4 ms·
What other API would they use besides the one provided by gdax?
by iopuy 9y ago
What other API would they use besides the one provided by gdax?
- therein 9y agoThe GDAX FIX API has higher rate limits. :)
- adjkant 9y agoYeah, good catch, I didn't consider that. But still, what type of algorithm will see such an increase in number of requests during the crash times but not during any others? Based on what I've seen, the number of requests needed to run these algorithms again seems pretty constant over time.
- ycombobreaker 9y agoBased on my experience, it's totally reasonable that a strategy could require under one transaction (new order or cancel order) per second at quiet times, but over 100x that in a frenzied period.