I’ve noticed that often (but not always) Coinbase sends duplicate messages when an order expires. Only the timestamp and sequence number are different, so there is no “real” change to warrant an update. Example:
{"channel":"user","client_id":"","timestamp":"2023-09-11T13:43:45.529029598Z","sequence_num":1175,"events":[{"type":"update","orders":[{"order_id":"810fc8bd-6250-46e7-919c-5f85dd32886c","client_order_id":"<censored>","cumulative_quantity":"0","leaves_quantity":"5.43","avg_price":"0","total_fees":"0","status":"EXPIRED","product_id":"USDT-EUR","creation_time":"2023-09-11T13:43:36.342329Z","order_side":"BUY","order_type":"Limit","cancel_reason":"Order expired","reject_Reason":""}]}]}
Which is followed by the exact same update (except for timestamp and sequence_num):
{"channel":"user","client_id":"","timestamp":"2023-09-11T13:43:45.529086769Z","sequence_num":1177,"events":[{"type":"update","orders":[{"order_id":"810fc8bd-6250-46e7-919c-5f85dd32886c","client_order_id":"<censored>","cumulative_quantity":"0","leaves_quantity":"5.43","avg_price":"0","total_fees":"0","status":"EXPIRED","product_id":"USDT-EUR","creation_time":"2023-09-11T13:43:36.342329Z","order_side":"BUY","order_type":"Limit","cancel_reason":"Order expired","reject_Reason":""}]}]}
I am certain there is only a singular web socket with a singular user channel open on my end, so these duplicates are really caused by Coinbase itself.
Could you please look into this and fix this?
P.S. There is also still an unanswered follow-up question on my other topic, please answer that, too: Bug (?) Order wrongly filled as it did not expire at Good Til Time - #10 by Darrow