douggie

The order book timestamp is not immutable (for streaming services), each time we get an order book update in (i.e. a delta), we need to update the timestamp. the issues...

indeed i am just the insructions as per read me. On Thu, 13 Dec 2018, 06:15 James Bowler, wrote: > Hi mate, > Are you using the default data set?...

ls python/venv/qstraderp3/data SPY.csv head -5 SPY.csv Date,Open,High,Low,Close,Volume,Adj Close 2016-01-04,200.490005,201.029999,198.589996,201.020004,222353500,196.794026 2015-12-31,205.130005,205.889999,203.869995,203.869995,102929500,199.584102 2015-12-30,207.110001,207.210007,205.759995,205.929993,63317700,201.600793 2015-12-29,206.509995,207.789993,206.470001,207.399994,92640700,203.039891

These test failures are unrelated, seems like an issue with develop.

I wonder if it is to do with the enconder methods not being thread safe. According to java docs they are https://docs.oracle.com/javase/8/docs/api/java/util/Base64.Encoder.html Binance ``` Mac mac = getMac(); mac.update(input.getBytes(StandardCharsets.UTF_8)); String...

Think the issue might be with the mac object, looking over ```javax.crypto.Mac``` I am not sure it is thread safe, so wonder if we need a new mac each time...

Is making copies the right thing To do? Should we not just be locking it when we need to? On Sun, 15 Sept 2024, 10:11 xgabri08, ***@***.***> wrote: > Hello...

Humm, got the bit of code, generally we don't do this for other exchanges. Just worried about memory blaooninglike it did on the binance orderbooks. Douggie On Sun, 15 Sept...

any comments? thoughts?

@makarid any thoughts? think i will add 2 flags`PORTFOLIO_MARGIN` and `INVERSE` so we can route new portfolio margin futures or spot orders to the `POST /papi/v1/um/order ` endpoints, as well...