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Date/Time: Thu, 28 Nov 2024 16:32:38 +0000

Post From: DTC Protocol - limited testing availability

[2023-04-23 03:30:51] Link To Thread - Link To Post [Go To First Post]
User5044343 - Posts: 68
Two new issues: 1. (see screenshot) I do have an issue with Stop orders getting added. Meaning DTC server confirms they go through - they are visible in sierra "Trader Orders" window - but they are not visible on the chart or dom. ServerOrderIDs: 1063100, 1063099 ExchangeOrderIDs: 5141242, 5141241 2. I have two DTC clients. One is for listening sending TRADE_ACCOUNTS_REQUEST, OPEN_ORDERS_REQUEST, CURRENT_POSITIONS_REQUEST and saving them in a db, the 2nd is setup for only executing add/deletes for orders ( SUBMIT_NEW_SINGLE_ORDER, SUBMIT_NEW_OCO_ORDER, CANCEL_ORDER, SUBMIT_FLATTEN_POSITION_ORDER, FLATTEN_POSITIONS_FOR_TRADE_ACCOUNT). The problem here is if I submit SUBMIT_NEW_SINGLE_ORDER, the 2nd client gets updates to orders as they flow ( OrderStatus =ORDER_STATUS_PENDING_OPEN, then OrderStatus = ORDER_STATUS_OPEN ) But the first client only gets OrderStatus = ORDER_STATUS_OPEN ( I know this because I log all requests and responses and reviewed the logs which are kept for weeks). Is it because orderstatus updates get sent only to the client that order originated from ? (If that is the case then if I connect using a client, submit an order, client disconnects for some reason, I connect using a new client, order fills, then technically the new client wont get the order update ). Should all order updates get sent to all clients? I separate the two clients so that there is no delay in executing orders while various info is stored in the db using the first client. I could consolidate into one client if that is the only solution. The other reason why I found this situation is that watch for OrderStatus to change from ORDER_STATUS_PENDING_OPEN to ORDER_STATUS_OPEN, I then store the timestamp of this status change as the actual time and order became active. Date Time Of Last Edit: 2023-04-23 03:57:46
0x Thank you
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