ProtoOASpotEvent().payloadType, and ProtoOASubscribeLiveTrendbarReq
Created at 11 Jul 2023, 20:05
JO
ProtoOASpotEvent().payloadType, and ProtoOASubscribeLiveTrendbarReq
11 Jul 2023, 20:05
Hello,
I use ProtoOAGetTrendbarsReq, and it works perfectly. I get all the candles. I use:
def transformTrendbar(trendbar):
openTime = int(trendbar.utcTimestampInMinutes * 60 * 1000)
# openTime = datetime.datetime.fromtimestamp(trendbar.utcTimestampInMinutes * 60, datetime.timezone.utc)
openPrice = (trendbar.low + trendbar.deltaOpen) / 100000.0
highPrice = (trendbar.low + trendbar.deltaHigh) / 100000.0
lowPrice = trendbar.low / 100000.0
closePrice = (trendbar.low + trendbar.deltaClose) / 100000.0
return [openTime, openPrice, highPrice, lowPrice, closePrice, trendbar.volume]
Now, I use:
ProtoOASubscribeLiveTrendbarReq
but I'm still using
transformTrendbar
.. and I see the candles are wrong.
The question is: how do I create the live candles correcty? I am also looking at:
ProtoOASpotEvent().payloadType:
I guess the question is: how do I create the live candles correcty with ProtoOASpotEvent and ProtoOASubscribeLiveTrendbarReq?
.. transformTrendbar from ProtoOASubscribeLiveTrendbarReq data doesnt seem right