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#473085 - 06/12/18 19:40 Verbose messages
Sphin Online
User

Registered: 12/11/13
Posts: 552
Loc: Fuerth, DE
Setting Verbose = 7 there are messages printed like:

BrokerSell USDCHF_FXCM: 772 ms
[USDCHF_FXCM::L6700] Sell 1@0.98424: -0.0686 at 13:24:37
Opn 0.98419 Cls 0.98424 Spr 0.00006 Slp 0.13 Rol 0.00 Com 0.06 Net 1

What time is measured with 772 ms?
What unit has the slippage?

A RTFM with a link to the manual with this info would be also appreciated, I didn't find there any explanations for this.

Thanks, Sphin

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#473090 - 06/12/18 21:59 Re: Verbose messages [Re: Sphin]
AndrewAMD Online
Senior Member

Registered: 02/21/17
Posts: 313
Loc: Chicago
I don't know, but since it says "BrokerSell USDCHF_FXCM: 772 ms", I'm going to guess that this is the time it takes your FXCM plugin to process the BrokerSell call. If true, your plugin blocked for 0.772 seconds!
http://zorro-project.com/manual/en/brokerplugin.htm

I certainly hope I am incorrect.

In the case of broker arbitrage, it is preferable to send both orders, then confirm both outcomes later, rather than to order-block-confirm, order-block-confirm.

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#473102 - 06/13/18 17:58 Re: Verbose messages [Re: AndrewAMD]
Sphin Online
User

Registered: 12/11/13
Posts: 552
Loc: Fuerth, DE
Quote:
In the case of broker arbitrage, it is preferable to send both orders, then confirm both outcomes later, rather than to order-block-confirm, order-block-confirm.

I guess this must be done by the plugin or do I have any chance to affect it?

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#473103 - 06/13/18 18:03 Re: Verbose messages [Re: Sphin]
AndrewAMD Online
Senior Member

Registered: 02/21/17
Posts: 313
Loc: Chicago
Originally Posted By: Sphin
do I have any chance to affect it?
Ask nicely for asynchronous order processing from your plugin programmer grin

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#473129 - 06/15/18 16:35 Re: Verbose messages [Re: AndrewAMD]
AndrewAMD Online
Senior Member

Registered: 02/21/17
Posts: 313
Loc: Chicago
jcl, does the FXCM plugin process orders asynchronously or synchronously?

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#473130 - 06/15/18 17:01 Re: Verbose messages [Re: AndrewAMD]
Sphin Online
User

Registered: 12/11/13
Posts: 552
Loc: Fuerth, DE
And if possible please give some info to the time that is measured. Is the guess of AndrewAMD correct? This time seems to be independent from using FXCM or OANDA via API or any broker via MT4 and from the location of the trading unit (at home or at any datacenter), it's mostly 400-800 ms.

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#473210 - 06/21/18 14:39 Re: Verbose messages [Re: AndrewAMD]
AndrewAMD Online
Senior Member

Registered: 02/21/17
Posts: 313
Loc: Chicago
bump
Originally Posted By: AndrewAMD
jcl, does the FXCM plugin process orders asynchronously or synchronously?

Originally Posted By: Sphin
And if possible please give some info to the time that is measured. Is the guess of AndrewAMD correct? This time seems to be independent from using FXCM or OANDA via API or any broker via MT4 and from the location of the trading unit (at home or at any datacenter), it's mostly 400-800 ms.

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#473214 - 06/21/18 19:14 Re: Verbose messages [Re: AndrewAMD]
jcl Offline

Chief Engineer

Registered: 07/22/00
Posts: 26372
Loc: Frankfurt
The FXCM plugin sends orders synchonously and the time is from sending the order until receiving the fill confirmation.

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#473233 - Yesterday at 20:24 Re: Verbose messages [Re: jcl]
Sphin Online
User

Registered: 12/11/13
Posts: 552
Loc: Fuerth, DE
Based on my experiences with nearly the same times measured: is it really possible that the most time consumption is caused by the trade process itself within the broker network? This would mean that the location of the trading bot it is nearly unimportant.

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