Execution speed concerns

Created at 13 Nov 2012, 01:45
Subscribe
How’s your experience with the cTrader Platform?
Your feedback is crucial to cTrader's development. Please take a few seconds to share your opinion and help us improve your trading experience. Thanks!
TR

trader4mat

Follow

Joined 22.10.2012

Execution speed concerns
13 Nov 2012, 01:45

Hello,

 

I ran a  few test to measure the execution times of my trades.

I coded a small algo (see below) that writes the execution speeds into a logfile.

I ran the algo on my VPS and my home computer.

 

The log file from my VPS (quadcore, 4GB of RAM, windows server 2008 R2, ping to the proxyserver 4ms) 

Server Time: 11/13/2012 1:11:06 AM Execution Time:1179

Server Time: 11/13/2012 1:11:09 AM Execution Time:1094

Server Time: 11/13/2012 1:11:22 AM Execution Time:1754

Server Time: 11/13/2012 1:11:28 AM Execution Time:849

Server Time: 11/13/2012 1:11:42 AM Execution Time:896

Server Time: 11/13/2012 1:11:55 AM Execution Time:1209

Server Time: 11/13/2012 1:12:01 AM Execution Time:1316

Server Time: 11/13/2012 1:12:14 AM Execution Time:814

Server Time: 11/13/2012 1:12:19 AM Execution Time:912

Server Time: 11/13/2012 1:12:31 AM Execution Time:1059

Server Time: 11/13/2012 1:13:02 AM Execution Time:1329

Server Time: 11/13/2012 1:13:18 AM Execution Time:1753

Server Time: 11/13/2012 1:13:21 AM Execution Time:1263

Server Time: 11/13/2012 1:13:36 AM Execution Time:3727

Server Time: 11/13/2012 1:14:00 AM Execution Time:2899

Server Time: 11/13/2012 1:14:13 AM Execution Time:1897

Server Time: 11/13/2012 1:14:18 AM Execution Time:1567

Server Time: 11/13/2012 1:14:21 AM Execution Time:1280

Server Time: 11/13/2012 1:14:25 AM Execution Time:793

Server Time: 11/13/2012 1:14:44 AM Execution Time:1725

Server Time: 11/13/2012 1:15:06 AM Execution Time:6920

Server Time: 11/13/2012 1:15:51 AM Execution Time:4716

Server Time: 11/13/2012 1:16:01 AM Execution Time:1103

Server Time: 11/13/2012 1:16:05 AM Execution Time:2308

Server Time: 11/13/2012 1:16:09 AM Execution Time:1069

Server Time: 11/13/2012 1:16:11 AM Execution Time:960

Server Time: 11/13/2012 1:16:14 AM Execution Time:1545

Server Time: 11/13/2012 1:16:19 AM Execution Time:1090

Server Time: 11/13/2012 1:16:21 AM Execution Time:1066

Server Time: 11/13/2012 1:16:23 AM Execution Time:1188

Server Time: 11/13/2012 1:16:28 AM Execution Time:1112

Server Time: 11/13/2012 1:16:39 AM Execution Time:1065

Server Time: 11/13/2012 1:17:09 AM Execution Time:11240

Server Time: 11/13/2012 1:17:15 AM Execution Time:3253

Server Time: 11/13/2012 1:17:17 AM Execution Time:880

Server Time: 11/13/2012 1:17:37 AM Execution Time:852

Server Time: 11/13/2012 1:17:44 AM Execution Time:2235

Server Time: 11/13/2012 1:18:36 AM Execution Time:1683

Server Time: 11/13/2012 1:18:45 AM Execution Time:1604

Server Time: 11/13/2012 1:18:50 AM Execution Time:2776

Server Time: 11/13/2012 1:18:55 AM Execution Time:946

Server Time: 11/13/2012 1:18:58 AM Execution Time:1746

Server Time: 11/13/2012 1:19:06 AM Execution Time:1663

 

Log file from my home computer (quadcore, 4GB RAM, windows 7 Ultimate, Ping to proxyserver 312ms)

