Sending Order - Delay problem in VPS

 

Hello folks, 


I'm trading at a brazilian broker using VPS and sometimes I'm facing some delay (more than 5 seconds) to complete a deal.

The ping is less than 1 ms.

I don't know if the problem is with my EA, maybe some processing overload or if the problem is with the broker that I'm using.

This problem is not happening all the time, maybe 20% of the trades, but it is enough to cause some unwanted loss.


This is an order executed with accetable delay.


This is a delayed order:


On the second and third line, "exchange" and "accepted exchanged", is this happen between my EA and VPS or between VPS and Broker?

 
Guilherme Mendonca:

Hello folks, 


I'm trading at a brazilian broker using VPS and sometimes I'm facing some delay (more than 5 seconds) to complete a deal.

The ping is less than 1 ms.

I don't know if the problem is with my EA, maybe some processing overload or if the problem is with the broker that I'm using.

This problem is not happening all the time, maybe 20% of the trades, but it is enough to cause some unwanted loss.


This is an order executed with accetable delay.


This is a delayed order:


On the second and third line, "exchange" and "accepted exchanged", is this happen between my EA and VPS or between VPS and Broker?

I think it is about your order lots amount

so, about liquidity

 

Maybe this can give you an idea

https://www.mql5.com/pt/forum/74288

it is from pt.forum and you may understand 

Also try this, when sending the order just send it as a buy or sell order. If TP and SL will be available, modify the current opened order later.

Ordens pendentes negadas pelo servidor. Mensagem: "Order received. Sending to OMS"
Ordens pendentes negadas pelo servidor. Mensagem: "Order received. Sending to OMS"
  • 2016.02.24
  • www.mql5.com
Esse comportamento somente acontece na conta real, na conta demo não havia qualquer anomalia quando tentava enviar ordens pendentes (Sell Limit e Buy Limit).
 
Ahmet Metin Yilmaz:

I think it is about your order lots amount

so, about liquidity

Thanks for your answer, but it's not!

The liquidity of this market it is hundred or even thousand of lots per point. And the orders are sending "at market price". 

 
Ahmet Metin Yilmaz:

Maybe this can give you an idea

https://www.mql5.com/pt/forum/74288

it is from pt.forum and you may understand 

Also try this, when sending the order just send it as a buy or sell order. If TP and SL will be available, modify the current opened order later.

Thank for your answer. My orders are sending by: ORDER_FILLING_RETURN

But, I will try to change my code to send the order without SL and TP and after executed the EA will change this parameters.

 
Guilherme Mendonca:

Thank for your answer. My orders are sending by: ORDER_FILLING_RETURN

But, I will try to change my code to send the order without SL and TP and after executed the EA will change this parameters.

It would be very strange that a SL/TP change anything.

The problem is not with your EA. Could eventually by on the VPS, but more likely on the broker back-end. Talk to your broker and ask them explanation.

 
Eleni Anna Branou:

You are trading a Brazilian small cap index, which is not always active nor has enough liguidity.

When the market is moving for WINM20 your trade is executed instantly, when is not there is a delay.

I don't believe it is a liquidity issue, its a big market and very active, hundred of trades per second. Below there is an example. 

If you access the booking of this symbol, everytime will have at least 50 lots for each price.

Even if I was trading with a big lot (more than 100 at least), the order should must be executed imediately, the only diference should be the price, because it will buy all lots available for each diferent price.




My big doubt is if there is a way to know if the delay has occurred of one of 3 possibility: 

1) overload processing of the code - EA issue

2) VPS processing delay - VPS issue

3) Broker delay to receive and send orders - Broker issue

 
Guilherme Mendonca:
...

My big doubt is if there is a way to know if the delay has occurred of one of 3 possibility: 

1) overload processing of the code - EA issue

Definitely not.

2) VPS processing delay - VPS issue

Possible.

3) Broker delay to receive and send orders - Broker issue

Most probable.

 
Alain Verleyen:
Definitely not. Possible.

Most probable.

Thanks  Alain.

I sent an email today to my broker (by the way is the biggest of Brazil - XP investimentos), asking an explanation.

My first bet that is a broker delay also.

Depending of their respond, I will come back here to discuss more and find a solution.

Anyway. Thank you very much for your answer.

Reason: