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Проблема на реальном счете

Валентин Лебедев 26 Januar 2015 · 1 Min. Lesezeit · 1.373 Aufrufe

Fusion

При переходе с демки на реальный счет возникла большая проблема - статусы ордеров не отслеживаются и трейды по ним в события не приходят. В итоге невозможно управлять торговлей, все ордера висят со статусом Pending хотя сами давно исполнены.

Порывшись в логах BWOrders_***.log и сравнив данные с реала и демки обнаружил вот такое:

01-26 20:44:45.7797113:	CLDX:	 assigned clientOrderID 709003001
01-26 20:44:45.7899932:	<---	ORDER|UserID=***|Account=***|Sym=CLDX|Size=100|ShowSize=100|Price=22|Side=Buy|Status=|Venue=ARCAARCA|OrdID=|SmartID=|OrdRef=74673304|Time=|FIXDest=|FIXDestEx=|FIXTif=|FIXOrdType=|FIXPassThru=|PegDiff=|TarStrat=|PartRate=|TrailStopType=|TrailStopDelta=|OCOGroupID=|TrigGroupID=|ClOrdID=|OrigClOrdID=|OptOC=|Origin=|ExcLine=|ComplianceID=
01-26 20:44:45.9096152:	CLDX:	ORDER: smartID: 1244007345, clientOID: 709003001, executedSize: 
01-26 20:44:45.9099055:	CLDX:	client id 709003001--> smart id 1244007345
01-26 20:44:45.9135822:	CLDX:	 order ON_SERVER: SmartID 1244007345
01-26 20:44:45.9136358:	--->	ORDER|UserID=***|Account=***|Sym=CLDX|Size=100|ShowSize=100|Price=22|Side=Buy|Status=Server|Venue=ARCAARCA|OrdID=1244007345|SmartID=1244007345|OrdRef=74673304|Time=26.01.2015 20:44:45|FIXDest=|FIXDestEx=|FIXTif=|FIXOrdType=|FIXPassThru=|PegDiff=|TarStrat=|PartRate=|TrailStopType=|TrailStopDelta=|OCOGroupID=|TrigGroupID=|ClOrdID=|OrigClOrdID=|OptOC=|Origin=|ExcLine=|ComplianceID=
01-26 20:44:45.9147199:	CLDX:	ORDER: smartID: 1244007345, clientOID: 709003001, executedSize: 
01-26 20:44:46.2153285:	CLDX:	ORDER: smartID: 1244007345, clientOID: 709003001, executedSize: 0
01-26 20:44:46.2156051:	CLDX:	 order ACCEPTED: SmartID 1244007345
01-26 20:44:46.2156416:	--->	ORDER|UserID=***|Account=***|Sym=CLDX|Size=100|ShowSize=100|Price=22|Side=Buy|Status=Market|Venue=ARCAARCA|OrdID=1244007345|SmartID=1244007345|OrdRef=4A260BB1|Time=26.01.2015 20:44:45|FIXDest=|FIXDestEx=|FIXTif=|FIXOrdType=|FIXPassThru=|PegDiff=|TarStrat=|PartRate=|TrailStopType=0|TrailStopDelta=0|OCOGroupID=0|TrigGroupID=0|ClOrdID=|OrigClOrdID=|OptOC=|Origin=|ExcLine=WLDX|ComplianceID=
01-26 20:44:46.2156433:	CLDX:	ORDER: smartID: 1244007345, clientOID: 709003001, executedSize: 0
01-26 20:44:46.2158475:	CLDX:	ORDER: smartID: 1244007345, clientOID: 709003001, executedSize: 0
01-26 20:44:46.2158601:	CLDX:	 order ACCEPTED: SmartID 1244007345
01-26 20:44:46.2158823:	--->	ORDER|UserID=***|Account=***|Sym=CLDX|Size=100|ShowSize=100|Price=22|Side=Buy|Status=Market|Venue=ARCAARCA|OrdID=1244007345|SmartID=1244007345|OrdRef=4A260BB1|Time=26.01.2015 20:44:45|FIXDest=|FIXDestEx=|FIXTif=|FIXOrdType=|FIXPassThru=|PegDiff=|TarStrat=|PartRate=|TrailStopType=|TrailStopDelta=|OCOGroupID=|TrigGroupID=|ClOrdID=|OrigClOrdID=|OptOC=|Origin=|ExcLine=WLDX|ComplianceID=
01-26 20:44:46.2158834:	CLDX:	ORDER: smartID: 1244007345, clientOID: 709003001, executedSize: 0

Обратите внимание на поле OrdRef. Сначала OrdRef=74673304 как и ожидает робот, а потом брокер его меняет - OrdRef=4A260BB1. Потому робот и не понимает что произошло, и все пришедшие статусы ордеров и трейды им не воспринимаются. Такие выводы я сделал из увиденного.

Счет открыт через клиринг WedBush, ip адреса все из BlackwoodAddresses.WetBush, так что это не проблема какого-то другого Fusion. Очень прошу поправить, т.к. торговать невозможно.

Kommentare (8)

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Валентин Лебедев Autor 26 Januar 2015

Если сохранить ордер в отдельную переменную и поставить его на отмену, то вот что получится:

01-26 20:45:00.4896276:	<---	CANCEL|UserID=***|Account=***|Sym=|Size=|Price=|StopPrice=|Side=|Status=|Venue=NONE|OrdID=|SmartID=1244007345|OrdRef=|CancelID=|CancelTime=|FIXDest=|FIXDestEx=|FIXTif=|FIXOrdType=|ClOrdID=|OrigClorID=|Origin=|ExcLine=|ComplianceID=
01-26 20:45:00.6253314:	--->	CANCEL|UserID=***|Account=***/0|Sym=CLDX|Size=100|Price=22|StopPrice=0|Side=Buy|Status=Server|Venue=ARCA|OrdID=1244007345|SmartID=1244007345|OrdRef=4A260BB1|CancelID=1245000085|CancelTime=26.01.2015 20:45:00|FIXDest=|FIXDestEx=|FIXTif= |FIXOrdType= |ClOrdID=|OrigClorID=|Origin=|ExcLine=WLDX|ComplianceID=
01-26 20:45:00.6255167:	CLDX:	ORDER: smartID: 1244007345, clientOID: 709003001, executedSize: 0
01-26 20:45:00.6255812:	--->	ORDER|UserID=***|Account=***|Sym=CLDX|Size=100|ShowSize=100|Price=22|Side=Buy|Status=Done|Venue=ARCAARCA|OrdID=1244007345|SmartID=1244007345|OrdRef=4A260BB1|Time=26.01.2015 20:44:45|FIXDest=|FIXDestEx=|FIXTif=|FIXOrdType=|FIXPassThru=|PegDiff=|TarStrat=|PartRate=|TrailStopType=0|TrailStopDelta=0|OCOGroupID=0|TrigGroupID=0|ClOrdID=|OrigClOrdID=|OptOC=|Origin=|ExcLine=WLDX|ComplianceID=
01-26 20:45:00.6255846:	CLDX:	ORDER: smartID: 1244007345, clientOID: 709003001, executedSize: 0
01-26 20:45:00.6257323:	--->	CANCEL|UserID=***|Account=***/0|Sym=CLDX|Size=100|Price=22|StopPrice=0|Side=Buy|Status=Done|Venue=ARCA|OrdID=1244007345|SmartID=1244007345|OrdRef=4A260BB1|CancelID=|CancelTime=26.01.2015 20:45:00|FIXDest=|FIXDestEx=|FIXTif= |FIXOrdType= |ClOrdID=|OrigClorID=|Origin=|ExcLine=WLDX|ComplianceID=
01-26 20:45:00.6258543:	--->	CANCEL|UserID=***|Account=***|Sym=CLDX|Size=100|Price=22|StopPrice=|Side=Buy|Status=Server|Venue=ARCA|OrdID=1244007345|SmartID=1244007345|OrdRef=NBNA3133|CancelID=1244007345|CancelTime=26.01.2015 20:45:00|FIXDest=|FIXDestEx=|FIXTif= |FIXOrdType= |ClOrdID=|OrigClorID=|Origin=|ExcLine=WLDX|ComplianceID=
01-26 20:45:00.6259319:	CLDX:	ORDER: smartID: 1244007345, clientOID: 709003001, executedSize: 0
01-26 20:45:00.6260973:	--->	ORDER|UserID=***|Account=***|Sym=CLDX|Size=100|ShowSize=100|Price=22|Side=Buy|Status=Done|Venue=ARCAARCA|OrdID=1244007345|SmartID=1244007345|OrdRef=4A260BB1|Time=26.01.2015 20:44:45|FIXDest=|FIXDestEx=|FIXTif=|FIXOrdType=|FIXPassThru=|PegDiff=|TarStrat=|PartRate=|TrailStopType=|TrailStopDelta=|OCOGroupID=|TrigGroupID=|ClOrdID=|OrigClOrdID=|OptOC=|Origin=|ExcLine=WLDX|ComplianceID=
01-26 20:45:00.6261092:	CLDX:	ORDER: smartID: 1244007345, clientOID: 709003001, executedSize: 0
01-26 20:45:00.6263807:	--->	CANCEL|UserID=***|Account=***|Sym=CLDX|Size=100|Price=22|StopPrice=|Side=Buy|Status=Done|Venue=ARCA|OrdID=1244007345|SmartID=1244007345|OrdRef=NBNA3133|CancelID=0|CancelTime=26.01.2015 20:45:00|FIXDest=|FIXDestEx=|FIXTif= |FIXOrdType= |ClOrdID=|OrigClorID=|Origin=|ExcLine=WLDX|ComplianceID=

