Gamestudio Links
Zorro Links
Newest Posts
Old models with Mixamo animations
by rayp
Yesterday at 21:21
rayp's old school fast zombie FPS project
by rayp
Yesterday at 21:10
Votes for future features
by AndrewAMD
Yesterday at 18:08
Series within loop
by tradingest
Yesterday at 15:24
TMF info
by AndrewAMD
Yesterday at 15:24
text outline breiter machen?
by tagimbul
Yesterday at 12:26
Reset vars
by tradingest
Yesterday at 00:40
AUM Magazine
Latest Screens
Worst Case Z
AckCon'18 - Lotter vs the World 2 - Preview Release
Evonet Beta v1.0 : Online Project Development Template
Lake scene
Who's Online
5 registered (Akow, RealSerious3D, AndrewAMD, thewalruss, 1 invisible), 442 Guests and 3 Spiders online.
Key: Admin, Global Mod, Mod
Newest Members
jiffdbf, jgtrader, Chefmac, BazGen, pallab1964
18079 Registered Users
Topic Options
Rate This Topic
#473085 - 06/12/18 19:40 Verbose messages
Sphin Offline
User

Registered: 12/11/13
Posts: 567
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

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

Registered: 02/21/17
Posts: 384
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.

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

Registered: 12/11/13
Posts: 567
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?

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

Registered: 02/21/17
Posts: 384
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

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

Registered: 02/21/17
Posts: 384
Loc: Chicago
jcl, does the FXCM plugin process orders asynchronously or synchronously?

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

Registered: 12/11/13
Posts: 567
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.

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

Registered: 02/21/17
Posts: 384
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.

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

Chief Engineer

Registered: 07/22/00
Posts: 26529
Loc: Frankfurt
The FXCM plugin sends orders synchonously and the time is from sending the order until receiving the fill confirmation.

Top
#473233 - 06/22/18 20:24 Re: Verbose messages [Re: jcl]
Sphin Offline
User

Registered: 12/11/13
Posts: 567
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 is nearly unimportant and maybe making the plugin faster (in any way) won't save time at all and therefore might have not the desired result.

If the time stamps I recorded in the log are correct Zorro sends already both orders (in case of broker arbitrage) at the same time and not sequential, e.g.:

Time Stamp: 2018-06-22 05:30:48.029
Asset: EURUSD_AT
Enter 1S EURUSD_AT Stop 0.0050 TP 0.0050 at 05:30:48
BrokerBuy EUR/USD: 620 ms
[EURUSD_AT::S6611] Short 1@1.16380 Risk 4 p Bid 1.16373 at 05:30:48
Stop 1.1688 Trail 0.0000 TP 1.1588 Com 0.0600 Mrg 0000 Net 0
Units 859.8378 MTotal 0.00 MCost 2.5000 PCost 0.08598 Opn 2183

Time Stamp: 2018-06-22 05:30:48.029
Asset: EURUSD_FXCM
Enter 1L EURUSD_FXCM Stop 0.0050 TP 0.0050 at 05:30:48
BrokerBuy EUR/USD: 502 ms
[EURUSD_FXCM::L9649] Long 1@1.16383 Risk 5 p at 05:30:48
Stop 1.1583 Trail 0.0000 TP 1.1683 Com 0.0600 Mrg 0000 Net 0
Units 859.8231 MTotal 0.00 MCost 10.0000 PCost 0.08598 Opn 2183


EURUSD_AT is traded via MT4.


Edited by Sphin (06/23/18 20:13)

Top



Gamestudio download | chip programmers | Zorro platform | shop | Data Protection Policy

oP group Germany GmbH | Birkenstr. 25-27 | 63549 Ronneburg / Germany | info (at) opgroup.de