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not sure this is possible but I'd like a way to update my limit orders that are outstanding in the order book. Is there a way i can reference the order id and modify the price? Otherwise, i find myself canceling the open order, waiting for the cancel, then placing a new limit order.. I'm running a market making algo and need to update my position in the order book every 2 seconds.

Thanks!

Jamie Lunn
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1 Answers1

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So far, in the Coinbase pro API there is no way to update an existing order.
You necessarily have to delete an existing order and then create a new one.