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redcap3000 avatar redcap3000 commented on June 9, 2024

I can't really answer this question based on any sort of foundation in 'reality' but.... I would assume that gdax hosts many trading bots. While you wont see the changes update in your web browser, the websocket is (apparently) reporting them. Otherwise possibly an issue with my _makeSocket function. Until more exchanges exhibit the same behavior i'm going to out on a limb and say thats not it. Or maybe it is and the way the library communicates with GDAX is off. I would not recommend asking GDAX/coinbase and expecting a response.) Did they update their documentation for websocket use lately? Probably not. Good luck.

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milonas115 avatar milonas115 commented on June 9, 2024

@caherrerapa The data isn't weird, the implementation is incorrect.
@redcap3000 , for accurate pricing from GDAX, you need to look at the price for any response that has type: 'match' ... You are looking at the price for every kind of order being placed which is why it's jumping thousands at a time sometimes (and blank for market orders).

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redcap3000 avatar redcap3000 commented on June 9, 2024

Ok, I fixed it in the last commit, thanks, good catch.

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