add python-binance bug handling

dragoon · Nov 19, 2023 · 445d149 · 445d149
1 parent 2443f84
commit 445d149
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diff --git a/assets/refresh_interval.png b/assets/refresh_interval.png
diff --git a/datacollector/services/collector_service.py b/datacollector/services/collector_service.py
@@ -22,6 +22,8 @@ async def get_data(self):
                                          limit=5000,
                                          refresh_interval=0,
                                          ws_interval=100)
+            # library has a bug
+            self.dcm._refresh_interval = None
             async with self.dcm as dcm_socket:
                 while True:
                     data = await dcm_socket.recv()

diff --git a/readme.md b/readme.md
@@ -279,3 +279,10 @@ The ``DepthCacheManager`` interface exposes three configuration parameters:
 * ``limit`` - optional number of orders to get from orderbook (default 100, max 5000)
 * ``refresh_interval`` - Optional number of seconds between cache refresh, 0 or none disables refresh completely.
 * ``ws_interval`` - Optional interval for updates on websocket, default None. If not set, updates happen every second. Must be 0, None (1s) or 100 (100ms).
+
+The first argument I want to talk about is ``refresh_interval``. Current ([1.0.19](https://pypi.org/project/python-binance/1.0.19/)) version
+of the _python-binance_ library has a bug that prevents disabling it and sets to default (30 minutes) instead.
+This is clearly visible when we plot the total number of bids/asks for any asset:
+![](assets/refresh_interval.png)
+For very liquid assets like BTC, order book can contain many more bids and asks then initial 5000 allowed by _Binance_.
+So actually we don't want to refresh our order book cache at all unless there is an exception.