BTC-USDT-PERP'], channels=[TRADES, TICKER, FUNDING, OPEN_INTEREST, LIQUIDATIONS, L2_BOOK], callbacks={L2_BOOK: book, TICKER: ticker, LIQUIDATIONS: liquidations, FUNDING: funding, OPEN_INTEREST: oi, TRADES: trade}))
I try to compare the L2_book to the orderbook on OKX . the price is match, however, the volume attach with the price is incorrect.
different coin has different scale up or down.
To Reproduce
just using the demo.py, and just catch one symbol. such as BTC-USDT-PERP. will notice the volume is big differntthan the OKX's website
Operating System:
linux,
Cryptofeed Version
-Dec 21,2022's latest version (v2.3.1)
The text was updated successfully, but these errors were encountered:
Describe the bug
by using the follow :
f.add_feed(OKX(checksum_validation=True, symbols=['BTC-USDT-PERP'], channels=[TRADES, TICKER, FUNDING, OPEN_INTEREST, LIQUIDATIONS, L2_BOOK], callbacks={L2_BOOK: book, TICKER: ticker, LIQUIDATIONS: liquidations, FUNDING: funding, OPEN_INTEREST: oi, TRADES: trade}))
I try to compare the L2_book to the orderbook on OKX . the price is match, however, the volume attach with the price is incorrect.
different coin has different scale up or down.
To Reproduce
just using the demo.py, and just catch one symbol. such as BTC-USDT-PERP. will notice the volume is big differntthan the OKX's website
Operating System:
Cryptofeed Version
-Dec 21,2022's latest version (v2.3.1)
The text was updated successfully, but these errors were encountered: