Rejected Sell Trades Can Lose 10% Of Your Portfolio... Or More
#8
According to kraken's API call rate limit I would say it should not hit the limits: https://support.kraken.com/hc/en-us/arti...rate-limit-

I have set customInterval: 5000 inside the config file, only point 3) is not clear wheter it gets any penalties by canceling the order within the 15 second timeframe:

"3. Placing orders rate limit is based on time on book and rate limited per pair by account. The longer the order is left on the book, the more you can trade. Canceled orders penalize more than filled ones. The penalty curve is high until 15 seconds and then becomes negligible if the order is on the book for more than 5 minutes."

I am just moving all strategy advices to 1% limit orders for (most probably) immediate execution - and see if the error will ever happen again

objcontext.advice({
direction: 'long',
setTakerLimit: config[config.tradingAdvisor.method].setTakerLimit,
origin: 'T5fasciatus',
date: moment(),
infomsg: 'Main strategy, 60M candles: New advice to go LONG, ' + candle.close,
});
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RE: Rejected Sell Trades Can Lose 10% Of Your Portfolio... Or More - by mark.sch - 01-16-2019, 04:15 PM

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