brosnet
21 Sep 2015, 12:32 ( Updated at: 21 Dec 2023, 09:20 )

RE:

Spotware said:

Dear Trader,

We tried to reproduce your issue without success. Could you please provide us with a more detailed explanation or send us your code at troubleshooting@spotware.com. It will be used only for troubleshooting purposes.

I will do both.

My target is to open an order within half a second. if it cannot be filled within half a second I would like to do not open it.

the code which requests a stop order is the following:

PlaceStopOrderAsync(TradeType.Sell, Symbol, lot, Symbol.Bid, label, StopLoss, TakeProfit, Server.Time.AddMilliseconds(500));

Below there is the log from the journal:

2015.09.18 14:25:32.287 | Stop order to Sell EUR 1k EURCAD (Price: 1.49246, SL: 1.49346, TP: 1.48246, ExpireDate: 18/09/2015 14:25) is sent to server
2015.09.18 14:25:32.319 | → Stop order OID1690474 to Sell EUR 1k EURCAD (Price: 1.49246, SL: 1.49346, TP: 1.48246, ExpireDate: 18/09/2015 14:25) is ACCEPTED (18/09/2015 14:25:32.305 UTC+0)

2 seconds and a half later the order has been filled. 

2015.09.18 14:25:34.897 | → Stop order to SELL EUR 1k EURCAD OID1690474 is FILLED at 1.49193, position PID1009734 (18/09/2015 14:25:34.890 UTC+0)
 

so, from what I understand the "expiry date" is just a time where, if the order has not been hit yet, it will be cancelled. As specified before, I would need to fill it within hanlf a second. 

Is there any way to do it? if not, is there any way to limit the slippage? your platform seems to have basically only market orders, where slippage or execution times, or any kind of other options cannot be specified.....

the market range pips is not working if the marktet is volatile. So i guess that you simply send a market order and all the options specified from the algo, are simply modification of the current order...

I attach also the screenshot, even if it should be enough the information provided above.

brosnet
13 Aug 2015, 14:44

RE:

I just would like to understand what your platform is showing. Just the meaning.

"2s and 10ms" value: is the time that took to transmit the request to open the market order, or is the time that took to transmit the request to open the market order + getting the deal open?

Spotware said:

Dear Trader,

Please contact your broker regarding all execution questions.

brosnet
06 Jul 2015, 18:37

I wanted to ask you directly where your cServers are located. In this case, I will ask to those vps providers.

brosnet
17 Jun 2015, 23:54

RE:

Spotware said:

Dear Trader,

We do not use performance counters to define latency. We use performance counters only to measure traffic  

Do you suggest any way to misure the latency in the same way of the platform?

A simply ping doesn t give the same value.

if the latency is below 1ms my algo is profitable, otherwise I end up in loss.

I m looking for a way to check it programmatically. It would be useful to know how the platform calculates it.

brosnet
17 Jun 2015, 16:44

RE:

Spotware said:

Dear Trader,

cAlgo.API does not provide any latency. We will consider providing it in the future.

I know that cAlgo.API does not provide the latency. I ve read from one of your posts, that the latency shown by the platform is taken from the Performance Counters from windows.

the only problem is that i could not find the right one.

is it calculated somehow taking other info from the performance counter or do you show a specific one?

brosnet
17 Jun 2015, 01:23

RE:

Spotware said:

Traffic in and traffic out are hidden in case if our application can not find some PerformanceCounters in your operation system.

Hello,

As I couldn't find a vps with a stable connection below 1ms to your cServer located in London-3, i was trying to develop a switch based on the current latency.

I am trying to figure out which of the Performance Counters you are using to define the Proxy Latency and Server Latency. 

Any suggestion?