nautechsystems / nautilus_trader

A high-performance algorithmic trading platform and event-driven backtester

Home Page:https://nautilustrader.io

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WebSocket implementation for Binance Futures out of spec

cjdsellers opened this issue · comments

A recent change on 2024-02-09 means that Nautilus is not correctly handling pong frame responses for Binance Futures.

When you receive a ping, you must send a pong with a copy of ping's payload as soon as possible.

https://binance-docs.github.io/apidocs/futures/en/#change-log

Should now be fixed from 954cdeb.