FORTI. Problemi di applicazione - pagina 30

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È stato davvero "aggiustato"?

2015.08.10 10:00:10.505 Trades  'xxxxx': buy limit 13.00 MIX-12.15 at 171925
2015.08.10 10:00:10.521 Trades  'xxxxx': sell limit 18.00 MIX-12.15 at 174400
2015.08.10 10:00:10.521 Trades  'xxxxx': buy limit 13.00 MIX-12.15 at 171925 placed for execution in 16 ms
2015.08.10 10:00:10.521 Trades  'xxxxx': buy limit 5.00 GBPU-12.15 at 1.5258
2015.08.10 10:00:10.521 Trades  'xxxxx': buy limit 20.00 ED-12.15 at 1.0926
2015.08.10 10:00:10.536 Trades  'xxxxx': sell limit 18.00 MIX-12.15 at 174400 placed for execution in 13 ms
2015.08.10 10:00:10.536 Trades  'xxxxx': buy limit 41.00 Eu-12.15 at 73002
2015.08.10 10:00:10.536 Trades  'xxxxx': sell limit 20.00 ED-12.15 at 1.1008
2015.08.10 10:00:10.536 Trades  'xxxxx': sell limit 5.00 GBPU-12.15 at 1.5952
2015.08.10 10:00:10.536 Trades  'xxxxx': buy limit 5.00 GBPU-12.15 at 1.5258 placed for execution in 13 ms
2015.08.10 10:00:10.536 Trades  'xxxxx': buy limit 20.00 ED-12.15 at 1.0926 placed for execution in 12 ms
2015.08.10 10:00:10.536 Trades  'xxxxx': buy limit 41.00 Eu-12.15 at 73002 placed for execution in 11 ms
2015.08.10 10:00:10.552 Trades  'xxxxx': sell limit 20.00 ED-12.15 at 1.1008 placed for execution in 12 ms
2015.08.10 10:00:10.552 Trades  'xxxxx': sell limit 5.00 GBPU-12.15 at 1.5952 placed for execution in 12 ms
2015.08.10 10:00:10.567 Trades  'xxxxx': buy limit 22.00 GOLD-12.15 at 1097.2
2015.08.10 10:00:10.567 Trades  'xxxxx': sell limit 8.00 GOLD-12.15 at 1104.5
2015.08.10 10:00:10.567 Trades  'xxxxx': buy limit 22.00 GOLD-12.15 at 1097.2 placed for execution in 11 ms
2015.08.10 10:00:10.567 Trades  'xxxxx': sell limit 8.00 GOLD-12.15 at 1104.5 placed for execution in 9 ms
 
Михаил:

È stato davvero "aggiustato"?

Deve essere stato aggiustato.

Nessuna risposta dall'amministrazione? Beh, è sull'umore, sarà nell'umore giusto - risponderà (io stesso convinto che l'umore degli amministratori dipende molto). Ma è solo uno spreco di lettori attivi, alzando il ramo.

 
Joo Zepper:

Deve averla riparata.

Nessuna risposta dall'amministrazione? Beh, è sull'umore, sarà in un umore adatto - risponderà (io stesso convinto che l'umore degli amministratori dipende molto). E quindi solo uno spreco di disturbare i lettori attivi, alzando il ramo.

No, non l'hanno fatto :(

Cari sviluppatori, questa è la principale funzionalità di trading.

Forse puoi "spingere" una soluzione al problema?

Il mercato al 23-24 è totalmente "morto" e i ritardi sono GRANDI!

