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[roq-deribit] WebSocket subscribing ticker.{instrument}.raw will break after 2022-01-15 #155

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thraneh opened this issue Jan 11, 2022 · 1 comment

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enhancement high priority

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thraneh commented Jan 11, 2022

Deribit plans a release which will only allow authenticated subscription to the WebSocket ticker.{instrument}.raw channel.

This was always a bit of an overkill because we only use this channel to monitor the trading status.

Short term: replace ".raw" with ".100ms"
Long term: use SecurityStatus.security_trading_status (from FIX)

thraneh added enhancement high priority labels

thraneh added this to the 0.8.0 milestone

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thraneh commented Jan 11, 2022

Using FIX to get trading status will be tracked here:

[roq-deribit] Use SecurityStatusRequest (FIX) #156

thraneh closed this as completed

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