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bitfinexcom / bitfinex-api-go

BITFINEX Go trading API - Bitcoin, Litecoin, and Ether exchange
https://www.bitfinex.com/
MIT License
309 stars 220 forks source link

Websocket v2 subscriptions are silently ignored #127

Open echa opened 6 years ago

echa commented 6 years ago

Hey guys,

since a couple of days I'm no longer receiving subscribed events for some submitted subscription requests. Instead, when trying to subscribe the unanswered requests again after about 10 sec, I get subscribe: dup code 10301 errors. See the packet log for an activity dump (timestamps are in UTC, server id 3acdef95-0b68-4610-8ab5-8767f23c48a9, this was on api.ethfinex.com).

The problem occurs both on wss://api.bitfinex.com/ws/2 and wss://api.ethfinex.com/ws/2. In only maybe 1 out of 10 trials all subscriptions are confirmed.

We're a heavy users of your API (watching all trades on all markets) and we've already implemented subscription limiting to max 50. We're opening 5-6 websockets and sending subscription requests in a tight loop when starting up. Up until a few days ago this strategy worked just fine. Please let me know if you want us to change anything.

jvatianou-connamara commented 6 years ago

Hello @echa.

I'm tagging this 'help wanted' and will work with Bitfinex on answers to your questions. For now, I'm also putting this in the backlog.