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

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thraneh opened this issue Jan 11, 2022 · 0 comments
Open

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

thraneh opened this issue Jan 11, 2022 · 0 comments
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enhancement New feature or request low priority
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@thraneh
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thraneh commented Jan 11, 2022

This can replace the ticker channel using WebSocket. In particular, we need security_trading_status.

What is holding back is that each request is per symbol which implies request throttling is necessary due to the rate limiter. (The WebSocket ticker channel allows a single subscription request to include all symbols.)

So the solution requires request queuing to work with FIX.

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Labels
enhancement New feature or request low priority
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