Support Board
Date/Time: Thu, 28 Nov 2024 13:55:30 +0000
DTC Protocol - limited testing availability
View Count: 442
| [2023-04-22 04:59:07] |
| User5044343 - Posts: 68 |
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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? |
| [2023-04-22 10:32:43] |
| Sierra_Chart Engineering - Posts: 17201 |
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1. This would only be sent by a client not a server. The DTC server is never going to send this. 2. Why not just simply trade using the trading evaluator service? 3. Use XBTUSD-BMEX instead. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2023-04-22 10:33:07
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| [2023-04-23 03:09:13] |
| User5044343 - Posts: 68 |
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1. Obviously here I mean that client->server is sending ACCOUNT_BALANCE_REQUEST but only getting ACCOUNT_BALANCE_UPDATE (server->client) back for non-sim accounts only! This will probably never change(?) as account list in Sierra itself doesn't show sim accounts either ( Trade -> Trader Account Monitor ). 2. I tried evaluator but with BTCUSD_PERP_BINANCE I can't place orders. Your reply to #3 resolves that issue. 3. Using XBTUSD-BMEX on trading evaluator service allowed me to test everything that I needed. Thanks you for the quick reply |
| [2023-04-23 03:30:51] |
| User5044343 - Posts: 68 |
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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
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 Capture.PNG / V - Attached On 2023-04-23 03:17:53 UTC - Size: 198.04 KB - 95 views |
| [2023-04-23 08:32:06] |
| Sierra_Chart Engineering - Posts: 17201 |
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1. The prices look like they are 100 times higher than they should be. You have the wrong prices. 2.This cannot be true: 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 ?
The DTC Protocol Server is going to send the identical unsolicited order updates to all connected clients. It has no knowledge, or memory, of what client submitted an order and it does not matter.\Yes: Should all order updates get sent to all clients?
Yes account balances are not supported with simulated accounts unless you are using the trading evaluator service: but only getting ACCOUNT_BALANCE_UPDATE (server->client) back for non-sim accounts only! This will probably never change(?)
Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2023-04-23 08:34:21
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