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kraken orderbook wrong

See original GitHub issue

fetch_l2_orderbook broken for kraken

During ETH/EUR request a different order book is returned here a dump of kraken.py fetch_order_book market variable

market = {dict} {'tierBased': True, 'percentage': True, 'taker': 0.0, 'maker': -0.001, 'tiers': {'taker': [[0, 0.0026], [50000, 0.0024], [100000, 0.0022], [250000, 0.002], [500000, 0.0018], [1000000, 0.0016], [2500000, 0.0014000000000000002], [5000000, 0.0012], [10000000,
 'tierBased' (4393807728) = {bool} True
 'percentage' (4393804656) = {bool} True
 'taker' (4380498104) = {float} 0.0
 'maker' (4393874464) = {float} -0.001
 'tiers' (4394094464) = {dict} {'taker': [[0, 0.0026], [50000, 0.0024], [100000, 0.0022], [250000, 0.002], [500000, 0.0018], [1000000, 0.0016], [2500000, 0.0014000000000000002], [5000000, 0.0012], [10000000, 0.001]], 'maker': [[0, 0.0016], [50000, 0.0014000000000000002], [100000, 0.0012
 'precision' (4381773488) = {dict} {'amount': 8, 'price': 2}
 'limits' (4381814320) = {dict} {'amount': {'min': 1e-08, 'max': 100000000.0}, 'price': {'min': 0.01, 'max': None}, 'cost': {'min': 0, 'max': None}}
 'id' (4358545568) = {str} 'XETHZEUR'
 'symbol' (4370571536) = {str} 'ETH/EUR'
 'base' (4358730896) = {str} 'ETH'
 'quote' (4367562096) = {str} 'EUR'
 'darkpool' (4395394160) = {bool} False
 'info' (4359288848) = {dict} {'altname': 'ETHEUR', 'aclass_base': 'currency', 'base': 'XETH', 'aclass_quote': 'currency', 'quote': 'ZEUR', 'lot': 'unit', 'pair_decimals': 2, 'lot_decimals': 8, 'lot_multiplier': 1, 'leverage_buy': [2, 3, 4, 5], 'leverage_sell': [2, 3, 4, 5], 'fees': [[
 'altname' (4395358840) = {str} 'ETHEUR'
 'lot' (4381814096) = {float} 1e-08
 'active' (4382131456) = {bool} True
 __len__ = {int} 16

Issue Analytics

State:
Created 6 years ago
Comments:9 (4 by maintainers)

Top GitHub Comments

2reactions

gaardiolorcommented, Jan 13, 2018

https://status.kraken.com/

Update - Order book data is not being displayed properly. Pausing trading while we investigate. Jan 13, 11:54 UTC

0reactions

kroitorcommented, Jan 13, 2018

Looks like they return those prices… Not our fault:

https://api.kraken.com/0/public/Depth?pair=XETHZEUR

Response:
{"error":[],"result":{"XETHZEUR":{"asks":[],"bids":[
    ["12000.00000","0.200",1515842673],
    ["11550.00000","3.000",1515843438],
    ["11440.70000","0.004",1515843081],
    ["11200.00000","0.050",1515842936],
    ["11001.00000","1.000",1515843171],
    ["10358.00000","1.000",1515843845],
    ["9511.00000","0.500",1515844099],
    ["9000.00000","1.953",1515843611],
    ["8740.00000","2.000",1515843454],
    ["8000.00000","2.000",1515843459],
    ["7400.00000","4.019",1515843907],
    ["7000.00000","2.000",1515843441],
    ["1061.49000","0.001",1515844127],
    ["1060.00000","13.367",1515844299],
    ["1055.00000","16.007",1515844276],
    ["1054.00000","1.300",1515844280],
    ["1053.45000","1.650",1515844274],
    ["1053.00000","21.422",1515844257],
    ["1052.80000","1.700",1515844278],
    ["1052.50000","3.000",1515844271],
    ["1052.00000","15.428",1515844233],
    ["1051.10000","0.090",1515844287],
    ["1051.00000","61.592",1515844282],
    ["1050.00000","21.824",1515844257],
    ["1049.00000","2.860",1515844187],
    ["1048.00000","12.826",1515843712],
    ["1047.50000","221.126",1515843731],
    ["1046.10000","5.000",1515844280],
    ["1045.00000","0.290",1515844296],
    ["1040.00000","7.468",1515844258],
    ["1036.90000","1.000",1515843971],
    ["1034.16000","0.288",1515844233],
    ["1030.00000","1.000",1515844138],
    ["1026.00000","10.000",1515844144],
    ["1022.00000","0.100",1515843810],
    ["1021.00000","20.000",1515844263],
    ["1020.00000","0.930",1515844090],
    ["1014.00000","2.163",1515844236],
    ["1013.10000","0.295",1515843670],
    ["1013.00000","0.130",1515843742],
    ["1011.91000","0.060",1515843030],
    ["1011.00000","5.000",1515844071],
    ["1010.00000","7.575",1515843998],
    ["1008.00000","139.804",1515842998],
    ["1007.26000","0.060",1515843842],
    ["1006.55000","0.100",1515843927],
    ["1005.65000","0.040",1515843909],
    ["1005.00000","22.000",1515844260],
    ["1003.02000","0.338",1515843201]]}}}

Sell the ETH there, quick! ))