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tardis-dev / tardis-machine

Locally runnable server with built-in data caching, providing both tick-level historical and consolidated real-time cryptocurrency market data via HTTP and WebSocket APIs
https://docs.tardis.dev/api/tardis-machine
Mozilla Public License 2.0
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Binance Futures WebSocket Channels Limit Exceeded #23

Closed Choc13 closed 11 months ago

Choc13 commented 11 months ago

Binance Futures has a limit of 200 streams per websocket connection according to their documentation. When using Tardis to listen to the ws-stream-normalized for trades for more than 200 symbols I receive the following error in the logs (debug mode enabled):

connection closed subscribed channels exceeds limit

This is easy enough to work around on my side as I can chunk the requests up into smaller requests containing at most 200 symbols when the exchange is binance-futures, but it might be a nice addition to Tardis if it would handle this transparently for its users? As otherwise I need to go and look up these limits for each exchange, which sort of ruins the clean uniform abstraction you've built on top of all of the exchange native differences. For instance the Binance spot websocket will allow up to 1024 streams per connection, so it's not even consistent across different Binance exchange APIs.

There doesn't appear to be any downside to centralising this functionality as I think this workaround would be the same in all situations that I can think of right now.

thaaddeus commented 11 months ago

Hi, pull requests would be welcome, alternatively you can chunk it by specifying options as an array (each item in array with 'x' number of symbols).