Format condition for filtering and add link to docs explaining need for filtering in the first case
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d1b0608c88
commit
6e55f6706f
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@ -566,8 +566,12 @@ async def stream_messages(ws: NoBsWs, sym: str) -> AsyncGenerator[NoBsWs, dict]:
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case 'trade.ticker':
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trade_data = KucoinTrade(**msg.data)
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# Filter for duplicate messages
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if last_trade_data and trade_data.time == last_trade_data.time:
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# XXX: Filter for duplicate messages as ws feed will send duplicate market state
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# https://docs.kucoin.com/#level2-5-best-ask-bid-orders
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if (
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last_trade_data
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and trade_data.time == last_trade_data.time
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):
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continue
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last_trade_data = trade_data
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