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[roq-deribit] Reject from OrderMassCancelRequest / not clear how to communicate #431

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thraneh opened this issue Dec 20, 2023 · 0 comments
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bug Something isn't working medium priority support
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thraneh commented Dec 20, 2023

The API allows for multiple "soft" Ack's to be communicated back to the client.

It was observed that sending many consecutive order mass cancel requests eventually resulting in rate-limit exceeded.

This was the (parsed) FIX message

event={
header={version=FIX_44, msg_type=REJECT, sender_comp_id="DERIBITSERVER", target_comp_id="ROQ_TRADING", msg_seq_num=69, sending_time=1703079390872000000ns},
reject={ref_seq_num=41, ref_tag_id=0, ref_msg_type=ORDER_MASS_CANCEL_REQUEST, session_reject_reason="", text="rate_limit_exceeded"
}
}
@thraneh thraneh added bug Something isn't working medium priority support labels Dec 20, 2023
@thraneh thraneh added this to the 0.9.9 milestone Dec 20, 2023
@thraneh thraneh modified the milestones: 0.9.9, 1.0.0 Jan 23, 2024
@thraneh thraneh modified the milestones: 1.0.0, 1.0.1 Mar 10, 2024
@thraneh thraneh modified the milestones: 1.0.1, 1.0.2 Apr 13, 2024
@thraneh thraneh modified the milestones: 1.0.2, Roadmap Jul 13, 2024
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