Issue: Binance futures trades are not all received

Answered

Midnight

• April 20, 2022 08:58
• Edited

Hello,

I think there is an issue with how VolFix aggregate trades data (and volume related data), when it comes to crypto assets.

For example, en Binance Futures, with BTCUSDT, if you compare live exchange data and VolFix data, you can see that a lot of trades are missing.

Possible issue is that VolFix only take into account trades that are on a price precision of "1". For example, BTCUSDT price precision is "0.1" on binance, but on VolFix minimum price precision is "1". So maybe trades that do not match the exact level are not taken into account ?

You can see this behavior in T&S, DOM, Chart, .. (all volume related data is not accurate compared to live exchange data, because not all trades are taken into account in VolFix).

Here is a picture showing the different data in VolFix compared to CScalp and TigerTrade:

(Here it is using VolFix.NET, but the issue is the same with VolFix Anywhere)

If you need more informations about this, feel free to ask.

Thanks

0

• Official comment

  

  VolFix Support Team

  • May 23, 2022 05:24

  Hello,

  Volfix use all traders with any price precision.

  This is can be connection problem.
• 

  Midnight

  • May 23, 2022 06:35

  Hello,
  
  If Volfix use all trades with any precision, then this should definetly be a connection issue indeed.
  
  The problem here, is that, as you can see on previous post picture, i don't have this connection issue on other platforms (CSCalp/Tiger Trage, like in picture, or even sierra chart or others).
  I can definetly exclude my own setup from the equation here, since i have an extremly stable connection and setup. Plus the issue described above is consistent only for the Volfix Terminal.
  
  So the question is then: Do trade data is served from Volfix servers or do the data comes directly from Binance ?

  Like:
  Option 1: Binance -> Volfix Server (store and redistribute data) -> Volfix Terminal (display data to user)
  Option 2: Binance -> Volfix Terminal (display data to user)
  
  If Option 1 is used then, this mean that your servers have a connection issue to Binance feeds (or maybe an issue to redistrubute the actual live data)
  If Option 2 is used then, this mean that Volfix Terminal has an issue processing live data feed from Binance
  
  Hope this could help to point where the issue comes from.
  Again, i'm available if you need "help" to isolate the issue.

  Thanks

  0

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