Horizon trade aggregations response is incorrect when requesting data in descending order #114
Description
Running the following trade aggregations request for ascending data:
curl "https://horizon.stellar.org/trade_aggregations/?counter_asset_type=native&base_asset_code=USDC&base_asset_issuer=GA5ZSEJYB37JRC5AVCIA5MOP4RHTM335X2KGX3IHOJAPP5RE34K4KZVN&base_asset_type=credit_alphanum4&resolution=3600000&start_time=1728514800000&end_time=1728532800000&order=asc"
Produces the following response:
{
"_links": {
"self": {
"href": "https://horizon.stellar.org/trade_aggregations/?counter_asset_type=native\u0026base_asset_code=USDC\u0026base_asset_issuer=GA5ZSEJYB37JRC5AVCIA5MOP4RHTM335X2KGX3IHOJAPP5RE34K4KZVN\u0026base_asset_type=credit_alphanum4\u0026resolution=3600000\u0026start_time=1728514800000\u0026end_time=1728532800000\u0026order=asc"
},
"next": {
"href": "https://horizon.stellar.org/trade_aggregations/?base_asset_code=USDC\u0026base_asset_issuer=GA5ZSEJYB37JRC5AVCIA5MOP4RHTM335X2KGX3IHOJAPP5RE34K4KZVN\u0026base_asset_type=credit_alphanum4\u0026counter_asset_type=native\u0026end_time=1728532800000\u0026order=asc\u0026resolution=3600000\u0026start_time=1728532800000"
},
"prev": {
"href": ""
}
},
"_embedded": {
"records": [
{
"timestamp": "1728514800000",
"trade_count": "755",
"base_volume": "8955.3120511",
"counter_volume": "99768.5870573",
"avg": "11.1407159",
"high": "11.1719361",
"high_r": {
"n": "100000",
"d": "8951"
},
"low": "11.1190406",
"low_r": {
"n": "660878300",
"d": "59436630"
},
"open": "11.1719361",
"open_r": {
"n": "100000",
"d": "8951"
},
"close": "11.1466510",
"close_r": {
"n": "11146651",
"d": "1000000"
}
},
{
"timestamp": "1728518400000",
"trade_count": "678",
"base_volume": "18467.6782360",
"counter_volume": "206991.4529633",
"avg": "11.2083095",
"high": "11.2359551",
"high_r": {
"n": "96000",
"d": "8544"
},
"low": "11.1395913",
"low_r": {
"n": "10000000",
"d": "897699"
},
"open": "11.1401499",
"open_r": {
"n": "111401499",
"d": "10000000"
},
"close": "11.2270868",
"close_r": {
"n": "28067717",
"d": "2500000"
}
},
{
"timestamp": "1728522000000",
"trade_count": "1048",
"base_volume": "16267.9553017",
"counter_volume": "181440.7137693",
"avg": "11.1532587",
"high": "11.2272071",
"high_r": {
"n": "112272071",
"d": "10000000"
},
"low": "11.1320270",
"low_r": {
"n": "10000000",
"d": "898309"
},
"open": "11.2272071",
"open_r": {
"n": "112272071",
"d": "10000000"
},
"close": "11.1493160",
"close_r": {
"n": "2787329",
"d": "250000"
}
},
{
"timestamp": "1728525600000",
"trade_count": "1313",
"base_volume": "16924.6146600",
"counter_volume": "188274.8314250",
"avg": "11.1243201",
"high": "12.0000000",
"high_r": {
"n": "12",
"d": "1"
},
"low": "11.0973873",
"low_r": {
"n": "10000000",
"d": "901113"
},
"open": "11.1340349",
"open_r": {
"n": "10000000",
"d": "898147"
},
"close": "11.1204819",
"close_r": {
"n": "923",
"d": "83"
}
},
{
"timestamp": "1728529200000",
"trade_count": "333",
"base_volume": "3962.4794772",
"counter_volume": "43978.2311842",
"avg": "11.0986647",
"high": "11.1204819",
"high_r": {
"n": "923",
"d": "83"
},
"low": "11.0925004",
"low_r": {
"n": "1000000",
"d": "90151"
},
"open": "11.1044608",
"open_r": {
"n": "10000000",
"d": "900539"
},
"close": "11.1122223",
"close_r": {
"n": "1000000",
"d": "89991"
}
}
]
}
}
But when changing the order to desc:
