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rate limited on GDAX, unable to cancel orders so they are double filled

Open SlackerATX opened this issue 7 years ago • 0 comments

Very often I'm getting rate limited on GDAX.

{"name":"tribeca:gateway:CoinbaseOE","hostname":"desktop","pid":4788,"level":40,"msg":"NO EXCHANGE ID PROVIDED FOR ORDER ID: e4258610-ed15-11e7-8f5b-fd9bc6be7640 null { message: 'Rate limit exceeded. For rate limit information see https://docs.gdax.com/#rate-limits' }","time":"2017-12-30T03:59:53.742Z","v":0}

This results in multiple orders being filled because they aren't being canceled in time. This also make the trades / sec fail because the second order is not being counted on BuyTS or SellTS.

Is there a way to throttle the API requests, or at least not order a second until the first is canceled?

Very often I'm attempting to delete an order before the orderID has come back from the exchange API.

{"name":"oe:broker","hostname":"desktop","pid":4788,"level":30,"msg":"Registered e8757f40-ed15-11e7-8f5b-fd9bc6be7640 for late deletion","time":"2017-12-30T04:00:00.822Z","v":0} {"name":"oe:broker","hostname":"desktop","pid":4788,"level":30,"msg":"Registered e875cd60-ed15-11e7-8f5b-fd9bc6be7640 for late deletion","time":"2017-12-30T04:00:00.993Z","v":0} {"name":"oe:broker","hostname":"desktop","pid":4788,"level":30,"msg":"Deleting 5a545304-0972-44ec-b10b-a84c21d41ba1 late, oid: e8757f40-ed15-11e7-8f5b-fd9bc6be7640","time":"2017-12-30T04:00:01.041Z","v":0 }

SlackerATX avatar Dec 30 '17 04:12 SlackerATX