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Validate trades data from different exchanges

See original GitHub issue

How to validate trades data on data inconsistencies for case when id is not incremental integer? For example ‘id’: ‘62108d742e113d38dbd77080’

[{'info': {'symbol': 'ADA-USDT', 'side': 'buy', 'type': 'match', 'makerOrderId': '62108d597ee3b40001bdcd9b', 'sequence': '1620813227108', 'size': '271.5987', 'price': '1.009207', 'takerOrderId': '62108d74efab1800014e8490', 'time': '1645251956581730729', 'tradeId': '62108d742e113d38dbd77080'}, 'id': '62108d742e113d38dbd77080', 'order': None, 'timestamp': 1645251956581, 'datetime': '2022-02-19T06:25:56.581Z', 'symbol': 'ADA/USDT', 'type': None, 'takerOrMaker': None, 'side': 'buy', 'price': 1.009207, 'amount': 271.5987, 'cost': 274.0993092309, 'fee': None, 'fees': []}]
[{'info': {'symbol': 'ADA-USDT', 'side': 'buy', 'type': 'match', 'makerOrderId': '62108d597ee3b40001bdcd9b', 'sequence': '1620813227123', 'size': '271.5987', 'price': '1.009207', 'takerOrderId': '62108d7455756b0001502bbd', 'time': '1645251956614109596', 'tradeId': '62108d742e113d38dbd77081'}, 'id': '62108d742e113d38dbd77081', 'order': None, 'timestamp': 1645251956614, 'datetime': '2022-02-19T06:25:56.614Z', 'symbol': 'ADA/USDT', 'type': None, 'takerOrMaker': None, 'side': 'buy', 'price': 1.009207, 'amount': 271.5987, 'cost': 274.0993092309, 'fee': None, 'fees': []}, {'info': {'symbol': 'ADA-USDT', 'side': 'buy', 'type': 'match', 'makerOrderId': '62108d597ee3b40001bdcd9b', 'sequence': '1620813227129', 'size': '271.5987', 'price': '1.009207', 'takerOrderId': '62108d74f235a40001ba9c0a', 'time': '1645251956635220176', 'tradeId': '62108d742e113d38dbd77083'}, 'id': '62108d742e113d38dbd77083', 'order': None, 'timestamp': 1645251956635, 'datetime': '2022-02-19T06:25:56.635Z', 'symbol': 'ADA/USDT', 'type': None, 'takerOrMaker': None, 'side': 'buy', 'price': 1.009207, 'amount': 271.5987, 'cost': 274.0993092309, 'fee': None, 'fees': []}]
[{'info': {'symbol': 'ADA-USDT', 'side': 'buy', 'type': 'match', 'makerOrderId': '62108d597ee3b40001bdcd9b', 'sequence': '1620813227132', 'size': '271.5987', 'price': '1.009207', 'takerOrderId': '62108d74b061be0001c97443', 'time': '1645251956667442500', 'tradeId': '62108d742e113d38dbd77084'}, 'id': '62108d742e113d38dbd77084', 'order': None, 'timestamp': 1645251956667, 'datetime': '2022-02-19T06:25:56.667Z', 'symbol': 'ADA/USDT', 'type': None, 'takerOrMaker': None, 'side': 'buy', 'price': 1.009207, 'amount': 271.5987, 'cost': 274.0993092309, 'fee': None, 'fees': []}]
[{'info': {'symbol': 'ADA-USDT', 'side': 'buy', 'type': 'match', 'makerOrderId': '62108d597ee3b40001bdcd9b', 'sequence': '1620813227139', 'size': '271.5987', 'price': '1.009207', 'takerOrderId': '62108d749aecca0001a0e0cb', 'time': '1645251956700083632', 'tradeId': '62108d742e113d38dbd77085'}, 'id': '62108d742e113d38dbd77085', 'order': None, 'timestamp': 1645251956700, 'datetime': '2022-02-19T06:25:56.700Z', 'symbol': 'ADA/USDT', 'type': None, 'takerOrMaker': None, 'side': 'buy', 'price': 1.009207, 'amount': 271.5987, 'cost': 274.0993092309, 'fee': None, 'fees': []}]
