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Date/Time: Thu, 28 Nov 2024 16:56:23 +0000



Post From: DTC Protocol - limited testing availability

[2023-04-22 04:59:07]
User5044343 - Posts: 68
All of my DTC protocol development has been done using live accounts. So far I have sent commands that do not impact the orderbook/exchange - but now I have a need to send many different kinds of orders and I would prefer to not send them to CME ( risk of a hefty fine for sending orders and canceling them, especially if done in a rapid fashion ).

So I started the journey of doing a separate sierra instance and enabled Sim and here starts the problem:

Problem #1:
DTC server does not send ACCOUNT_BALANCE_REQUEST for Sim accounts. This is a problem for me since I need account balance info to make decisions. So Sim won't work unless for testing until ACCOUNT_BALANCE_REQUEST works for sim accounts.

Problem #2:
I can't use an evaluator account to trade, while on sim. I tried this as a work around to #1

Problem #3:
After hours (say on Friday night, after CME is closed ) there is no market feed that supplies info. I tried Binance and used BTCUSD_PERP_BINANCE - but when trading this symbol on an evaluator account I get "Trading Evaluator (Order reject). Info: Symbol is unknown for trading. Internal Order ID: 1063070. Service Order ID: (none). Symbol: BTCUSD_PERP_BINANCE. Account: Test1451 | 2023-04-22 04:44:27.531 *"

So for my test use case, I can't use sim, and I can't use evaluator as there is no data for futures after hours.

Any suggestions?
Is there a away to enable ACCOUNT_BALANCE_REQUEST for Sim accounts ?
Is there a way to enable some kind of 24/7 symbol for evaluator?

In short, how can I get ACCOUNT_BALANCE_REQUEST working on Sim and/or have 24/7 market data feed ( I can't use replay as replay works on Sim only ) on an account that I can trade?