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

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.

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

Ask nicely for asynchronous order processing from your plugin programmer

jcl, does the FXCM plugin process orders asynchronously or synchronously?

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.

bump

The FXCM plugin sends orders synchonously and the time is from sending the order until receiving the fill confirmation.

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.