cex.io missing price & amount for market orders

• OS: Linux
• Programming Language version: python 3.6
• CCXT version: 1.18.361
• Exchange: cex.io
• Method: fetchClosedOrders

I’m fetching my trade history on cex.io. I noticed that many orderes with status “closed” have price: null and amount: 0. I thought ok if price is null (market order: makes sense) then I could derive it using the amount * cost… but the amount is also to 0 in such cases, and this is a bug.

See e.g. here the response of one these not parsed properly orders:

  {
    "id": "7609054087",
    "datetime": "2018-11-19T19:26:06.461Z",
    "timestamp": 1542655566461,
    "lastTradeTimestamp": null,
    "status": "closed",
    "symbol": "BTC/USD",
    "type": null,
    "side": "buy",
    "price": null,
    "cost": 249.36,
    "amount": 0.0,
    "filled": 0.0,
    "remaining": 0.0,
    "trades": null,
    "fee": {
      "currency": "USD",
      "rate": 0.0025,
      "cost": 0.63
    },
    "info": {
      "id": "7609054087",
      "type": "buy",
      "time": "2018-11-19T19:26:06.461Z",
      "lastTxTime": "2018-11-19T19:26:06.461Z",
      "lastTx": "7609054097",
      "pos": null,
      "status": "d",
      "symbol1": "BTC",
      "symbol2": "USD",
      "amount": "0.00000000",
      "amount2": "250.00",
      "remains": "0.00000000",
      "tfa:USD": "0.63",
      "tta:USD": "249.36",
      "a:BTC:cds": "0.04982417",
      "a:USD:cds": "250.00",
      "f:USD:cds": "0.63",
      "tradingFeeTaker": "0.25",
      "tradingFeeUserVolumeAmount": "19111256",
      "orderId": "7609054087"
    }
  }

In the cex.io ui the order looks like this:

Unluckily via API they don’t provide the price, but the “filled” amount should be used to set the amount. See in the info property with the original response:

"a:BTC:cds": "0.04982417",

So, once you got the amount, also the price should be set with this calculation: amount_filled / cost… which in my case -> 250 / 0.04982417 = 5017.645050585 But cex.io shows Avg. Execution price: 5004.8

So I wonder what’s going on here. Either I calculated wrongly or cex.io doesn’t show data correctly. 5004 vs 5017 is quite a big difference…

Also, the parsing is not done properly for filled & amount, as these values should be always positive, but I noticed in many cases (for sell orders, seems this happens for market orders where the price is missing) that they are negative. See e.g. here:

  {
    "id": "7669027383",
    "datetime": "2018-11-26T12:19:30.777Z",
    "timestamp": 1543234770777,
    "lastTradeTimestamp": null,
    "status": "closed",
    "symbol": "XLM/USD",
    "type": null,
    "side": "sell",
    "price": null,
    "cost": 34.41,
    "amount": -200.0,
    "filled": -200.0,
    "remaining": 0.0,
    "trades": null,
    "fee": {
      "currency": "USD",
      "rate": 0.0025,
      "cost": 0.09
    },
    "info": {
      "id": "7669027383",
      "type": "sell",
      "time": "2018-11-26T12:19:30.777Z",
      "lastTxTime": "2018-11-26T12:19:30.777Z",
      "lastTx": "7669027411",
      "pos": null,
      "status": "d",
      "symbol1": "XLM",
      "symbol2": "USD",
      "amount": "-200.00000000",
      "remains": "0.0000000",
      "tfa:USD": "0.09",
      "tta:USD": "34.41",
      "a:USD:cds": "34.41",
      "a:XLM:cds": "200.0000000",
      "f:USD:cds": "0.09",
      "tradingFeeTaker": "0.25",
      "tradingFeeUserVolumeAmount": "44365067",
      "orderId": "7669027383"
    }
  }

I’m also a bit tired to investigate further, @kroitor I leave this to you 😉 sorry (for not fixing it myself) & thx for looking at it.

[npomfret]

I’ve done a bunch of work on cex. I’ll submit work work so far…

[kroitor]

@firepol i’ll try to fix it in a day or two. Need to rework the order parser for cex, hope to resolve it shortly.