stale kraken tickers - how are you guarding against this?
read that research post on this site about kraken ticker updates going quiet on thin pairs and honestly it bugged me more than i expected.
my mental model was always "if the socket is alive the price is live". apparently not. the thing that got me is the ticker for one symbol can just sit there for minutes while everything else keeps flowing, so nothing looks broken. no disconnect, no error, book channel still doing its thing. you'd only notice if you were staring at that one symbol with a clock.
i trade perps mostly and i do have a couple of low volume ones i poke at when funding gets silly. so this is exactly my blind spot. if my last known price is minutes old and i fire a market order off a signal computed from it, i'm not really trading the market i think i'm trading.
questions for people who've dealt with this:
1. the writeup says switching the subscription so it triggers on quote changes made the stall warnings go away for those symbols. does that just move the problem? if the pair is genuinely dead, the bbo isn't moving either, so you still get no updates - you just now know that no news is real news instead of maybe-stale. or am i misreading what changes there
2. do you keep a hard staleness timeout in your own logic regardless? like if last update older than X, don't trade this symbol. and what's a sane X for a quiet perp - i have no feel for it and i don't want to be flatting positions because a coin took a nap at 4am
3. anyone cross checking ticker against the book top as a sanity thing? feels like the obvious cheap check but i've never bothered
not panicking, just realising i've been assuming something i never actually verified. classic.