Avoiding Orders During Huobi Swap Settlement Windows

Summary

The post asks how to keep a trading strategy from sending orders during Huobi swap settlement. Its current approach checks the clock repeatedly and sleeps around expected settlement windows, but the author worries that this wastes work because the strategy polls several times per second. The post also considers querying the exchange’s contract information endpoint to detect settlement status.

The exchange guidance quoted in the post says orders and cancellations are rejected during settlement, and identifies contract status values that indicate settlement is in progress or complete. This makes status polling a possible way to resume trading based on the exchange’s actual state rather than a fixed delay. The post does not report a tested solution or compare request costs, timing reliability, or API limits. Its value is in framing the practical tradeoff between a local time-based pause and checking exchange status, with implementation details left open.

Key ideas

• The author pauses the strategy around expected settlement times using local clock checks.
• Repeated time checks may be wasteful in a strategy that polls frequently.
• The exchange documentation describes contract status values for settlement and completion.
• Polling exchange status could align order resumption with the reported contract state.
• The post asks for advice and provides no measured comparison of the two approaches.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.