Currently, the weight of the Auto-Cancel All Open Orders endpoint makes it fairly useless when trading on multiple symbols. For instance, let’s say you want the auto-cancel protection on 50 symbols. If you call it every 30 seconds (as the API doc suggests), you would use 1000 of the max 2400 weight per minute just by calling this endpoint alone.
Ideally, there would be an Auto-Cancel All Open Orders endpoint that can be called without specifying a symbol, which sets the auto-cancel on all symbols. If that is not possible, I would suggest being able to call this endpoint with a list of symbols, with the weight depending on the number of symbols supplied.