Skip to content

/candles api works fo-or a while since ~April 28, 2021 #511

Open
AlcibiadesCleinias opened this issue May 26, 2021 · 0 comments
Open

/candles api works fo-or a while since ~April 28, 2021 #511

AlcibiadesCleinias opened this issue May 26, 2021 · 0 comments

Comments

@AlcibiadesCleinias
Copy link

AlcibiadesCleinias commented May 26, 2021

Hi everyone, here I want to report the problem relates to the API method mentioned above and ask if there is a promising time in the method which I could know and want to be aware of while using the method.

The report

The report demonstrates delay in hour candles (logs from kinda workers from one of our service):

[2021-05-19 09:01:06,846: INFO/ForkPoolWorker-2] Requested candles for BBG000BWPXQ8/None. Got response: {'trackingId': '07bf8ba0a651f805', 'payload': {'candles': [], 'interval': '1min', 'figi': 'BBG000BWPXQ8'}, 'status': 'Ok'}
...
[2021-05-19 09:02:36,189: INFO/ForkPoolWorker-4] Requested candles for BBG000BWPXQ8/None. Got response: {'trackingId': 'e89525a9eeb92990', 'payload': {'candles': [{'o': 39.68, 'c': 39.68, 'h': 39.68, 'l': 39.68, 'v': 37, 'time': '2021-05-19T09:00:00Z', 'interval': 'hour', 'figi': 'BBG000BWPXQ8'}], 'interval': 'hour', 'figi': 'BBG000BWPXQ8'}, 'status': 'Ok'}

As we can see in 09:01:06+ we have received empty candles but in 09:02:36+ the information occurred.

The predicament is not the only one, you can test this delay yourself with help of a tiny script that may be started in any actually working time at a start of an hour, e.g. for 2021-05-19 15:00:00 with +- 10-sec accuracy:

2021-05-19 15:03:25 INFO     b'{"trackingId":"90411340d2ca3998","payload":{"candles":[{"o":39.48,"c":39.48,"h":39.48,"l":39.48,"v":3,"time":"2021-05-19T12:00:00Z","interval":"hour","figi":"BBG000BWPXQ8"}],"interval":"hour","figi":"BBG000BWPXQ8"},"status":"Ok"}'

(prod token)

2021-05-19 15:03:15 INFO     b'{"trackingId":"531f8ed1d95ca696","payload":{"candles":[{"o":39.48,"c":39.48,"h":39.48,"l":39.48,"v":3,"time":"2021-05-19T12:00:00Z","interval":"hour","figi":"BBG000BWPXQ8"}],"interval":"hour","figi":"BBG000BWPXQ8"},"status":"Ok"}'

(sandbox token)

As you can see I tested only hour candles, but I suppose the same delay behavior with other intervals.

The questions

  • In the title, I mentioned ~April 28 because it seems like before the date the method has worked "perfect". Candles occurred exactly at 00 minutes of an hour. I wonder if you could describe what exactly we were receiving before ~28 of April: like random DOM or last-minute candle?
  • The main question of the ticket: what a promising time for the preparing {..., hour, ..., minute} candles?
Sign up for free to subscribe to this conversation on GitHub. Already have an account? Sign in.
Labels
None yet
Projects
None yet
Development

No branches or pull requests

1 participant