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the rock order book imcomplete
See original GitHub issueThe rock trading order book is incomplete:
- OS:
- Programming Language:
- CCXT version:
- Exchange:
- Method:
In [1]: import ccxt
In [2]: a =ccxt.therock()
In [3]: a.load_markets()
Out[3]:
{'BCH/BTC': {'base': 'BCH',
'id': 'BCHBTC',
'info': {'ask': 0.17282,
'bid': 0.17067,
'close': 0.1731,
'date': '2018-01-03T18:46:10.153+01:00',
'fund_id': 'BCHBTC',
'high': 0.19587,
'last': 0.16652,
'low': 0.171,
'open': 0.17773822,
'volume': 6.31333198,
'volume_traded': 35.582},
'limits': {},
'maker': 0.0002,
'precision': {},
'quote': 'BTC',
'symbol': 'BCH/BTC',
'taker': 0.002},
'BTC/EUR': {'base': 'BTC',
'id': 'BTCEURN',
'info': {'ask': 12451.442,
'bid': 12327.547,
'close': 0.0,
'date': '2018-01-03T18:46:08.072+01:00',
'fund_id': 'BTCEURN',
'high': 0.0,
'last': 12241.012,
'low': 0.0,
'open': 0.0,
'volume': 15.991618,
'volume_traded': 0.0013},
'limits': {},
'maker': 0.0002,
'precision': {},
'quote': 'EUR',
'symbol': 'BTC/EUR',
'taker': 0.002},
'BTC/XRP': {'base': 'BTC',
'id': 'BTCXRP',
'info': {'ask': 5664.72,
'bid': 5500.01,
'close': 7000.0,
'date': '2018-01-03T18:46:05.952+01:00',
'fund_id': 'BTCXRP',
'high': 7603.79,
'last': 5500.01,
'low': 6050.01,
'open': 6650.0,
'volume': 73875.46471,
'volume_traded': 11.5682},
'limits': {},
'maker': 0.0002,
'precision': {},
'quote': 'XRP',
'symbol': 'BTC/XRP',
'taker': 0.002},
'ETH/BTC': {'base': 'ETH',
'id': 'ETHBTC',
'info': {'ask': 0.05836,
'bid': 0.05805,
'close': 0.0579,
'date': '2018-01-03T18:46:10.129+01:00',
'fund_id': 'ETHBTC',
'high': 0.06519436,
'last': 0.05823,
'low': 0.05373076,
'open': 0.05616,
'volume': 16.38481073,
'volume_traded': 290.043},
'limits': {},
'maker': 0.0002,
'precision': {},
'quote': 'BTC',
'symbol': 'ETH/BTC',
'taker': 0.002},
'ETH/EUR': {'base': 'ETH',
'id': 'ETHEURN',
'info': {'ask': 720.0,
'bid': 713.272,
'close': 0.0,
'date': '2018-01-03T18:46:03.604+01:00',
'fund_id': 'ETHEURN',
'high': 0.0,
'last': 720.0,
'low': 0.0,
'open': 0.0,
'volume': 746.145,
'volume_traded': 1.047},
'limits': {},
'maker': 0.0002,
'precision': {},
'quote': 'EUR',
'symbol': 'ETH/EUR',
'taker': 0.002},
'EUR/EUR': {'base': 'EUR',
'id': 'EUREURN',
'info': {'ask': 0.999,
'bid': 0.988,
'close': 0.0,
'date': '2018-01-03T17:52:31.867+01:00',
'fund_id': 'EUREURN',
'high': 0.0,
'last': 0.987,
'low': 0.0,
'open': 0.0,
'volume': 2531.46033,
'volume_traded': 3352.59},
'limits': {},
'maker': 0.0002,
'precision': {},
'quote': 'EUR',
'symbol': 'EUR/EUR',
'taker': 0.002},
'EUR/XRP': {'base': 'EUR',
'id': 'EURXRP',
'info': {'ask': 0.45,
'bid': 0.44,
'close': 0.58,
'date': '2018-01-03T18:46:05.945+01:00',
'fund_id': 'EURXRP',
'high': 0.7,
'last': 0.44,
'low': 0.57,
'open': 0.63,
'volume': 301779.723,
'volume_traded': 576102.43},
'limits': {},
'maker': 0.0002,
'precision': {},
'quote': 'XRP',
'symbol': 'EUR/XRP',
'taker': 0.002},
'LTC/BTC': {'base': 'LTC',
'id': 'LTCBTC',
'info': {'ask': 0.0164,
'bid': 0.01626,
'close': 0.01711,
'date': '2018-01-03T18:45:58.515+01:00',
'fund_id': 'LTCBTC',
'high': 0.01864,
