Here we list all known issues.
Deribit
SecurityList (FIX) includes USDT instruments, e.g. USDT-DERIBIT-INDEX or BTC-USDT-VIX.
Subscribing these symbols will result in a MarketDataRequestReject (FIX).
You should exclude these instruments in your config file, e.g.
[symbols] include = ".*" exclude = ".*USDT.*"
Coinbase PRO
The WebSocket feed may randomly reset (done by the CDN). This appears to be related to how many symbols are being subscribed and can therefore be worked around by using the include/exclude filters. A future update to the gateway will allow for multiple WebSocket connections and thereby reduce the load on each.
Have noticed intermittent errors relating to subscribing UNI-
symbols.
The message is
Failed to initialize level 2 channel for UNI-USD. Please try connecting again.
The gateway will then automaticially reconnect until the problem disappears.
To avoid this situation, you may want to exclude these instruments in your config file, e.g.
[symbols] include = ".*" exclude = "UNI-.*"