ReConnect Issues

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dougrkyle
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ReConnect Issues

Post by dougrkyle » Mon Nov 20, 2023 4:25 pm

BM,
When I am running BM and I have an internet issues (lose internet at the house) and I get the dialog box that says trying to reconnect.  Once BM reconnects some NOT ALL of the live orders that existed prior to the disconnect will bump up one lot size and then go back to its original size. (I see this happening via 2 calls to the replace method that occur at the same time, one right after the other) So for example If I am tracking a 25 lot order at 4550.00 on reconnect that order will go to 26 as a replace size then go back to 25.  This does not happen to all orders just some and I don't have a context as to why one vs another.

Why is this happening?

Thanks in advance for your time and help to keep this from happening.

Doug 

Andry API support
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Re: ReConnect Issues

Post by Andry API support » Mon Nov 20, 2023 5:28 pm

Hi, which data provider(exchange) you are having this issue with?

dougrkyle
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Re: ReConnect Issues

Post by dougrkyle » Mon Nov 20, 2023 5:31 pm

Rithmic MBO

ES contract 

Svyatoslav
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Re: ReConnect Issues

Post by Svyatoslav » Wed Nov 22, 2023 9:47 am

Hi,
Sorry for slow response. Could you please contact our support team and provide all the log files from such session (rithmic, common, trading) pointing out the time of reconnection and order IDs that did this weird thing?

Thanks,
Svyatoslav

Svyatoslav
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Re: ReConnect Issues

Post by Svyatoslav » Thu Nov 23, 2023 4:32 pm

Hi. Got the files, thanks. Thanks for a clear and detailed report. So, now I understand you are talking not about your order but an order in Rithmic data. This is actually an artificial update after reconnection restore aimed to reorder the orders according to the position in queue. We try to ensure that if you follow the "usual" CME rules about "if you increase the order size - you go to the end of the queue" you would be able to maintain order positions same way as Rithmic reports it (there is position in queue in their API, but it's not currently sent through ours). I can't promise you this functionality works 100% right as there are not many people relying on position in queue, but that's the intention behind this artificial change back and forth.

Best,
Svyatoslav

dougrkyle
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Re: ReConnect Issues

Post by dougrkyle » Tue Nov 28, 2023 7:56 pm

So to give you a little bit more context to this.  I graphicly represent many of these orders with a line on a chart in a charting software package.  When this happens I get lines that say its a 50 then say its a 51 then say its a 50 all on top of each other and then unable to read.  I need too keep this from happening.  I am not looking at queue location or have any desire to know where in queue the order is at.
I am guessing that if the location in queue is changing it is being done by another means or these orders would be changing from 50 to 51 to 50 when I was live and having no internet issues.  So only happens on reconnection on internet outage.  

Thanks in advance for your insight.

Doug  

Svyatoslav
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Re: ReConnect Issues

Post by Svyatoslav » Wed Nov 29, 2023 10:17 am

Hi. As I mentioned before, we do it on reconnect to make sure any addon can track orders position and that position is consistent with the snapshot that we receive after reconnection.

I think you can probably ignore it based on the fact it happens right after reconnection and has the same timestamp for all events. (effectively - track all events until timestamp changes, then only process those that actually change something)

dougrkyle
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Re: ReConnect Issues

Post by dougrkyle » Wed Dec 13, 2023 6:20 pm

Can this internal behavior be configurable by the user to allow shutting it off?

Thanks

Doug 

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