I am creating a high frequency trading algorithm and there is no information regarding API rate limit / minute on the API documentation. Anyone have numbers regarding the API rate limit?
However, the exact amount isnāt clarified exactly. Seems like the smallest request time frame that the API permits is every second. Maybe @BWeis or @Alexander could clarify.
Yeah Iām looking for the exact amount. Hopefully Alexander can get back to this post as he has abandoned my discussion post regarding 404 errors when submitting startorderstrategy via APIā¦
The official API FAQ has these answers - if youāre looking for exact values Iām sorry to say you wonāt find them. Thatās because we donāt have exact values for rate limits. These are subject to constant change based on current traffic and other factors. Having hard-coded values increases the possibility of certain risks as well, such as DDoS attacks, so this is actually an added defensive measure. You can find more details in the link below.
Even if you break into the rate limits, for most operations itās as simple as waiting p-time seconds and resending your requests with the original body plus the p-ticket field added on. If youāre placing orders or modifying orders at a rate fast enough to get this response, youāll likely only have to deal with this scenario. The point is to make sure your calling code accounts for this response and youāll be fine.
Regarding those 404s, please send me some code (privately) and we can work through it together. Iām still not sure why youāre getting those 404s but usually itās an incorrect string somewhere, the wrong endpoint, an incorrect base URL, or using the wrong type of websocket (there are three socket services we offer, each requiring a different base URL - standard real-time, market data, and market replay).