ccxtpro bug: the watched ohlcvs cache in OKX exchange not updated

[eurekawild]

Operating System

centos8

Programming Languages

Python

CCXT Version

4.2.100

Description

The cache of ohlcvs in OKX exchange are not updated after function watch_ohlcv() langched for a while(about 1 hour in my program), however the same code for Binance is well. I tried running it for several times and got the same fault in OKX and the right result in Binance.

Code

   await ex.watch_ohlcv(symbol, timeframe)
   while True:
       ohlcvs = ex.ohlcvs[symbol][timeframe]  # the candles info is not updated after the program running a while
         print(ohlcvs)

[carlosmiei]

Hello @eurekawild,

What's the best way of reproducing the issue? Do we have to wait an hour?

[eurekawild]

Hello @eurekawild,

What's the best way of reproducing the issue? Do we have to wait an hour?

I dont have a best way. In my program, the same code for Binance is well. Maybe something is wrong in OKX, like the frequency limit etc. Now I restart my program per one hour, It's OK for me.

[eurekawild]

async def symbol_loop(ex, symbol, timeframe):
    try:
        await ex.watch_ohlcv(symbol, timeframe)
    except Exception as e:
        traceback.print_exc()
        return
    cur_ohlcvs = await ex.fetch_ohlcv(symbol, timeframe, None,100)
    while True:
        latest_ohlcvs = ex.ohlcvs[symbol][timeframe]
        for ohlcv in latest_ohlcvs:
            last_ohlcv = cur_ohlcvs[-1]
            if ohlcv[0] > last_ohlcv[0]:
                cur_ohlcvs.append(ohlcv)
                cur_ohlcvs.pop(0)
            elif ohlcv[0] == last_ohlcv[0]:
                cur_ohlcvs[-1] = ohlcv
        print("cur ohlcvs:", cur_ohlcvs)
        await ex.sleep(5000)

This is the core code in my production environment. I just call the func watch_ohlcv() once, the func fetch_ohlcv() once. in the loop I just visit the ohlcv cache in ex. So I think it is not my code problem, and also not the question of the frequency limit. The code is simple and clear, but the ohlcvs stoped updating after the code runing an hour or two. So something is wrong in the func watch_ohlcv() in OKX exchange in my opinion.

[makarid]

I can confirm the same. I am trying OKX watchOrderbook and it doesn't work but the same code for Bybit works. Version 4.3.11

Example code:
const exchange = new pro.okx({
"enableRateLimit": true,
"apiKey": okexApiKey,
"secret": okexSecret,
"password": okexPass,
});

watchOrderBooks(exchange, ["BTC-USDT-SWAP","ETH-USDT-SWAP"])

async function watchOrderBooks(exchange, perpSymbols) {
while (true) {
try {
for (const symbol of perpSymbols) {
console.log("Symbol: "+ symbol)
const orderbook = await exchange.watchOrderBook(symbol, 50)
}
} catch (e) {
logger.error (e.message)
}
}
}

If you run this code, the ETH-USDT-SWAP never console.logs.

[makarid]

Also, when i am trying the same code without apikey i am getting okx requires "apiKey" credential. Does the OKX needs API keys for public orderbooks? By the way, it works on 4.1.11 version

[pcriadoperez]

Hi @makarid , for the apiKey error you can set the params.depth to 'books' and that should fix it. I also opened a PR to default to it

[pcriadoperez]

Hi @makarid , I believe I found the problem, I think your api keys don't have VIP4 permission to use the depth channel books50-l2-tbt and the library wasn't throwing the error correctly so it appeared to be "stuck"

I opened one PR to default to the public channel and another to properly throw the error in this event. In the meantime the code should work if you use the depth channel books

[makarid]

Thank you very much @pcriadoperez !