Bitfinex api rate limits break even the smallest universe
In backtest mode no problem but as soon as you try run the universe example to create a strategy and try run that live it fails. I spent hours trying to figure a way around it and the best i’ve come up with is to restrict the universe to run in groups, 2 tickers per minute. Which then means it takes about 18 minutes to process the USD pairs which renders it pretty much useless for indicators on timeframes less than 30 minutes… queue problem 2
Catalyst/cctx/bitfinex will not return data for 1hr, 2hr, 4hr etc https://github.com/enigmampc/catalyst/issues/273
How the hell can we get hold of minute data for bitfinex for all pairs?
- Use a custom CSV file?.. looks like backtest only
- Setup something on data marketplace… not live, i just tried
- Proxy all bitfinex api requests for candle data to a service/script which takes care of proxying the more than 60 api requesets per minute required, through different hosts…?
- Proxy all bitfinex api requests for candle data to a service/script which has a server side implementation of bitfinex v2 websockets api for all coins
Any other ideas?
I’ve spent months working on strategies and all i come up against is problems and still nothing running live or paper trading