@xeroc I'm using your latest script with this config:
...
"CNY" : {
"metric" : "weighted",
"sources" : ["btc38",
"yunbi",
"huobi",
"btcchina",
"okcoin",
]
}
...
feedSources["yunbi"] = feedsources.Yunbi(allowFailure=True,scaleVolumeBy=0.3)
feedSources["btc38"] = feedsources.Btc38(allowFailure=True)
feedSources["btcchina"] = feedsources.BtcChina(allowFailure=True,scaleVolumeBy=0.2)
feedSources["okcoin"] = feedsources.Okcoin(allowFailure=True,scaleVolumeBy=0.2)
feedSources["huobi"] = feedsources.Huobi(allowFailure=True,scaleVolumeBy=0.2)
But the price of BTS/CNY is usually 5% higher than normal (e.g. result=0.023, should be 0.022)
After I disabled bts/btc pairs of btc38 and yunbi, then the result looks fine.
Since volumes of bts/btc on btc38 and yunbi are far less than those of bts/cny (about 1:1000), I don't know why the weighted result is so far from the bts/cny price only (even though price of bts/btc is somehow higher).