2015.08.14 23:24:50.607 Trades  'xxxxx': sell limit 4.00 VTBR-12.15 at 7278
2015.08.14 23:24:50.620 Trades  'xxxxx': sell limit 4.00 VTBR-12.15 at 7278 placed for execution in 12 ms
2015.08.14 23:24:52.843 Trades  'xxxxx': cancel order #18716295 sell limit 4.00 VTBR-12.15 at 7278
2015.08.14 23:24:52.854 Trades  'xxxxx': cancel order #18716295 sell limit 4.00 VTBR-12.15 at 7278 placed for execution in 10 ms
2015.08.14 23:25:08.948 Trades  'xxxxx': sell limit 4.00 MGNT-12.15 at 12882
2015.08.14 23:25:08.959 Trades  'xxxxx': sell limit 2.00 MTSI-12.15 at 25369
2015.08.14 23:25:08.959 Trades  'xxxxx': buy limit 4.00 NOTK-12.15 at 56502
2015.08.14 23:25:08.963 Trades  'xxxxx': sell limit 1.00 NOTK-12.15 at 66803
2015.08.14 23:25:08.985 Trades  'xxxxx': buy limit 4.00 SNGP-12.15 at 36456
2015.08.14 23:25:09.262 Trades  'xxxxx': sell limit 4.00 MGNT-12.15 at 12882 placed for execution in 315 ms
2015.08.14 23:25:09.265 Trades  'xxxxx': sell limit 2.00 MTSI-12.15 at 25369 placed for execution in 305 ms
2015.08.14 23:25:09.265 Trades  'xxxxx': buy limit 4.00 NOTK-12.15 at 56502 placed for execution in 306 ms
2015.08.14 23:25:09.265 Trades  'xxxxx': sell limit 1.00 NOTK-12.15 at 66803 placed for execution in 302 ms
2015.08.14 23:25:09.265 Trades  'xxxxx': buy limit 4.00 SNGP-12.15 at 36456 placed for execution in 280 ms
2015.08.14 23:25:10.997 Trades  'xxxxx': buy limit 2.00 URKA-12.15 at 16972
2015.08.14 23:25:11.008 Trades  'xxxxx': buy limit 2.00 URKA-12.15 at 16972 placed for execution in 10 ms
2015.08.14 23:25:11.188 Trades  'xxxxx': modify order #18716320 buy limit 2.00 URKA-12.15 at 16972 sl: 0 tp: 0 -> 16974, sl: 0 tp: 0
2015.08.14 23:25:11.203 Trades  'xxxxx': modify order #18716320 buy limit 2.00 URKA-12.15 at 16972 sl: 0 tp: 0 -> 16974, sl: 0 tp: 0 placed for execution in 15 ms
2015.08.14 23:25:11.258 Trades  'xxxxx': modify order #18716320 buy limit 2.00 URKA-12.15 at 16974 sl: 0 tp: 0 -> 18881, sl: 0 tp: 0
2015.08.14 23:25:11.407 Trades  'xxxxx': modify order #18716320 buy limit 2.00 URKA-12.15 at 16974 sl: 0 tp: 0 -> 18881, sl: 0 tp: 0 placed for execution in 148 ms
2015.08.14 23:25:11.446 Trades  'xxxxx': cancel order #18716320 buy limit 2.00 URKA-12.15 at 18881
2015.08.14 23:25:11.456 Trades  'xxxxx': cancel order #18716320 buy limit 2.00 URKA-12.15 at 18881 placed for execution in 10 ms
2015.08.14 23:25:17.021 Trades  'xxxxx': cancel order #18716315 sell limit 4.00 MGNT-12.15 at 12882
2015.08.14 23:25:17.036 Trades  'xxxxx': cancel order #18716316 sell limit 2.00 MTSI-12.15 at 25369
2015.08.14 23:25:17.048 Trades  'xxxxx': cancel order #18716317 buy limit 4.00 NOTK-12.15 at 56502
2015.08.14 23:25:17.052 Trades  'xxxxx': cancel order #18716318 sell limit 1.00 NOTK-12.15 at 66803
2015.08.14 23:25:17.063 Trades  'xxxxx': cancel order #18716319 buy limit 4.00 SNGP-12.15 at 36456
2015.08.14 23:25:17.335 Trades  'xxxxx': cancel order #18716315 sell limit 4.00 MGNT-12.15 at 12882 placed for execution in 313 ms
2015.08.14 23:25:17.345 Trades  'xxxxx': cancel order #18716316 sell limit 2.00 MTSI-12.15 at 25369 placed for execution in 308 ms
2015.08.14 23:25:17.345 Trades  'xxxxx': cancel order #18716317 buy limit 4.00 NOTK-12.15 at 56502 placed for execution in 296 ms
2015.08.14 23:25:17.345 Trades  'xxxxx': cancel order #18716318 sell limit 1.00 NOTK-12.15 at 66803 placed for execution in 292 ms
2015.08.14 23:25:17.345 Trades  'xxxxx': cancel order #18716319 buy limit 4.00 SNGP-12.15 at 36456 placed for execution in 281 ms
 
