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+--- Thread: Does Gekko poll the exchange more than once per minute? (/thread-18.html)
Does Gekko poll the exchange more than once per minute? - redquicksilver - 01-07-2018
Due to the highly volatile nature of the cryptocurrency markets and that the price can fluctuate from one second to the next, I would like to ask if Gekko polls each exchange more than once per minute, particularly when it comes time to act. Once it is getting close to a 'buy' or 'sell' indicator being raised, does it poll the exchange at more regular intervals in order to get the best price?
RE: Does Gekko poll the exchange more than once per minute? - werkkrew - 01-08-2018
As I understand it, the strategies only make decisions on 1 minute candles, but the trades and other data are polled at the tickrate setting in watch.config, which can be as low as 1 second.
I am working on a pull request to bring some websocket support into Gekko which should be able to bring the orderbook into gekko in near real-time.
RE: Does Gekko poll the exchange more than once per minute? - redquicksilver - 01-08-2018
Nice one werkkrew,
I have since delved into the code and saw the tick-rate and thought that that would be the case. Many thanks for the fast response though.
Something that I have noticed is that when paper trading, the 'buy' price seems to accurately take the closing price of the candle at the time the buy goes through, but the sell seems to not be the case. The sell price is quite out in some cases, and always lower than it should be. Do you know why this is the case, and is it a bug, or just the way the paper trader works as I assume that when trading for real, it will actually get a price that is close to the current price based upon the order book?
RE: Does Gekko poll the exchange more than once per minute? - susitronix - 02-03-2018
TickerRate
2 sec for Ocoin ONLY
20 sec for al other Exchanges
The last trade would be difficult to simulate.
At the bottom of the Roundtrip list at the last Trade is the REAL-PRICE.
The last BAG could be considered untrue since it might be only halfe a roundtrip.
in real World we would sell High, for to free up our asset.
RE: Does Gekko poll the exchange more than once per minute? - askmike - 02-03-2018
> I am working on a pull request to bring some websocket support into Gekko which should be able to bring the orderbook into gekko in near real-time.
Keep in mind that Gekko is not designed to be millisecond fast: if you want to act upon things happening within a second you are looking at different kind of tradebot. I think it will be hard to design Gekko for general trendwatching (hourly candles or so) while also providing subsecond speed capabilities.
One of the main issues being that within Gekkos core candles are always 1 minute, it would require a huge change to update this.