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Data Feed Problem in Thailand has returned!

 
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bizjango

Data Feed Problem in Thailand has returned!

Tonight the data feed problem returned, and the use of the Big Red "X" does not work efficiently, when trying to close a trade the "X" operates way too slow, and causes one to loose part of the profits and sometime turns a win into a loss! This is a serious issue and must be addressed urgently!

Thu, 11/05/2015 - 9:37am
 
Jason Mertz

I've had similar issue with the "X". I believe since the most recent update (with beeline).

 
a v nath

Same here !
Since update to 1.4, close trade with 'X' has become too slow and often, no response, especially during news time !!

 
hakchinoy

I already have placed some calls to support and filed a work-order regarding the "close all" (or flatten) issue. I received a reply from Support; it included a more detailed explanation from the dev team.

This issue partly results from the way that the liquidity providers' servers process our close orders. Yet, the way that Alveo handles our close orders is another major contributor. I made a suggestion for a design change that at least would help make Alveo more fault-tolerant.

I hope that the dev team will at least take that design change into consideration. :)

 
Jason Mertz

just to clarify,my issue is just with the individual close, not the flatten. haven't used that yet since the update.

 
a v nath

@Hak : Can you pl. attach the reply from support reg. close all button.
Also would like to see your suggestion for deisgn change !!
Hope these are not confidential !!!

 
hakchinoy

JM, actually, my issue was with both trades closed individually and via flatten. I noticed (via my tests) that the server tends to take more time closing multiple orders, if one attempts to close them quickly (whether manually or via flatten).

Here's the relevant portion of the reply:
"I'm sorry for the late reply. Regarding the close all button that didn't work properly.
Please try to place lesser trades. It might be too many trades so the provider / server missed some of it.
That's the suggestion I got from Development"

Here's the relevant portion of my response:
"Yes, I know I had roughly 10 trades active during those tests, and I don't have a problem with lessening that number. Yet, Close All also has failed at times with only 3 or 5 active trades.

Relying on the liquidity provider's server to close all of the orders--without checking the order queue to verify that the orders are removed--is the real issue here--and a design flaw which results in a system that's not very fault-tolerant.

One way to do this is to have a producer process enqueue all of the 'pending' close orders (whether closed manually or via Close All), have a consumer process flag--but not remove--orders that were touched, and only remove the orders that are no longer on the server.

If implemented with a priority queue, then the consumer process could be designed to process the 'already touched' orders (which should have higher priorities than untouched orders), before processing any untouched orders.

Doing that will guarantee--on the Apiary side of things--that the closed orders actually will get killed."

TCP/IP is a connection-oriented, network protocol; it guarantees that a file, that's sent from A to B, will arrive intact assuming that the network connection remains intact for the duration of the file transfer. Behind the scenes, the network stack (the code that implements the protocol [which facilitates all of the web and Alveo network traffic]) uses a similar process to keep track of what gets sent. The network stack also contains logic to resend portions of the file that B didn't acknowledge that it received.

My point is that my suggestion is a well-defined, tested, and proven approach that has lots of uses.

 
a v nath

@ Hak : Thanks !

I put only two breakout (buy/sell stop) trades at news time !
And have problems/delays/several attempts to close them !!