Fix Poloniex trade quantities and batched messages - #1139
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bmoscon merged 1 commit intoSep 28, 2026
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Sep 28, 2026
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The Poloniex public trade handler emits only
data[0]and uses quote notional (amount) as the trade size. This patch emits every entry and uses basequantity, preserving exchange ID, trade ID, timestamp, and the full raw message.This replaces #1115 after the project rewrite. The current implementation already fixes exchange identity, so this patch only addresses the two remaining parser issues.
The offline regression covers the original single-entry example and a two-entry batch with different symbols, sides, quantities, IDs, and timestamps. It performs no symbol discovery or network requests.
Validation on Python 3.13.14 against upstream
1412f7112f3e730761218c02c3521124857386a9:python -m pytest tests/unit/test_poloniex.py -q: both cases fail on unmodified upstream (wrong quantity; dropped batch entry), and both pass with this patch.ruff check cryptofeed/exchanges/poloniex.py tests/unit/test_poloniex.py: passed.The full suite and live exchange behavior were not tested.