Trading bot - what is the maximum load an exchange server can take?

I did create my own altcoins trading bot in Python3. The bot trades on the minute market and is multi-threaded. Which makes that a lot of requests are send to the server of the exchange.

I'm (was) using Bittrex as exchange. Although it did works, the bot required some more fine-tuning. I was in that process when Bittrex blocked my account, without explanation. I guess I was demanding a bit too much from the servers, as the threads addressed as much as 10 requests per seconds.

Now the question is: in order to avoid being blocked, what is an acceptable request rate for such a server ?

TIA

Christophe

reboltof

Posted 2017-09-08T17:08:50.703

Reputation: 71

In what way is your account blocked? Definitely not IP blocked? The servers might do that automatically in response to a perceived DDOS attack. – weston – 2017-09-08T17:34:00.737

Thank you for your answer ! I could observe following: 1. any transaction via the website is refused, resulting in an "ACCOUNT_BLOCKED" message; 2. I cannot access the API interface my bot is using, because they deleted my API keys, and I cannot generate a new one; 3. changing IP (with a VPN) does not resolve the problem. – reboltof – 2017-09-09T11:02:42.590

Answers

Finally, after 7 days of waiting, I got this answer from Bittrex:

Your account has been re-enabled. "Your account was disabled for API-ABUSE. Please refrain from making more than 1 request per second or you can expect your account will be disabled again"

Now you now it too, fellow bot-users: no more than 1 request per second !

HTH

reboltof

Posted 2017-09-08T17:08:50.703

Reputation: 71

Check with any website you are planning to do this on, as it could be that any detected bot activity is against the Ts&Cs and will result in a ban.

Also, if they are happy for it to go on, they tend to provide API endpoints and documentation and those APIs will usually limit themselves (e.g. rather than banning you will just get a server error when requesting too often), and documentation may make limits clear.

Here is the Bittrex API for example: https://bittrex.com/home/api

However, if you're resorting to scraping the html, then that means they don't expect/want you to really do this.

weston

Posted 2017-09-08T17:08:50.703

Reputation: 421

Thank you for your answer ! I used the legit API they provided, not doing scrapping in any way. And I couldn't find any documented limitation. Any idea what should an acceptable amount of transaction be ? I have to say my bot was rather aggressive, as I was fine-tuning it: up to 10 requests per second, 24/7. I guess i could diminish this down to 30 requests per minute... – reboltof – 2017-09-09T11:11:36.247