Incorrect ‘L’ in OHLC, triggering my OCO incorrectly. Below are 2 consecutive ouputs of Current BTC/USDT from my python script. my time stamps are GMT+5. You can see that “l” in the second output is suddenly dropped to 30998 caused my “STOP_LOSS_LIMIT” to be filled. I can share further logs but this is the main issue. I am testing on ‘SPOT Testnet’. Pls help?.
2021-09-28 10:53:03,531 {‘e’: ‘kline’, ‘E’: 1632808382915, ‘s’: ‘BTCUSDT’, ‘k’: {‘t’: 1632808380000, ‘T’: 1632808439999, ‘s’: ‘BTCUSDT’, ‘i’: ‘1m’, ‘f’: 1494192, ‘L’: 1494205, ‘o’: ‘42440.20000000’, ‘c’: ‘42392.75000000’, ‘h’: ‘42442.85000000’, ‘l’: ‘42263.43000000’, ‘v’: ‘0.25169800’, ‘n’: 14, ‘x’: False, ‘q’: ‘10661.17984461’, ‘V’: ‘0.05892900’, ‘Q’: ‘2499.86802406’, ‘B’: ‘0’}}
2021-09-28 10:53:05,558 {‘e’: ‘kline’, ‘E’: 1632808384940, ‘s’: ‘BTCUSDT’, ‘k’: {‘t’: 1632808380000, ‘T’: 1632808439999, ‘s’: ‘BTCUSDT’, ‘i’: ‘1m’, ‘f’: 1494192, ‘L’: 1494229, ‘o’: ‘42440.20000000’, ‘c’: ‘42392.36000000’, ‘h’: ‘42442.85000000’, ‘l’: ‘30998.00000000’, ‘v’: ‘0.33283600’, ‘n’: 38, ‘x’: False, ‘q’: ‘13669.97959274’, ‘V’: ‘0.09606700’, ‘Q’: ‘4073.95718419’, ‘B’: ‘0’}}