堡垒。执法问题

[删除] 2016.10.09 02:23 #771

prostotrader:

构建1430

直到从仲裁员开场的第十秒，排队的人都很疯狂。

不一定能免费吃到包子）。

prostotrader 2016.10.09 17:13 #772

Ром:

从仲裁员的开场到第十秒，排队的人都很疯狂。

你不可能总是得到一个免费的包子）。

开场是

2016.10.06 10:00:00.000

而且已经有六秒....

2016.10.06 10:00:05.991

prostotrader 2016.10.10 11:14 #773

Ром:

从仲裁员的开场到第十秒，排队的人都很疯狂。

你不可能总是得到一个免费的包子）。

那么，为什么今天在同一时间可以呢？Bild 1430 real.

2016.10.10 10:00:05.148 Trades  'xxxxx': buy limit 5.00 RTS-3.17 at 98850
2016.10.10 10:00:05.148 Trades  'xxxxx': sell limit 5.00 RTS-3.17 at 99780
2016.10.10 10:00:05.154 Trades  'xxxxx': accepted buy limit 5.00 RTS-3.17 at 98850
2016.10.10 10:00:05.154 Trades  'xxxxx': accepted sell limit 5.00 RTS-3.17 at 99780
2016.10.10 10:00:05.155 Trades  'xxxxx': buy limit 5.00 RTS-3.17 at 98850 placed for execution in 6.904 ms
2016.10.10 10:00:05.156 Trades  'xxxxx': sell limit 5.00 RTS-3.17 at 99780 placed for execution in 7.850 ms
2016.10.10 10:00:05.165 Trades  'xxxxx': buy limit 7.00 VTBR-3.17 at 7152
2016.10.10 10:00:05.165 Trades  'xxxxx': sell limit 7.00 VTBR-3.17 at 7509
2016.10.10 10:00:05.171 Trades  'xxxxx': accepted buy limit 7.00 VTBR-3.17 at 7152
2016.10.10 10:00:05.171 Trades  'xxxxx': accepted sell limit 7.00 VTBR-3.17 at 7509
2016.10.10 10:00:05.172 Trades  'xxxxx': buy limit 7.00 VTBR-3.17 at 7152 placed for execution in 6.698 ms
2016.10.10 10:00:05.174 Trades  'xxxxx': sell limit 7.00 VTBR-3.17 at 7509 placed for execution in 9.019 ms
2016.10.10 10:00:05.188 Trades  'xxxxx': buy limit 10.00 ED-3.17 at 1.1101
2016.10.10 10:00:05.188 Trades  'xxxxx': sell limit 10.00 ED-3.17 at 1.1287
2016.10.10 10:00:05.193 Trades  'xxxxx': accepted buy limit 10.00 ED-3.17 at 1.1101
2016.10.10 10:00:05.194 Trades  'xxxxx': accepted sell limit 10.00 ED-3.17 at 1.1287
2016.10.10 10:00:05.194 Trades  'xxxxx': buy limit 10.00 ED-3.17 at 1.1101 placed for execution in 6.632 ms
2016.10.10 10:00:05.195 Trades  'xxxxx': sell limit 10.00 ED-3.17 at 1.1287 placed for execution in 6.864 ms
2016.10.10 10:00:05.237 Trades  'xxxxx': buy limit 20.00 MXI-3.17 at 1906.90
2016.10.10 10:00:05.237 Trades  'xxxxx': sell limit 20.00 MXI-3.17 at 2124.95
2016.10.10 10:00:05.242 Trades  'xxxxx': accepted buy limit 20.00 MXI-3.17 at 1906.90
2016.10.10 10:00:05.242 Trades  'xxxxx': accepted sell limit 20.00 MXI-3.17 at 2124.95
2016.10.10 10:00:05.243 Trades  'xxxxx': buy limit 20.00 MXI-3.17 at 1906.90 placed for execution in 6.336 ms
2016.10.10 10:00:05.244 Trades  'xxxxx': sell limit 20.00 MXI-3.17 at 2124.95 placed for execution in 7.468 ms
2016.10.10 10:00:05.265 Trades  'xxxxx': buy limit 5.00 UCHF-3.17 at 0.9506
2016.10.10 10:00:05.266 Trades  'xxxxx': sell limit 5.00 UCHF-3.17 at 0.9894
2016.10.10 10:00:05.272 Trades  'xxxxx': accepted buy limit 5.00 UCHF-3.17 at 0.9506
2016.10.10 10:00:05.272 Trades  'xxxxx': accepted sell limit 5.00 UCHF-3.17 at 0.9894
2016.10.10 10:00:05.273 Trades  'xxxxx': buy limit 5.00 UCHF-3.17 at 0.9506 placed for execution in 7.473 ms
2016.10.10 10:00:05.274 Trades  'xxxxx': sell limit 5.00 UCHF-3.17 at 0.9894 placed for execution in 8.667 ms
2016.10.10 10:00:05.290 Trades  'xxxxx': buy limit 1.00 GBPU-3.17 at 1.2251
2016.10.10 10:00:05.290 Trades  'xxxxx': buy limit 5.00 FEES-3.17 at 15596
2016.10.10 10:00:05.290 Trades  'xxxxx': sell limit 1.00 GBPU-3.17 at 1.3108
2016.10.10 10:00:05.290 Trades  'xxxxx': sell limit 4.00 FEES-3.17 at 20052
2016.10.10 10:00:05.296 Trades  'xxxxx': accepted buy limit 1.00 GBPU-3.17 at 1.2251
2016.10.10 10:00:05.297 Trades  'xxxxx': accepted buy limit 5.00 FEES-3.17 at 15596
2016.10.10 10:00:05.298 Trades  'xxxxx': accepted sell limit 1.00 GBPU-3.17 at 1.3108
2016.10.10 10:00:05.299 Trades  'xxxxx': accepted sell limit 4.00 FEES-3.17 at 20052
2016.10.10 10:00:05.300 Trades  'xxxxx': buy limit 1.00 GBPU-3.17 at 1.2251 placed for execution in 9.743 ms
2016.10.10 10:00:05.300 Trades  'xxxxx': buy limit 5.00 FEES-3.17 at 15596 placed for execution in 9.887 ms
2016.10.10 10:00:05.301 Trades  'xxxxx': sell limit 1.00 GBPU-3.17 at 1.3108 placed for execution in 11.041 ms
2016.10.10 10:00:05.302 Trades  'xxxxx': sell limit 4.00 FEES-3.17 at 20052 placed for execution in 11.899 ms
2016.10.10 10:00:05.386 Trades  'xxxxx': buy limit 10.00 GOLD-6.17 at 1231.2
2016.10.10 10:00:05.386 Trades  'xxxxx': sell limit 10.00 GOLD-6.17 at 1308.3
2016.10.10 10:00:05.391 Trades  'xxxxx': accepted buy limit 10.00 GOLD-6.17 at 1231.2
2016.10.10 10:00:05.392 Trades  'xxxxx': accepted sell limit 10.00 GOLD-6.17 at 1308.3
2016.10.10 10:00:05.392 Trades  'xxxxx': buy limit 10.00 GOLD-6.17 at 1231.2 placed for execution in 6.644 ms
2016.10.10 10:00:05.393 Trades  'xxxxx': sell limit 10.00 GOLD-6.17 at 1308.3 placed for execution in 7.865 ms
2016.10.10 10:00:05.813 Trades  'xxxxx': modify order #45531333 buy limit 7.00 VTBR-3.17 at 7152 sl: 0 tp: 0 -> 7154, sl: 0 tp: 0
2016.10.10 10:00:05.813 Trades  'xxxxx': modify order #45531331 buy limit 5.00 RTS-3.17 at 98850 sl: 0 tp: 0 -> 98880, sl: 0 tp: 0
2016.10.10 10:00:05.813 Trades  'xxxxx': modify order #45531334 sell limit 7.00 VTBR-3.17 at 7509 sl: 0 tp: 0 -> 7507, sl: 0 tp: 0
2016.10.10 10:00:05.813 Trades  'xxxxx': modify order #45531332 sell limit 5.00 RTS-3.17 at 99780 sl: 0 tp: 0 -> 99750, sl: 0 tp: 0
2016.10.10 10:00:05.818 Trades  'xxxxx': accepted modify order #45531333 buy limit 7.00 VTBR-3.17 at 7152 sl: 0 tp: 0 -> 7154, sl: 0 tp: 0
2016.10.10 10:00:05.818 Trades  'xxxxx': accepted modify order #45531331 buy limit 5.00 RTS-3.17 at 98850 sl: 0 tp: 0 -> 98880, sl: 0 tp: 0
2016.10.10 10:00:05.818 Trades  'xxxxx': accepted modify order #45531334 sell limit 7.00 VTBR-3.17 at 7509 sl: 0 tp: 0 -> 7507, sl: 0 tp: 0
2016.10.10 10:00:05.818 Trades  'xxxxx': accepted modify order #45531332 sell limit 5.00 RTS-3.17 at 99780 sl: 0 tp: 0 -> 99750, sl: 0 tp: 0
2016.10.10 10:00:05.819 Trades  'xxxxx': modify order #45531333 buy limit 7.00 VTBR-3.17 at 7152 sl: 0 tp: 0 -> 7154, sl: 0 tp: 0 placed for execution in 6.297 ms
2016.10.10 10:00:05.820 Trades  'xxxxx': modify order #45531331 buy limit 5.00 RTS-3.17 at 98850 sl: 0 tp: 0 -> 98880, sl: 0 tp: 0 placed for execution in 7.931 ms
2016.10.10 10:00:05.821 Trades  'xxxxx': modify order #45531334 sell limit 7.00 VTBR-3.17 at 7509 sl: 0 tp: 0 -> 7507, sl: 0 tp: 0 placed for execution in 8.017 ms
2016.10.10 10:00:05.822 Trades  'xxxxx': modify order #45531332 sell limit 5.00 RTS-3.17 at 99780 sl: 0 tp: 0 -> 99750, sl: 0 tp: 0 placed for execution in 9.025 ms
2016.10.10 10:00:05.824 Trades  'xxxxx': sell limit 5.00 RTKM-3.17 at 9242
2016.10.10 10:00:05.829 Trades  'xxxxx': accepted sell limit 5.00 RTKM-3.17 at 9242
2016.10.10 10:00:05.829 Trades  'xxxxx': sell limit 5.00 RTKM-3.17 at 9242 placed for execution in 5.537 ms
2016.10.10 10:00:05.834 Trades  'xxxxx': buy limit 7.00 SBPR-3.17 at 10881
2016.10.10 10:00:05.834 Trades  'xxxxx': sell limit 2.00 RTS-9.17 at 102210
2016.10.10 10:00:05.836 Trades  'xxxxx': modify order #45531337 buy limit 20.00 MXI-3.17 at 1906.90 sl: 0.00 tp: 0.00 -> 1907.00, sl: 0.00 tp: 0.00
2016.10.10 10:00:05.839 Trades  'xxxxx': accepted buy limit 7.00 SBPR-3.17 at 10881
2016.10.10 10:00:05.839 Trades  'xxxxx': accepted sell limit 2.00 RTS-9.17 at 102210
2016.10.10 10:00:05.840 Trades  'xxxxx': buy limit 7.00 SBPR-3.17 at 10881 placed for execution in 6.269 ms
2016.10.10 10:00:05.841 Trades  'xxxxx': sell limit 2.00 RTS-9.17 at 102210 placed for execution in 7.222 ms
2016.10.10 10:00:05.842 Trades  'xxxxx': accepted modify order #45531337 buy limit 20.00 MXI-3.17 at 1906.90 sl: 0.00 tp: 0.00 -> 1907.00, sl: 0.00 tp: 0.00
2016.10.10 10:00:05.843 Trades  'xxxxx': modify order #45531337 buy limit 20.00 MXI-3.17 at 1906.90 sl: 0.00 tp: 0.00 -> 1907.00, sl: 0.00 tp: 0.00 placed for execution in 6.689 ms

prostotrader 2016.10.10 11:30 #774

大约10天前，当我与经纪人联系，询问延误的原因。

我建议他们使用另一个直接连接到交易所Promserver的软件（Cgate）。

我只需要写一个简单的记录器，可以放置和删除挂单。

然后它就会马上变得更清晰。

这样，就可以立即清楚地知道延误发生在哪个环节。

但到目前为止，经纪人正在为这个问题 "努力"。:(

fxsaber 2016.10.10 11:38 #775

prostotrader:

那么，为什么今天在同一时间可以呢？Bild 1430 real.

这里有一个很好的方法，可以让开发者重现刹车的效果!

现在不可能说 "我们看不到刹车 "了。

开发人员应该在会话开始时就把限制请求，并监控执行时间。如果他们看到速度慢，他们将在当地处理。

目前，不幸的是，情况令人沮丧。

prostotrader 2016.10.10 11:44 #776

给开发者的问题。

在异步模式下设置一个订单

2016.10.10 10:00:05.148 Trades  'xxxxx': buy limit 5.00 RTS-3.17 at 98850
2016.10.10 10:00:05.154 Trades  'xxxxx': accepted buy limit 5.00 RTS-3.17 at 98850
2016.10.10 10:00:05.155 Trades  'xxxxx': buy limit 5.00 RTS-3.17 at 98850 placed for execution in 6.904 ms

我们从谁那里得到这个消息？

2016.10.10 10:00:05.155 Trades  'xxxxx': buy limit 5.00 RTS-3.17 at 98850 placed for execution in 6.904 ms

是从终端还是从服务器？

交易所是否已确认一个订单已被置于交易中？

或者这条信息意味着MT5服务器只向交易所发送了一个订单？

(如果可能的话，像OrderSend那样有更多的细节。）

Renat Fatkhullin 2016.10.10 12:20 #777

这是交易所的回应，而不是mt5交易服务器。

prostotrader 2016.10.10 12:22 #778

Renat Fatkhullin:
这是交易所的回应，而不是mt5交易服务器。

我明白了。

我们将等待，直到经纪人用他们的网络（软件）决定一些事情。

prostotrader 2016.10.10 20:52 #779

这很有意思。

如果放置在 6.563 ms内执行的是交换响应，那么

可能接受的是MT5交易服务器的回应

然后从这个调用的日志

2016.10.10 15:50:02.375 Trades  'xxxxx': sell limit 5.00 HYDR-3.17 at 8056
2016.10.10 15:50:02.375 Trades  'xxxxx': accepted sell limit 5.00 HYDR-3.17 at 8056
2016.10.10 15:50:02.375 Trades  'xxxxx': sell limit 5.00 HYDR-3.17 at 8056 placed for execution in 6.563 ms
2016.10.10 15:50:02.395 Trades  'xxxxx': modify order #45553946 sell limit 5.00 HYDR-3.17 at 8056 sl: 0 tp: 0 -> 8054, sl: 0 tp: 0
2016.10.10 15:50:02.635 Trades  'xxxxx': cancel order #45553926 sell limit 2.00 GAZR-6.17 at 14937
2016.10.10 15:50:03.029 Trades  'xxxxx': accepted modify order #45553946 sell limit 5.00 HYDR-3.17 at 8056 sl: 0 tp: 0 -> 8054, sl: 0 tp: 0
2016.10.10 15:50:03.029 Trades  'xxxxx': accepted cancel order #45553926 sell limit 2.00 GAZR-6.17 at 14937
2016.10.10 15:50:03.029 Trades  'xxxxx': modify order #45553946 sell limit 5.00 HYDR-3.17 at 8056 sl: 0 tp: 0 -> 8054, sl: 0 tp: 0 placed for execution in 632.079 ms

由此可见，贸易服务器做出了回应。

2016.10.10 15:50:02.395 交易'XXXXX': 修改订单 #45553946 卖出限额 5.00 HYDR-3.17 at 8056 sl: 0 tp: 0 -> 8054, sl: 0 tp: 0 MINUS

2016.10.10 15:50:03.029 交易'XXXXX': 接受修改订单 #45553946 卖出限额 5.00 HYDR-3.17 at 8056 sl: 0 tp: 0 -> 8054, sl: 0 tp: 0

等于634毫秒，那么交易所下的订单是( -2毫秒 )？

2016.10.10 15:50:03.029 交易'XXXXX': 修改订单 #45553946 卖出限额 5.00 HYDR-3.17 at 8056 sl: 0 tp: 0 -> 8054, sl: 0 tp: 0 placed for execution in 632.079 ms

或者我不明白一些事情，或者日志有什么奇怪的地方？

帮助了解....

Possible issue with EA 追踪器EA无法工作 AN EA BASED ON

Renat Fatkhullin 2016.10.10 21:00 #780

prostotrader:

帮助了解....

终端显示的是你的终端注册/接收信号的本地时间，而不是远端每个执行步骤的确切时间。

在这种情况下，你在同一时间收到所有的回应（包括来自MT5服务器的确认和在交易所下单的确认）029。由于你们之间有许多网络，因此不能保证任何数据包都能在最短的ping时间内即时传递给你。网络中的小堵塞或网络带宽的缺乏（如在经纪人处）将导致数据包的积累，然后分批交付。

这就是为什么如果网络有任何问题，你无法计算不同阶段的时间。在一个理想的网络中，靠近经纪人的服务器，人们仍然可以依靠一些最小延迟的保证，计算中间步骤的时间。

回答 "我有一个完美的网络，不能抱怨 "是不合适的。因为我们谈论的是完全不同的时间，这在正常情况下是超出人类感知的。

堡垒。执法问题 - 页 78