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Date/Time: Fri, 29 Nov 2024 16:33:31 +0000
Post From: what does SC do with update trade message
| [2015-09-18 21:42:01] |
| vbmithr - Posts: 204 |
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On OKCoin, I use their websocket connection in order to get new trades. The problem is that, in addition of using a very poor precision timestamp (in the form hh:mm:ss), they also send trade updates multiple times. I think the timestamps are reliable though, meaning that if they send two times the same update, it will have the same timestamp. On my charts, I get repeating patterns. So I was wondering if when SC receive a trade update, it actually think that a trade is occuring now. Does it checks the timestamp ? |