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Describe the bug
BYBIT liquidation data seems to be inverted in respect to other exchanges like BINANCE_FUTURES or BITMEX, when the liquidation are SELL for these exchanges on BYBIT they are sent as side BUY.
To Reproduce
from multiprocessing import Process, freeze_support
from cryptofeed import FeedHandler
from cryptofeed.backends.socket import LiquidationsSocket
from cryptofeed.defines import LIQUIDATIONS
from cryptofeed.exchanges import EXCHANGE_MAP
def writer(addr, port):
f = FeedHandler()
configured = []
exchanges = {'BINANCE_FUTURES', 'BITMEX', 'BYBIT'}
print("Querying exchange metadata...")
for exchange_string, exchange_class in EXCHANGE_MAP.items():
if exchange_string in exchanges:
if LIQUIDATIONS in exchange_class.info()['channels']['websocket']:
configured.append(exchange_string)
print(exchange_string)
symbols = [sym for sym in exchange_class.symbols() if 'PINDEX' not in sym]
f.add_feed(exchange_class(subscription={LIQUIDATIONS: symbols}, callbacks={LIQUIDATIONS: LiquidationsSocket(addr, port=port)}), timeout=600)
print("Starting feedhandler for exchanges:", ', '.join(configured))
f.run()
if __name__ == '__main__':
freeze_support()
p = Process(target=writer, args=('udp://127.0.0.1', 12345))
p.start()
Expected behavior
I expect liquidation side to be coherent for all exchanges
Operating System:
Windows 10
Cryptofeed Version
2.3.2
The text was updated successfully, but these errors were encountered:
Describe the bug
BYBIT liquidation data seems to be inverted in respect to other exchanges like BINANCE_FUTURES or BITMEX, when the liquidation are SELL for these exchanges on BYBIT they are sent as side BUY.
To Reproduce
Expected behavior
I expect liquidation side to be coherent for all exchanges
Operating System:
Windows 10
Cryptofeed Version
2.3.2
The text was updated successfully, but these errors were encountered: