Issues

Here we list all known issues.

Deribit

SecurityList (FIX) includes USDT instruments, e.g. USDT-DERIBIT-INDEX.

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

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-.*"