(12-06-2018, 04:59 AM)vtms Wrote: So, I was digging deeper into this, trying to figure out what’s wrong. I’ve experimented with the command line trader, adjusted the ticker to 1s along with 1m candles. Debugging/status messages did start to poll Binance every second but candles were still not flowing into my strategy code in real time, but only after triggered by some activity on exchange. What appears to be happening is if there was no activity on the exchange, the candles were not coming into the code, only after someone sold or bought something on the exchange. So if there was 10m of no activity on the exchange, no candles would show up in the code and only after someone sold or bought something, a batch of 10 candles would show up at the same time.
Unfortunately I can’t continue experimenting as I’m getting “[sticky order] FATAL ERROR’ “Error - 1105: Parameter ‘order Id’ was empty.” today. It was not happening yesterday, no clue what changed. Paper trader works great. I wish I could run my strategy live.
Take care with a 1s tick rate, you quickly hit exchange api rate limits. So your prolem will be even worse.
If you run paper and and live trader side by side you also double the traffic. In this case you might better use one paper trader
and one trader configured in leecher mode.
And keep in mind that not not every exchange trade will fire a candle in gekko, the lowest batch size is 1 minute.