Как я понял из лога, сигнал на отмену робот отправляет по SmartID=1244007345, т.е. он его запоминает для данного ордера. Можно привязаться к SmartID, а не к OrdRef, тем более он потом меняется еще раз как видно из лога (OrdRef=NBNA3133).

Mikhail Sukhov 26 Januar 2015

Логи коннектора в режиме дебаг

Валентин Лебедев Autor 27 Januar 2015

Дебаг логи:

01/01/0001 00:00:00 +00:00 Connect
01/01/0001 00:00:00 +00:00 BP:Connect,T(L)=2015/01/27 17:55:42.915
27/01/2015 17:55:42 +03:00 StartExport
27/01/2015 17:55:43 +03:00 SessionOnAdminMessage: RISK|AccountID=0|Balance=50000|BalanceMultiplier=1|CanTrade=16777218|EntityName=|ExchangeFilter=|FeedID=75|Firm=WLDE|HardBalanceMultiplier=1|MCRouteID=5|MaxGrossLoss=50|MaxNetLoss=0|MaxNumberPositions=10|MaxOpenOrders=10|MaxOrderSize=1000|MaxPositionSize=1000|MaxPositionSizeMultiplier=0|MaxStockPrice=1000|MinStockPrice=0|Mpid=WLDN|OpeningEquity=0|OrderID=0|Platform=Fusion DMA|ShortMultiplier=1|ShortRule=False|SmartID=12345|StockFilter=|TradeExtendedMarket=False|UserID=12345
27/01/2015 17:55:42 +03:00 BP:Connect,T(L)=2015/01/27 17:55:43.527
27/01/2015 17:55:43 +03:00 SessionOnAccountMessage3: ACCOUNT|BuyingPower=50000|ClosedProfit=0|FeedID=75|OCCRequirement=0|OpenEquity=0|OpenProfit=0|OpenShares=0|ServerID=|TotalShares=0|UserID=12345
27/01/2015 17:55:43 +03:00 BP:PortfolioChange,T(L)=2015/01/27 17:55:43.529,T(S)=2015/01/27 17:55:43.529,P=123ABCD~,Changes=[RealizedPnL, 0],[UnrealizedPnL, 0]
27/01/2015 17:55:43 +03:00 SessionOnAdminMessage: RISK|AccountID=0|Balance=50000|BalanceMultiplier=1|CanTrade=16777218|EntityName=|ExchangeFilter=|FeedID=75|Firm=WLDE|HardBalanceMultiplier=1|MCRouteID=5|MaxGrossLoss=50|MaxNetLoss=0|MaxNumberPositions=10|MaxOpenOrders=10|MaxOrderSize=1000|MaxPositionSize=1000|MaxPositionSizeMultiplier=0|MaxStockPrice=1000|MinStockPrice=0|Mpid=WLDN|OpeningEquity=0|OrderID=0|Platform=Fusion DMA|ShortMultiplier=1|ShortRule=False|SmartID=12345|StockFilter=|TradeExtendedMarket=False|UserID=12345
27/01/2015 17:55:43 +03:00 SessionOnAccountMessage3: ACCOUNT|BuyingPower=50000|ClosedProfit=0|FeedID=75|OCCRequirement=0|OpenEquity=0|OpenProfit=0|OpenShares=0|ServerID=|TotalShares=0|UserID=12345
