bug and typo fix

bmoscon · Jan 17, 2024 · 0420a45 · 0420a45
1 parent 7122f6a
commit 0420a45
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Showing 2 changed files with 3 additions and 3 deletions.
diff --git a/CHANGES.md b/CHANGES.md
@@ -1,7 +1,7 @@
 ## Changelog
 
 ### 2.5.0
- * Update: transitioned from Coinbase Pro (retired) to Coinbase Advanced Trades
+ * Update: transitioned from Coinbase Pro (retired) to Coinbase Advanced Trade
 
 ### 2.4.1
  * Bugfix: Handle empty nextFundingRate in OKX

diff --git a/cryptofeed/exchanges/coinbase.py b/cryptofeed/exchanges/coinbase.py
@@ -146,8 +146,8 @@ async def _pair_level2_snapshot(self, msg: dict, timestamp: float):
     async def _pair_level2_update(self, msg: dict, timestamp: float):
         pair = self.exchange_symbol_to_std_symbol(msg['product_id'])
         delta = {BID: [], ASK: []}
+        ts = self.timestamp_normalize(msg['timestamp'])
         for update in msg['updates']:
-            ts = self.timestamp_normalize(update['event_time'])
             side = BID if update['side'] == 'bid' else ASK
             price = Decimal(update['price_level'])
             amount = Decimal(update['new_quantity'])
@@ -160,7 +160,7 @@ async def _pair_level2_update(self, msg: dict, timestamp: float):
                 self._l2_book[pair].book[side][price] = amount
                 delta[side].append((price, amount))
 
-            await self.book_callback(L2_BOOK, self._l2_book[pair], timestamp, timestamp=ts, raw=msg, delta=delta)
+        await self.book_callback(L2_BOOK, self._l2_book[pair], timestamp, timestamp=ts, raw=msg, delta=delta)
 
     async def _book_snapshot(self, pairs: list):
         # Coinbase needs some time to send messages to us