D'accordo. I ritardi dovrebbero essere mantenuti ad almeno 100m/s
Non più di questo.
In breve, è una canna!
 
MASTERXAYS:
Sono d'accordo. I ritardi dovrebbero essere di almeno 100m/s.
Non più di questo.
In breve, è una canna!

Cosa ti fa pensare che siano 100 ms?

Ho una media di 10ms in funzionamento normale.

E c'è il "balsamo" occasionale, ma è MOLTO raro:

17:51:03.132    Trades  'xxxxx': sell limit 2.00 GOLD-12.15 at 1199.8 placed for execution in 6 ms

2015.08.14 23:49:03.797 Trades  'xxxxx': sell limit 5.00 MIX-12.15 at 176975
2015.08.14 23:49:03.807 Trades  'xxxxx': sell limit 5.00 MIX-12.15 at 176975 placed for execution in 10 ms
2015.08.14 23:49:04.093 Trades  'xxxxx': modify order #18716661 sell limit 5.00 MIX-12.15 at 176975 sl: 0 tp: 0 -> 176925, sl: 0 tp: 0
2015.08.14 23:49:04.104 Trades  'xxxxx': modify order #18716661 sell limit 5.00 MIX-12.15 at 176975 sl: 0 tp: 0 -> 176925, sl: 0 tp: 0 placed for execution in 10 ms
2015.08.14 23:49:04.458 Trades  'xxxxx': modify order #18716661 sell limit 5.00 MIX-12.15 at 176925 sl: 0 tp: 0 -> 175750, sl: 0 tp: 0
2015.08.14 23:49:04.469 Trades  'xxxxx': modify order #18716661 sell limit 5.00 MIX-12.15 at 176925 sl: 0 tp: 0 -> 175750, sl: 0 tp: 0 placed for execution in 10 ms
2015.08.14 23:49:04.602 Trades  'xxxxx': cancel order #18716661 sell limit 5.00 MIX-12.15 at 175750
2015.08.14 23:49:04.612 Trades  'xxxxx': cancel order #18716661 sell limit 5.00 MIX-12.15 at 175750 placed for execution in 10 ms
2015.08.14 23:49:30.071 Trades  'xxxxx': buy limit 1.00 GMKR-12.15 at 96016
2015.08.14 23:49:30.082 Trades  'xxxxx': buy limit 1.00 GMKR-12.15 at 96016 placed for execution in 10 ms
2015.08.14 23:49:30.341 Trades  'xxxxx': cancel order #18716654 sell limit 12.00 SILV-12.15 at 15.49
2015.08.14 23:49:30.341 Trades  'xxxxx': cancel order #18716651 buy limit 1.00 LKOH-12.15 at 24501
2015.08.14 23:49:30.344 Trades  'xxxxx': cancel order #18716648 buy limit 100.00 GOLD-12.15 at 1115.3
2015.08.14 23:49:30.344 Trades  'xxxxx': cancel order #18712057 buy limit 1.00 TRNF-12.15 at 141364
2015.08.14 23:49:30.345 Trades  'xxxxx': cancel order #18712004 sell limit 1.00 SNGP-12.15 at 40880
2015.08.14 23:49:30.346 Trades  'xxxxx': cancel order #18713795 buy limit 12.00 AUDU-12.15 at 0.7240
2015.08.14 23:49:30.346 Trades  'xxxxx': cancel order #18716671 buy limit 1.00 GMKR-12.15 at 96016
2015.08.14 23:49:30.347 Trades  'xxxxx': cancel order #18711929 buy limit 1.00 SNGR-12.15 at 33452
2015.08.14 23:49:30.348 Trades  'xxxxx': cancel order #18711907 sell limit 1.00 RTKM-12.15 at 9732
2015.08.14 23:49:30.349 Trades  'xxxxx': cancel order #18716649 sell limit 20.00 ED-12.15 at 1.1138
2015.08.14 23:49:30.352 Trades  'xxxxx': cancel order #18716654 sell limit 12.00 SILV-12.15 at 15.49 placed for execution in 10 ms
2015.08.14 23:49:30.352 Trades  'xxxxx': cancel order #18716651 buy limit 1.00 LKOH-12.15 at 24501 placed for execution in 10 ms
2015.08.14 23:49:30.352 Trades  'xxxxx': cancel order #18716648 buy limit 100.00 GOLD-12.15 at 1115.3 placed for execution in 8 ms
2015.08.14 23:49:30.353 Trades  'xxxxx': cancel order #18712057 buy limit 1.00 TRNF-12.15 at 141364 placed for execution in 9 ms
2015.08.14 23:49:30.355 Trades  'xxxxx': cancel order #18712004 sell limit 1.00 SNGP-12.15 at 40880 placed for execution in 9 ms
2015.08.14 23:49:30.355 Trades  'xxxxx': cancel order #18713795 buy limit 12.00 AUDU-12.15 at 0.7240 placed for execution in 9 ms
2015.08.14 23:49:30.355 Trades  'xxxxx': cancel order #18716671 buy limit 1.00 GMKR-12.15 at 96016 placed for execution in 9 ms
2015.08.14 23:49:30.356 Trades  'xxxxx': cancel order #18711929 buy limit 1.00 SNGR-12.15 at 33452 placed for execution in 8 ms
2015.08.14 23:49:30.356 Trades  'xxxxx': cancel order #18711907 sell limit 1.00 RTKM-12.15 at 9732 placed for execution in 8 ms
2015.08.14 23:49:30.357 Trades  'xxxxx': cancel order #18716649 sell limit 20.00 ED-12.15 at 1.1138 placed for execution in 8 ms
2015.08.14 23:49:30.360 Trades  'xxxxx': cancel order #18712279 sell limit 1.00 SNGR-12.15 at 36465
2015.08.14 23:49:30.374 Trades  'xxxxx': cancel order #18712279 sell limit 1.00 SNGR-12.15 at 36465 placed for execution in 13 ms
 