[{'info': {'symbol': 'ADA-USDT', 'side': 'buy', 'type': 'match', 'makerOrderId': '62108d597ee3b40001bdcd9b', 'sequence': '1620813227148', 'size': '271.5987', 'price': '1.009207', 'takerOrderId': '62108d74152bd400010c949d', 'time': '1645251956731804143', 'tradeId': '62108d742e113d38dbd77086'}, 'id': '62108d742e113d38dbd77086', 'order': None, 'timestamp': 1645251956731, 'datetime': '2022-02-19T06:25:56.731Z', 'symbol': 'ADA/USDT', 'type': None, 'takerOrMaker': None, 'side': 'buy', 'price': 1.009207, 'amount': 271.5987, 'cost': 274.0993092309, 'fee': None, 'fees': []}, {'info': {'symbol': 'ADA-USDT', 'side': 'buy', 'type': 'match', 'makerOrderId': '62108d597ee3b40001bdcd9b', 'sequence': '1620813227153', 'size': '271.5987', 'price': '1.009207', 'takerOrderId': '62108d747ee3b40001be2440', 'time': '1645251956752651661', 'tradeId': '62108d742e113d38dbd77089'}, 'id': '62108d742e113d38dbd77089', 'order': None, 'timestamp': 1645251956752, 'datetime': '2022-02-19T06:25:56.752Z', 'symbol': 'ADA/USDT', 'type': None, 'takerOrMaker': None, 'side': 'buy', 'price': 1.009207, 'amount': 271.5987, 'cost': 274.0993092309, 'fee': None, 'fees': []}]
[{'info': {'symbol': 'ADA-USDT', 'side': 'buy', 'type': 'match', 'makerOrderId': '62108d597ee3b40001bdcd9b', 'sequence': '1620813227158', 'size': '271.5987', 'price': '1.009207', 'takerOrderId': '62108d744377fc0001a04d0e', 'time': '1645251956785136452', 'tradeId': '62108d742e113d38dbd7708a'}, 'id': '62108d742e113d38dbd7708a', 'order': None, 'timestamp': 1645251956785, 'datetime': '2022-02-19T06:25:56.785Z', 'symbol': 'ADA/USDT', 'type': None, 'takerOrMaker': None, 'side': 'buy', 'price': 1.009207, 'amount': 271.5987, 'cost': 274.0993092309, 'fee': None, 'fees': []}]
[{'info': {'symbol': 'ADA-USDT', 'side': 'buy', 'type': 'match', 'makerOrderId': '62108d723526430001a17aa0', 'sequence': '1620813227164', 'size': '271.5987', 'price': '1.009207', 'takerOrderId': '62108d74f938450001d556d2', 'time': '1645251956806578195', 'tradeId': '62108d742e113d38dbd7708c'}, 'id': '62108d742e113d38dbd7708c', 'order': None, 'timestamp': 1645251956806, 'datetime': '2022-02-19T06:25:56.806Z', 'symbol': 'ADA/USDT', 'type': None, 'takerOrMaker': None, 'side': 'buy', 'price': 1.009207, 'amount': 271.5987, 'cost': 274.0993092309, 'fee': None, 'fees': []}]

Issue Analytics

State:
Created 2 years ago
Comments:8 (5 by maintainers)

Top GitHub Comments

1reaction

kroitorcommented, Feb 19, 2022

Question - what is better from performance point of view - python or javascript for the described task?

They’re comparable, it depends more on the architecture of the code, not so much on the programming language.

1reaction

kroitorcommented, Feb 19, 2022

I need fetch data for all pairs

Then you will need a cloud of VPCs on your backend. You can’t really watch all pairs from all exchanges with a single machine at once without some serious infrastructure.

I’ve pushed a couple of examples here, JFYI:

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