cryptofeed
cryptofeed copied to clipboard
BYBIT liquidation side data seems to be inverted in respect to other exchanges
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