01-16-2019, 02:52 PM
Right, I am using kraken and have no coinbase pro account unfortunately.
The ticker.bid data type from line 111 might vary depending on exchange when you have no issues by adding 0.03. With kraken it is definately string, I get results like 108.340000.03
By changing it to return r(Number(ticker.bid)+0.03); I can add 0.03 and it should behave the same on kraken and coinbase. So after applying this change I tested again: https://pastebin.com/hrR9yhEM
The order gets executed pretty quick, so I am unable to force a rejected trade this way. Do you still use the "limit" order type? In case of kraken it is using the limit order type - I leave it this order type even when I do market taking. I only set a limit of e.g. 1% deep into the orderbook to force immediate execution. No need to switch to order type "market".
The ticker.bid data type from line 111 might vary depending on exchange when you have no issues by adding 0.03. With kraken it is definately string, I get results like 108.340000.03
By changing it to return r(Number(ticker.bid)+0.03); I can add 0.03 and it should behave the same on kraken and coinbase. So after applying this change I tested again: https://pastebin.com/hrR9yhEM
The order gets executed pretty quick, so I am unable to force a rejected trade this way. Do you still use the "limit" order type? In case of kraken it is using the limit order type - I leave it this order type even when I do market taking. I only set a limit of e.g. 1% deep into the orderbook to force immediate execution. No need to switch to order type "market".