Prevent trading signals from mini flash crashes

API Futures API
1

Hello,

Its a fact that every now and then there happen mini flash crashes in the futures perpetual markets. I am currently struggling to implement robust algorithms, which are not reacting to these sudden price movements. The problem is, in this very short period of the mini flash crash, I receive inadequate trading signals which lead to order executions. I would like to prevent these signals or the executed orders in this circumstances.

Any idea on how to achieve this efficiently?

Cheers

2

Hi,

While we do not provide trading strategy advice in this forum, my suggestion to you is to prioritise websocket connections over http connections to retrieve changes with minimal delay.

3

Thanks for your reply.

I am using websockets for market data and user data, like events. Its not a problem of lack of updated data in time. The problem lies in trading signals getting triggered due to this rapid movement. I want to prevent this.