Derivatives

Message Throttle

Coinbase Derivatives Exchange has different throttles that are currently set on the SBE and FIX Order Entry Gateways to help manage message traffic.

Throttle Controls

Control

Summary

SBE Gateway

FIX Gateway

Throttle Duration

This is the duration interval during which the below throttle limits are calculated.

1 Second

5 Seconds

Order Reject

This is the number of messages during the throttle duration beyond which CDE will throttle inbound requests. For any messages that exceed the limit, CDE will reject the inbound requests. This is applicable to new and replace order requests.

500

2000

Disconnect Limit

This is the number of messages during the throttle duration beyond which CDE will terminate the connection.

1000

5000