I have a doubt regarding calculation of order placement rate limit. 1. is order placement is sliding window 2. or its 1 second from ex., 11:53:12.000 to 11:53:13.000
a) if its sliding window and accidentally calculation mismatched added 11 orders <= 1 second then what will happen to my next orders ? b) will I get error for 1 order or all subsequent orders (lets consider i have 40 orders after throttling) ?
I am not sure whether its a sliding window or based on actual timestamps but I write my code to assume its based on time stamps and I never got any errors because my code will not send more than the limit per second anyways.
Its best to write your code based on worst case scenario so it will not fail even if the logic changes from sliding window to timestamp based or the other way around. If you are not sure about something and have to assume, assume the worst and you will not fail.
can you please help me with this.
Its best to write your code based on worst case scenario so it will not fail even if the logic changes from sliding window to timestamp based or the other way around. If you are not sure about something and have to assume, assume the worst and you will not fail.