Cari sviluppatori!

E come commenterebbe i ritardi nell'esecuzione degli ordini fino a 10 secondi?

2015.08.24 16:36:56.572 Trades  'ххххх': cancel order #19058599 buy limit 1.00 RTS-6.16 at 68060
2015.08.24 16:36:56.890 Trades  'ххххх': cancel order #19058599 buy limit 1.00 RTS-6.16 at 68060 placed for execution in 317 ms
2015.08.24 16:37:29.897 Trades  'ххххх': deal #15516431 buy 1.00 RTS-12.16 at 68190 done (based on order #19055109)
2015.08.24 16:37:29.904 Trades  'ххххх': exchange sell 1.00 RTS-9.16 at market
2015.08.24 16:37:29.966 Trades  'ххххх': exchange sell 1.00 RTS-9.16 at market placed for execution in 62 ms
2015.08.24 16:37:29.966 Trades  'ххххх': deal #15516432 sell 1.00 RTS-9.16 at 69630 done (based on order #19059354)
2015.08.24 16:37:35.554 Trades  'ххххх': sell limit 2.00 RTS-6.16 at 69950
2015.08.24 16:37:43.658 Trades  'ххххх': buy limit 2.00 RTS-12.16 at 67550
2015.08.24 16:37:45.345 Trades  'ххххх': sell limit 2.00 RTS-6.16 at 69950 placed for execution in 9792 ms
2015.08.24 16:37:47.673 Trades  'ххххх': buy limit 2.00 RTS-12.16 at 67550 placed for execution in 4015 ms
2015.08.24 16:39:01.925 Trades  'ххххх': modify order #19059415 buy limit 2.00 RTS-12.16 at 67550 sl: 0 tp: 0 -> 67630, sl: 0 tp: 0
2015.08.24 16:39:02.509 Trades  'ххххх': modify order #19059415 buy limit 2.00 RTS-12.16 at 67550 sl: 0 tp: 0 -> 67630, sl: 0 tp: 0 placed for execution in 584 ms
2015.08.24 16:39:12.543 Trades  'ххххх': modify order #19059415 buy limit 2.00 RTS-12.16 at 67630 sl: 0 tp: 0 -> 68080, sl: 0 tp: 0
2015.08.24 16:39:12.552 Trades  'ххххх': modify order #19059415 buy limit 2.00 RTS-12.16 at 67630 sl: 0 tp: 0 -> 68080, sl: 0 tp: 0 placed for execution in 8 ms
  
