search

scalexm / trade-rs

Utilities for trading on crypto-currencies exchanges.
MIT License
14 stars 3 forks source link

Fix `FillOrKill` for gdax #10

Open scalexm opened 6 years ago

scalexm commented 6 years ago

It seems that if the order is not filled, GDAX does not even emit a "received" event through the WS api. We must figure out how to handle that, and if possible in some way which is coherent with the binance api.

scalexm commented 6 years ago

The REST api actually answers with status 200, but indicates a rejection reason. We should uniformly treat that as an error, binance included.