Websocket Reconnection Logic

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.

Core Concepts

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

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

Testing Approach

Testing websocket reconnection logic includes unit tests for signal logic, integration tests for exchange interaction, and backtests against historical data with realistic slippage modeling.

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.