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2 stories

Banner: candlestick data misaligned by timezone and signals repainting on the open candle

Data Engineering Bug Report

Indicator signals shift by hours and repaint: local-time resampling and the still-open candle

Ryan Pham · Oct 8, 2025 · 6 min read

Our daily signals disagreed with the exchange chart, and intraday signals appeared and disappeared within the same bar. We resampled UTC millisecond timestamps in local time and included the still-forming last candle. UTC everywhere and using only closed candles fixed both problems.

Banner: local order book diverging from the exchange because updates were applied out of sequence

Data Engineering Bug Report

Local order book drifts from the exchange: diff updates applied without a correct snapshot sync

Ryan Pham · Dec 27, 2024 · 6 min read

Our local copy of the BTCUSDT order book slowly diverged from the exchange: crossed books, levels that never disappeared, and a best bid above the best ask. We applied depth diffs without buffering, skipped the snapshot alignment rules and never detected gaps. Following the sync procedure fixed it.