'last': 0.0163,
'low': 0.01653673,
'open': 0.01674,
'volume': 8.39422247,
'volume_traded': 496.96},
'limits': {},
'maker': 0.0002,
'precision': {},
'quote': 'BTC',
'symbol': 'LTC/BTC',
'taker': 0.002},
'LTC/EUR': {'base': 'LTC',
'id': 'LTCEUR',
'info': {'ask': 203.75,
'bid': 203.0,
'close': 203.0,
'date': '2018-01-03T18:42:32.062+01:00',
'fund_id': 'LTCEUR',
'high': 217.34,
'last': 203.0,
'low': 185.49,
'open': 185.5,
'volume': 112365.06,
'volume_traded': 550.22},
'limits': {},
'maker': 0.0002,
'precision': {},
'quote': 'EUR',
'symbol': 'LTC/EUR',
'taker': 0.002},
'PPC/BTC': {'base': 'PPC',
'id': 'PPCBTC',
'info': {'ask': 0.00043544,
'bid': 0.00033065,
'close': 0.00043999,
'date': '2018-01-03T17:08:48.655+00:00',
'fund_id': 'PPCBTC',
'high': 0.0005,
'last': 0.00043,
'low': 0.00031501,
'open': 0.00034645,
'volume': 0.01489295,
'volume_traded': 44.99},
'limits': {},
'maker': 0.0002,
'precision': {},
'quote': 'BTC',
'symbol': 'PPC/BTC',
'taker': 0.002},
'PPC/EUR': {'base': 'PPC',
'id': 'PPCEUR',
'info': {'ask': 4.61,
'bid': 4.59,
'close': 4.29,
'date': '2018-01-03T18:37:28.745+01:00',
'fund_id': 'PPCEUR',
'high': 4.3,
'last': 4.62,
'low': 3.5,
'open': 3.84,
'volume': 17081.49,
'volume_traded': 3937.08},
'limits': {},
'maker': 0.0002,
'precision': {},
'quote': 'EUR',
'symbol': 'PPC/EUR',
'taker': 0.002},
'ZEC/BTC': {'base': 'ZEC',
'id': 'ZECBTC',
'info': {'ask': 0.03847,
'bid': 0.03678,
'close': 0.03359,
'date': '2018-01-03T18:45:58.032+01:00',
'fund_id': 'ZECBTC',
'high': 0.04121008,
'last': 0.03668,
'low': 0.03358,
'open': 0.039996,
'volume': 0.77411614,
'volume_traded': 20.699},
'limits': {},
'maker': 0.0002,
'precision': {},
'quote': 'BTC',
'symbol': 'ZEC/BTC',
'taker': 0.002},
'ZEC/EUR': {'base': 'ZEC',
'id': 'ZECEUR',
'info': {'ask': 465.0,
'bid': 451.33,
'close': 441.37,
'date': '2018-01-03T18:45:10.938+01:00',
'fund_id': 'ZECEUR',
'high': 450.0,
'last': 459.08,
'low': 420.0,
'open': 448.39,
'volume': 16892.43,
'volume_traded': 37.891},
'limits': {},
'maker': 0.0002,
'precision': {},
'quote': 'EUR',
'symbol': 'ZEC/EUR',
'taker': 0.002}}
In [4]: a.fetch_l2_order_book('BTC/EUR')
Out[4]:
{'asks': [[12451.442, 0.1392],
[12635.698, 0.1123],
[12674.792, 0.1072],
[12820.022, 0.1304],
[12834.614, 0.078],
[12935.636, 0.055],
[13046.85, 0.048],
[13357.023, 0.042],
[13407.355, 0.078],
[13602.608, 0.066],
[13683.312, 0.048],
[13848.44, 0.072],
[13877.573, 0.036],
[14304.898, 0.06],
[14310.352, 0.018]],
'bids': [[12327.547, 0.114],
[12242.301, 0.05],
[12125.981, 0.1112],
[11983.13, 0.0964],
[11824.29, 0.1446],
[1215.874, 0.005],
[22.113, 0.05],
[22.111, 1.0],
[0.99, 1.0]],
'datetime': '2018-01-03T19:46:08.231Z',
'timestamp': 1515008768231}
Versus:
curl -s "https://api.therocktrading.com/v1/funds/BTCEUR/orderbook" | jq .bids[].price | sort -n -u |wc -l
471
Issue Analytics
- State:
- Created 6 years ago
- Comments:9 (4 by maintainers)
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Fix tested, Awesome man!
@marcobazzani ok, now I see the reason, indeed there’s a symbol inconsistency there. Thanks for pointing that out. Will fix very soon.