Ccxt: Python async: Bitfinex connector returns empty order book, others work fine

Created on 28 Feb 2018 · 3Comments · Source: ccxt/ccxt

Consider the following mini-program:

import ccxt.async as ccxt
import asyncio

bitfinex = ccxt.bitfinex()
poloniex = ccxt.poloniex()
for exchange in (bitfinex, poloniex):
    exchange.verbose = True

async def get_book(exchange, symbol):
    result = await exchange.fetch_order_book(symbol)
    return result

async def get_data_directly(exchange):
    result = await get_book(exchange, 'ETH/BTC')
    print(result)

loop = asyncio.get_event_loop()

Running get_data_directly with either bitfinex or poloniex should print the order book. But that's not what happens.
Running it with poloniex works fine:

>>> loop.run_until_complete(get_data_directly(poloniex))

Request: GET https://poloniex.com/public?command=returnOrderBook&currencyPair=BTC_ETH {'User-Agent': 'python-requests/2.18.4', 'Accept-Encoding': 'gzip, deflate'} None

Response: GET https://poloniex.com/public?command=returnOrderBook&currencyPair=BTC_ETH 200 <CIMultiDictProxy('Date': 'Wed, 28 Feb 2018 08:22:35 GMT', 'Content-Type': 'application/json', 'Transfer-Encoding': 'chunked', 'Connection': 'keep-alive', 'Access-Control-Allow-Origin': '*', 'Access-Control-Allow-Methods': 'GET', 'Content-Encoding': 'gzip', 'Expect-CT': 'max-age=604800, report-uri="https://report-uri.cloudflare.com/cdn-cgi/beacon/expect-ct"', 'Server': 'cloudflare', 'CF-RAY': '3f41fa0e9a001798-SIN')> 

{"asks":[["0.08136930",4],["0.08136997",3.08290226],["0.08138340",0.12599382],["0.08140007",0.37714999],["0.08140597",129.17701955],["0.08140598",75.835],["0.08140600",11.4139],["0.08141055",73.81301107],["0.08143130",0.00228914],["0.08145754",0.0030698],["0.08146258",3.739],["0.08149999",0.00124198]

_(poloniex orderbook truncated for display purposes)_

However running it with bitfinex results in an empty order book:

>>> loop.run_until_complete(get_data_directly(bitfinex))

Request: GET https://api.bitfinex.com/v1/book/ETHBTC?limit_bids=None&limit_asks=None {'User-Agent': 'python-requests/2.18.4', 'Accept-Encoding': 'gzip, deflate'} None

Response: GET https://api.bitfinex.com/v1/book/ETHBTC?limit_bids=None&limit_asks=None 200 <CIMultiDictProxy('Date': 'Wed, 28 Feb 2018 08:22:25 GMT', 'Content-Type': 'application/json; charset=utf-8', 'Content-Length': '21', 'Connection': 'keep-alive', 'X-Frame-Options': 'SAMEORIGIN', 'X-XSS-Protection': '1; mode=block', 'X-Content-Type-Options': 'nosniff', 'ETag': 'W/"0036d08cbce146de126d93d51f91c968"', 'Cache-Control': 'max-age=0, private, must-revalidate', 'X-Request-Id': 'f2faa7a6-3a3d-43b9-9a53-fc8a322e1cff', 'X-Runtime': '0.002434', 'Strict-Transport-Security': 'max-age=31536000', 'X-Frame-Options': 'SAMEORIGIN', 'Expect-CT': 'max-age=604800, report-uri="https://report-uri.cloudflare.com/cdn-cgi/beacon/expect-ct"', 'Server': 'cloudflare', 'CF-RAY': '3f41f9d81c066f96-SIN')> {"bids":[],"asks":[]}

{'bids': [], 'asks': [], 'timestamp': 1519806145693, 'datetime': '2018-02-28T08:22:26.693Z'}

OS: MacOS
Programming Language version: Python 3.6.2 (default, Sep 24 2017, 23:37:10)
[GCC 4.2.1 Compatible Apple LLVM 8.1.0 (clang-802.0.42)] on darwin
CCXT version: Version: 1.10.1237
Exchange: bitfinex
Method: fetch_order_book()

Source