I am trying to run a algo converted from quantopian using pylivetrader, which needs to submit (maybe massive? about ~ 100) orders when “rebalance” getting triggered every 5 minutes.
Orders are submitted in a for loop, yet in live running, there is a huge time lag (~5 to 10 seconds) between two order submissions. As a result, the total execusion time of order submission is larger than 5 minutes. Submitting orders directly using alpaca api would not have such issue.
I am confused on what happened on pylivetrader, since I am running the algo on the cloud, it should not be a net connection problem. Is it a protection procedure preventing algo from the 200 request/minute alpaca api limit? If so, could I configure the setting?