curl "https://horizon.stellar.org/trade_aggregations/?counter_asset_type=native&base_asset_code=USDC&base_asset_issuer=GA5ZSEJYB37JRC5AVCIA5MOP4RHTM335X2KGX3IHOJAPP5RE34K4KZVN&base_asset_type=credit_alphanum4&resolution=3600000&start_time=1728514800000&end_time=1728532800000&order=desc"
I expected to receive the same response but in reverse order. However, the response appears to be incorrect. Specifically the open and close values do not match the response when the order is asc:
{
"_links": {
"self": {
"href": "https://horizon.stellar.org/trade_aggregations/?counter_asset_type=native\u0026base_asset_code=USDC\u0026base_asset_issuer=GA5ZSEJYB37JRC5AVCIA5MOP4RHTM335X2KGX3IHOJAPP5RE34K4KZVN\u0026base_asset_type=credit_alphanum4\u0026resolution=3600000\u0026start_time=1728514800000\u0026end_time=1728532800000\u0026order=desc"
},
"next": {
"href": "https://horizon.stellar.org/trade_aggregations/?base_asset_code=USDC\u0026base_asset_issuer=GA5ZSEJYB37JRC5AVCIA5MOP4RHTM335X2KGX3IHOJAPP5RE34K4KZVN\u0026base_asset_type=credit_alphanum4\u0026counter_asset_type=native\u0026end_time=1728514800000\u0026order=desc\u0026resolution=3600000\u0026start_time=1728514800000"
},
"prev": {
"href": ""
}
},
"_embedded": {
"records": [
{
"timestamp": "1728529200000",
"trade_count": "333",
"base_volume": "3962.4794772",
"counter_volume": "43978.2311842",
"avg": "11.0986647",
"high": "11.1204819",
"high_r": {
"n": "923",
"d": "83"
},
"low": "11.0925004",
"low_r": {
"n": "1000000",
"d": "90151"
},
"open": "11.1050404",
"open_r": {
"n": "2500000",
"d": "225123"
},
"close": "11.1122223",
"close_r": {
"n": "1000000",
"d": "89991"
}
},
{
"timestamp": "1728525600000",
"trade_count": "1313",
"base_volume": "16924.6146600",
"counter_volume": "188274.8314250",
"avg": "11.1243201",
"high": "12.0000000",
"high_r": {
"n": "12",
"d": "1"
},
"low": "11.0973873",
"low_r": {
"n": "10000000",
"d": "901113"
},
"open": "11.1493160",
"open_r": {
"n": "2787329",
"d": "250000"
},
"close": "11.1393803",
"close_r": {
"n": "111393803",
"d": "10000000"
}
},
{
"timestamp": "1728522000000",
"trade_count": "1048",
"base_volume": "16267.9553017",
"counter_volume": "181440.7137693",
"avg": "11.1532587",
"high": "11.2272071",
"high_r": {
"n": "112272071",
"d": "10000000"
},
"low": "11.1320270",
"low_r": {
"n": "10000000",
"d": "898309"
},
"open": "11.1754693",
"open_r": {
"n": "111754693",
"d": "10000000"
},
"close": "11.1493160",
"close_r": {
"n": "2787329",
"d": "250000"
}
},
{
"timestamp": "1728518400000",
"trade_count": "678",
"base_volume": "18467.6782360",
"counter_volume": "206991.4529633",
"avg": "11.2083095",
"high": "11.2359551",
"high_r": {
"n": "96000",
"d": "8544"
},
"low": "11.1395913",
"low_r": {
"n": "10000000",
"d": "897699"
},
"open": "11.2048193",
"open_r": {
"n": "930",
"d": "83"
},
"close": "11.2270868",
"close_r": {
"n": "28067717",
"d": "2500000"
}
},
{
"timestamp": "1728514800000",
"trade_count": "755",
"base_volume": "8955.3120511",
"counter_volume": "99768.5870573",
"avg": "11.1407159",
"high": "11.1719361",
"high_r": {
"n": "100000",
"d": "8951"
},
"low": "11.1190406",
"low_r": {
"n": "660878300",
"d": "59436630"
},
"open": "11.1607143",
"open_r": {
"n": "625",
"d": "56"
},
"close": "11.1594687",
"close_r": {
"n": "111594687",
"d": "10000000"
}
}
]
}
}
This bug does not occur when using a resolution of 1 minute. But the bug does occur when using higher resolutions (e.g. 5 mins, 15 mins, 1 hour, etc)