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[Kraken] KrakenStreamingAdapters.adaptOrderbookMessage always sets lastTime to 1/1/1970

See original GitHub issue

There is a bug in KrakenStreamingAdapters.adaptOrderbookMessage the lastTime value is never updated and this results in always returning same value which is epoch time = 0.

line 60:

        final AtomicReference<Date> lastTime = new AtomicReference<>(Date.from(Instant.EPOCH));

line 91:

        return new OrderBook(lastTime.get(), Lists.newArrayList(asks), Lists.newArrayList(bids), true);

There are 2 options I see as a potential fix:

  • Set time equal to latest timestamp observed in the individual orders
  • Or, Set time to “current time”

ping @nielsdraaisma

This affects current develop branch

Issue Analytics

  • State:closed
  • Created 2 years ago
  • Comments:7 (4 by maintainers)

github_iconTop GitHub Comments

1reaction
ldrygalacommented, Aug 23, 2021

I would like to fix this issue. PR should be ready this week.

0reactions
mdvxcommented, Aug 23, 2021

Up vote! i see the Timestamp passed, and then get lost

Read more comments on GitHub >

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