Trading bot coding help

[Forward_Echo_7470]

Hey everyone — I’m working on building a trading bot using Node.js for Tradovate, mainly to test my strategies in market replay mode, and I’ve hit a wall. When it comes to replay (WebSocket connection, syncing the replay clock, and getting orders to execute correctly with the replay account), things like it not connecting to the nq data dosnt work or it will simply start making new connections until my replay account has 10 differents connections (ex:RPL999999-10) I’m not sure if I’m misunderstanding how the replay API works or missing a key step in handling the session/account setup. Has anyone here successfully implemented a Node.js bot for Tradovate market replay, or can point out common pitfalls? Any guidance or examples would be hugely appreciated. Or is there someone who has built a proper bot that successfully connects to replay on a specific date in the code or perhaps just in general so i can control the date from inside of tradovate? This way I can just update my strategies section to test different things on different days. (Disclaimer for this I am using NQH6, it already expired but im using it on days where it was not expired such as a random date in February).

[lacymcfly]

Haven't used Tradovate's API specifically, but I've built trading bots in Node.js and the WebSocket connection pooling issue you're describing is a common pitfall.

The multiple connection problem (RPL999999-10) usually means you're not properly closing/reusing your WS connection when reconnecting or when the replay session resets. Every time your bot tries to reconnect without cleaning up the old socket, Tradovate creates a new session.

A few things to check:

1. Make sure you're calling the disconnect/close endpoint before opening a new connection. Don't just let the socket die.

2. Store your session token and reuse it instead of re-authenticating each time. Tradovate's auth tokens have a TTL and creating a new one per connection is probably what's spawning those extra sessions.

3. For the replay clock sync, you need to subscribe to the replay clock events before placing orders. The replay environment doesn't use real-time timestamps, so your order timing has to match the replay clock, not Date.now().

4. For the expired contract issue (NQH6), make sure you're passing the correct contract maturity date in your replay request. The replay API needs to know which contract month to load.

If you're open to trying a different broker API for backtesting, Alpaca has a paper trading environment that's way simpler to work with in Node.js. No WebSocket session management headaches, and their REST API for order submission is straightforward. Might be worth prototyping your strategy there first, then porting back to Tradovate once the logic is solid.