Skip to content
This repository has been archived by the owner on Feb 15, 2022. It is now read-only.

GDAX: cancel_after #596

Merged
merged 5 commits into from
Oct 13, 2017
Merged

GDAX: cancel_after #596

merged 5 commits into from
Oct 13, 2017

Conversation

DeviaVir
Copy link
Owner

@DeviaVir DeviaVir commented Oct 6, 2017

Superseding #340

Please review:

@DeviaVir DeviaVir mentioned this pull request Oct 6, 2017
@nedievas
Copy link
Contributor

nedievas commented Oct 6, 2017

Hi. It would be nice to use similar option for Bitfinex by adding manual cancel to replicate this GDAX order parameter, wouldn't?

@nedievas
Copy link
Contributor

nedievas commented Oct 7, 2017

Reading GDAX API docs I found that we miss another option for 'cancel_after' to work as intended:

Time in force
Time in force policies provide guarantees about the lifetime of an order. There are four policies: good till canceled GTC, good till time GTT, immediate or cancel IOC, and fill or kill FOK.
GTT Good till time orders remain open on the book until canceled or the allotted cancel_after is depleted on the matching engine. GTT orders are guaranteed to cancel before any other order is processed after the cancel_after timestamp which is returned by the API. A day is considered 24 hours.

Please confirm that this enhancement is really working before merge.

@DeviaVir
Copy link
Owner Author

DeviaVir commented Oct 7, 2017

@nedievas good point, added.

@DeviaVir
Copy link
Owner Author

Seems to work. Merging.

@DeviaVir DeviaVir merged commit 75ed6e2 into DeviaVir:master Oct 13, 2017
@DeviaVir DeviaVir deleted the cancel_after branch October 13, 2017 11:09
Sign up for free to subscribe to this conversation on GitHub. Already have an account? Sign in.
Projects
None yet
Development

Successfully merging this pull request may close these issues.

3 participants