Support Board
Date/Time: Sun, 12 Jan 2025 18:58:32 +0000
Post From: Connection to the Sierra hosted LMAX DTC server
| [2017-02-28 12:10:01] |
| gomifromparis - Posts: 244 |
|
After a couple a tests is seems some parts of the trading historical activity is not handled well. On all the following pics, sierra on the left is directly connected to the LMAX DTC, sierra on the right is connnect to the other sierra. 1. On connection, the "client" sierra does not receive the open positions. I also checked that after sending a CURRENT_POSITIONS_REQUEST to the "server" sierra, it appears the opened positions are not sent back. This may be caused by the fact that even on the "server" sierra which is directly connected to the LMAX DTC, the open positions do not appear, even if there is a position running in sierra, that can be seen on the LMAX web site. (check dtc1 pic) 2. As a consequence, if the position is closed on the sierra "server", an opposite position appears on the client, and stays there for a couple seconds before being cancelled (check dtc2 pic) 3. On the "client" sierra, historical fills are unmatched between buy and sells, so the client is unable to build the current and daily PnL. (check dtc3 pic) Maybe The DTC server in sierra hasn't been build to provide full trading capabilities, just wondering what's expected to work and what isn't. |
dtc1.PNG