I subscribe to 3 product_ids from the level2channel: ‘BTC-USD’, ‘BTC-EUR’ and ‘BTC-GBP’
However, I’m suspecting a data mistake from coinbase’s data stream level2 channel.
The reason is that the output of ''BTC-USD is
{‘type’: ‘l2update’, ‘product_id’: ‘BTC-USD’, ‘changes’: [[‘sell’, ‘0.97’, ‘15.78878721’]], ‘time’: ‘2024-04-13T04:55:04.226394Z’}
but ‘BTC-GBP’ and also ‘BTC-EUR’ look like {‘type’: ‘l2update’, ‘product_id’: ‘BTC-GBP’, ‘changes’: [[‘sell’, ‘266680.21’, ‘0.00000000’]], ‘time’: ‘2024-04-13T04:54:30.198351Z’}
in the doc they say: “The changes property of l2updates is an array with [side, price, size] tuples.”
I’m guessing that BTC-USD swapped size and price.
Is BTC-USD, level2 channel, websocket sandbox(both market and direct) possibly incorrect ?
Or is it really just an extreme case happening frequently right now?