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Background

The L2_BOOK callback for the Bybit exchange was using a raw integer conversion (int(msg['ts'])) for the timestamp. This could lead to inconsistent units (seconds vs milliseconds) in backend processing.

What Changed

  • Updated the timestamp argument passed to self.book_callback to use self.timestamp_normalize(int(msg['ts'])) instead of the raw integer value.
  • By routing all timestamps through timestamp_normalize, we now correctly handle both seconds- and milliseconds-based inputs.

@bmoscon bmoscon merged commit 71a985c into bmoscon:master May 25, 2025
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2 participants