Server Time: 11/13/2012 1:12:31 AM Execution Time:995

Server Time: 11/13/2012 1:13:02 AM Execution Time:978

Server Time: 11/13/2012 1:13:06 AM Execution Time:961

Server Time: 11/13/2012 1:13:18 AM Execution Time:1007

Server Time: 11/13/2012 1:13:20 AM Execution Time:953

Server Time: 11/13/2012 1:13:33 AM Execution Time:973

Server Time: 11/13/2012 1:13:35 AM Execution Time:721

Server Time: 11/13/2012 1:13:59 AM Execution Time:1052

Server Time: 11/13/2012 1:14:12 AM Execution Time:944

Server Time: 11/13/2012 1:14:17 AM Execution Time:963

Server Time: 11/13/2012 1:14:20 AM Execution Time:1000

Server Time: 11/13/2012 1:14:25 AM Execution Time:980

Server Time: 11/13/2012 1:14:44 AM Execution Time:973

Server Time: 11/13/2012 1:15:01 AM Execution Time:962

Server Time: 11/13/2012 1:15:03 AM Execution Time:974

Server Time: 11/13/2012 1:15:05 AM Execution Time:1001

Server Time: 11/13/2012 1:15:08 AM Execution Time:961

Server Time: 11/13/2012 1:15:12 AM Execution Time:985

Server Time: 11/13/2012 1:15:47 AM Execution Time:1020

Server Time: 11/13/2012 1:15:50 AM Execution Time:969

Server Time: 11/13/2012 1:16:01 AM Execution Time:1035

Server Time: 11/13/2012 1:16:03 AM Execution Time:1002

Server Time: 11/13/2012 1:16:06 AM Execution Time:972

Server Time: 11/13/2012 1:16:09 AM Execution Time:975

Server Time: 11/13/2012 1:16:13 AM Execution Time:985

Server Time: 11/13/2012 1:16:19 AM Execution Time:966

Server Time: 11/13/2012 1:16:21 AM Execution Time:1026

Server Time: 11/13/2012 1:16:24 AM Execution Time:974

Server Time: 11/13/2012 1:16:28 AM Execution Time:1000

Server Time: 11/13/2012 1:16:39 AM Execution Time:987

Server Time: 11/13/2012 1:16:59 AM Execution Time:1030

Server Time: 11/13/2012 1:17:03 AM Execution Time:999

Server Time: 11/13/2012 1:17:08 AM Execution Time:985

Server Time: 11/13/2012 1:17:13 AM Execution Time:985

Server Time: 11/13/2012 1:17:16 AM Execution Time:975

Server Time: 11/13/2012 1:17:38 AM Execution Time:985

Server Time: 11/13/2012 1:17:43 AM Execution Time:978

Server Time: 11/13/2012 1:18:36 AM Execution Time:1001

Server Time: 11/13/2012 1:18:42 AM Execution Time:1006

Server Time: 11/13/2012 1:18:45 AM Execution Time:987

Server Time: 11/13/2012 1:18:48 AM Execution Time:979

Server Time: 11/13/2012 1:18:55 AM Execution Time:993

Server Time: 11/13/2012 1:19:06 AM Execution Time:973

Server Time: 11/13/2012 1:24:52 AM Execution Time:1004

Server Time: 11/13/2012 1:24:58 AM Execution Time:1021

 
Notice slow and inconsitent execution speed of the VPS vs. my home computer, where all the executionspeeds are within 100ms.
 
Anyone have any idea why the execution speeds on the VPS are so horrible?
 
4maT
 
********CODE**********
using System;
using System.Diagnostics;
using cAlgo.API;
using cAlgo.API.Indicators;
using cAlgo.Indicators;
using System.IO;

namespace cAlgo.Robots
{
    [Robot]
    public class Executiontestlogfile : Robot
    {
    
    	[Parameter(DefaultValue = 1000, MinValue = 0)]
        public int Volume { get; set; }
        StreamWriter _fileWriter;
        private Position position;        
        int counter = 0;
        Stopwatch stopwatch = new Stopwatch();

	protected override void OnStart()
        {
			var desktopFolder = Environment.GetFolderPath(Environment.SpecialFolder.DesktopDirectory);//getting location of user's Desktop folder  
			var filePath = Path.Combine(desktopFolder, "ExecutionTime.txt"); 
			
			_fileWriter = File.AppendText(filePath);//creating file
			
			_fileWriter.AutoFlush = true;//file will be saved on each change
        }
        
        protected override void OnTick()
        {
          if (Trade.IsExecuting) return;
          if (position == null)
			{          
      	  	 stopwatch.Start();
             	Trade.CreateBuyMarketOrder(Symbol, Volume);
            } 	
             
             		
		}

		protected override void OnPositionOpened(Position openedPosition)
        { 
              stopwatch.Stop();
              
              string Code = "		" + Convert.ToString(stopwatch.ElapsedMilliseconds);
              ChartObjects.DrawText("Labels", 
			  "Execution: " , StaticPosition.BottomLeft, Colors.Blue);
			  ChartObjects.DrawText("Code", Code, StaticPosition.BottomLeft, Colors.LimeGreen);
			  Trade.Close(openedPosition);
			  _fileWriter.WriteLine("Server Time: " + Server.Time + " Execution Time: " + Code);
			
              
        }

       protected override void OnPositionClosed(Position position) 
       {
      
       position = null;
       stopwatch.Reset();
      
       
       }
    }
}


@trader4mat
Copyright © 2024 Spotware Systems Ltd. All rights reserved.
cTrader Ltd offers through its group of companies the cTrader platform. The information on this website is for general informational purposes only and does not constitute financial or investment advice. cTrader does not solicit retail investors. Reliance on this information is at your own risk.