2015.08.24 17:31:06.749 Trades  'xxxxx': buy limit 1.00 VTBR-12.15 at 6771
2015.08.24 17:31:13.960 Trades  'xxxxx': buy limit 1.00 VTBR-12.15 at 6771 placed for execution in 7211 ms
 
In un mercato veloce, con questo tipo di esecuzione degli ordini, inizieremo presto a perdere i nostri depositi....
 
Михаил:
In un mercato veloce, con una tale esecuzione degli ordini, inizieremo presto a perdere i nostri depositi....

Mikhail, hai aperto un conto direttamente con la Borsa di Mosca?

Forse il fornitore di quote sta rallentando?

 
new-rena:

Mikhail, hai un conto aperto direttamente alla Borsa di Mosca?

Forse il fornitore di quotazioni sta rallentando?

Il conto può essere aperto solo con un broker.

Con i miei 2 fornitori tutto è ok, controllato 100 volte.

Se l'ISP stava "rallentando", i callback sarebbero arrivati al terminale.

Il server MT5 sta "rallentando":

Gli ordini sono inseriti dal comando OrderSendAsync():

2015.08.26 17:15:32.076 Trades  'ххххх': sell limit 12.00 AUDU-12.15 at 0.7167
2015.08.26 17:15:33.293 Trades  'ххххх': sell limit 12.00 AUDU-12.15 at 0.7167 placed for execution in 1216 ms
2015.08.26 17:15:35.451 Trades  'ххххх': cancel order #19281555 sell limit 12.00 AUDU-12.15 at 0.7167
2015.08.26 17:15:35.466 Trades  'ххххх': cancel order #19281555 sell limit 12.00 AUDU-12.15 at 0.7167 placed for execution in 15 ms

Per ragioni sconosciute, il server non invia callback a OnTradeTransaction()

La funzione CheckOrders() si attiva quando non c'è un evento TradeTransaction

2015.08.26 17:15:33.309 Forts_trader (AUDU-9.15,H1)     CheckOrders: Sell ордер установлен. Билет = 19281555
2015.08.26 17:15:33.200 Forts_trader (AUDU-9.15,H1)     CheckOrders: Попытка 5 получить билет Sell ордера...
2015.08.26 17:15:33.091 Forts_trader (AUDU-9.15,H1)     CheckOrders: Попытка 4 получить билет Sell ордера...
2015.08.26 17:15:32.981 Forts_trader (AUDU-9.15,H1)     CheckOrders: Попытка 3 получить билет Sell ордера...
2015.08.26 17:15:32.873 Forts_trader (AUDU-9.15,H1)     CheckOrders: Попытка 2 получить билет Sell ордера...
2015.08.26 17:15:32.873 Forts_trader (AUDU-9.15,H1)     CheckOrders: Попытка 1 получить билет Sell ордера...
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