piker/tests/_inputs/replay/failure-v1.json

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{
"version": 1,
"scenario_id": "failure-v1",
"markets": [
{
"dst": {
"name": "btc",
"atype": "crypto",
"tx_tick": "0.00000001"
},
"src": {
"name": "usd",
"atype": "fiat",
"tx_tick": "0.01"
},
"price_tick": "0.01",
"size_tick": "0.0001",
"bs_mktid": "BTCUSD",
"broker": "replay",
"venue": "test"
}
],
"history_1s": [
{"index": 0, "time": 1700000038, "open": 100.0, "high": 100.2, "low": 99.9, "close": 100.1, "volume": 1.0},
{"index": 1, "time": 1700000039, "open": 100.1, "high": 100.3, "low": 100.0, "close": 100.2, "volume": 2.0},
{"index": 2, "time": 1700000040, "open": 100.2, "high": 100.4, "low": 100.1, "close": 100.3, "volume": 3.0}
],
"history_1m": [
{"index": 0, "time": 1699999920, "open": 99.0, "high": 99.5, "low": 98.8, "close": 99.3, "volume": 10.0},
{"index": 1, "time": 1699999980, "open": 99.3, "high": 99.9, "low": 99.1, "close": 99.7, "volume": 11.0},
{"index": 2, "time": 1700000040, "open": 99.7, "high": 100.5, "low": 99.5, "close": 100.3, "volume": 12.0}
],
"quotes": [
{"sequence": 1, "fqme": "btcusd.test.replay", "broker_ts": 1700000041, "last": 100.4, "ticks": [{"type": "trade", "price": 100.4, "size": 0.1}]},
{"sequence": 2, "fqme": "btcusd.test.replay", "broker_ts": 1700000042, "last": 100.5, "ticks": [{"type": "trade", "price": 100.5, "size": 0.2}]},
{"sequence": 3, "fqme": "btcusd.test.replay", "broker_ts": 1700000043, "last": 100.6, "ticks": [{"type": "trade", "price": 100.6, "size": 0.3}]}
],
"failures": [
{
"sequence": 3,
"code": "fixture_disconnect",
"message": "offline provider disconnected"
}
]
}