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onDepth not fired for US stocks instrument using DXFEED

Posted: Tue Dec 11, 2018 3:10 pm
by kahwai
Bookmap did not fire onDepth function for dxFeed instrument, it works fine for cryptocurrency using gdax.

Here is my modification on Layer1ApiHelperChaseStrategy.java :

@Override
public void onDepth(String alias, boolean isBid, int price, int size) {
super.onDepth(alias, isBid, price, size);
Log.info("### onDepth " + alias);
}

Re: onDepth not fired for US stocks instrument using DXFEED

Posted: Tue Dec 11, 2018 4:13 pm
by Svyatoslav
Hi, that's happening because strategies/indicators are blocked with DxFeed due to exchange restrictions. I think we are missing a proper warning message, ideally it should inform you that it's blocked - I assume currently it does not.

Re: onDepth not fired for US stocks instrument using DXFEED

Posted: Tue Dec 11, 2018 5:20 pm
by kahwai
Noted, thank you