Websocket Reconnection Logic

Core Concepts

Understanding websocket reconnection logic requires familiarity with market microstructure, order flow dynamics, and execution latency. The following sections detail each component.

Performance Metrics

Key metrics include Sharpe ratio, maximum drawdown, win rate, profit factor, and average trade duration. Compare against baseline strategies and adjust parameters based on out-of-sample results.

Configuration Example

Configuration for websocket reconnection logic uses YAML or JSON format. Key parameters include timeframes, signal thresholds, position sizing rules, and risk limits.

# Example configuration for Websocket Reconnection Logic
strategy:
  name: websocket-reconnection-logic
  timeframe: 5m
  indicators:
    - rsi
    - ema_fast
    - ema_slow
  entry_conditions:
    - rsi_oversold
    - ema_crossover_bullish
  exit_conditions:
    - rsi_overbought
    - stop_loss_hit
  risk:
    max_position_size: 0.02
    stop_loss_pct: 0.015

Risk Considerations

Risk management for websocket reconnection logic addresses position limits, stop loss placement, correlation exposure, and worst-case drawdown scenarios. Regular monitoring prevents drift from intended behavior.

Common Issues

Common issues with websocket reconnection logic include look-ahead bias in backtesting, overfitting to historical regimes, inadequate handling of exchange downtime, and insufficient logging for debugging.