27/01/2015 17:55:43 +03:00 SessionOnCancelMessage3: CANCEL|AccountID=12345|ApplicationID=Monitor|Attributes=0|BasketID=|CancelID=0|CancelTime=27/01/2015 17:52:39|CustCode=WLDN|EntityName=Ïn|ExecLine=WLDX|FIXDestination=ARCA|FIXDestinationEx=|FIXOrderType=2|FIXTif=0|FeedID=8|GiveUp=123ABCD|LinkGiveUp=123ABCD|MarketMaker=ARCA|OnBehalfOf=|OrderID=952006065|OrderRef=KDAI17F2|OrderSize=100|OrderTime=27/01/2015 17:52:35|OrigClOrdID=|Origin=|Price=22|Sequence=132209|Side=Buy|SmartID=952006065|Status=Done|Symbol=CLDX|UserID=12345|WaveID=
27/01/2015 17:55:43 +03:00 Создан новый портфель 123ABCD~.
27/01/2015 17:55:43 +03:00 BP:PortfolioChange,T(L)=2015/01/27 17:55:43.577,T(S)=2015/01/27 17:55:43.577,P=123ABCD~,Changes=[RealizedPnL, 0],[UnrealizedPnL, 0]
27/01/2015 17:55:43 +03:00 BP:Security,T(L)=2015/01/27 17:55:43.590,Sec=S#:CLDX@ARCA, Native:,Type:
27/01/2015 17:55:43 +03:00 SessionOnAdminMessage: RISK|AccountID=0|Balance=50000|BalanceMultiplier=1|CanTrade=16777218|EntityName=|ExchangeFilter=|FeedID=75|Firm=WLDE|HardBalanceMultiplier=1|MCRouteID=5|MaxGrossLoss=50|MaxNetLoss=0|MaxNumberPositions=10|MaxOpenOrders=10|MaxOrderSize=1000|MaxPositionSize=1000|MaxPositionSizeMultiplier=0|MaxStockPrice=1000|MinStockPrice=0|Mpid=WLDN|OpeningEquity=0|OrderID=0|Platform=Fusion DMA|ShortMultiplier=1|ShortRule=False|SmartID=12345|StockFilter=|TradeExtendedMarket=False|UserID=12345
27/01/2015 17:55:43 +03:00 SessionOnAccountMessage3: ACCOUNT|BuyingPower=50000|ClosedProfit=0|FeedID=75|OCCRequirement=0|OpenEquity=0|OpenProfit=0|OpenShares=0|ServerID=|TotalShares=0|UserID=12345
27/01/2015 17:55:43 +03:00 SessionOnAdminMessage: RISK|AccountID=0|Balance=50000|BalanceMultiplier=1|CanTrade=16777218|EntityName=|ExchangeFilter=|FeedID=75|Firm=WLDE|HardBalanceMultiplier=1|MCRouteID=5|MaxGrossLoss=50|MaxNetLoss=0|MaxNumberPositions=10|MaxOpenOrders=10|MaxOrderSize=1000|MaxPositionSize=1000|MaxPositionSizeMultiplier=0|MaxStockPrice=1000|MinStockPrice=0|Mpid=WLDN|OpeningEquity=0|OrderID=0|Platform=Fusion DMA|ShortMultiplier=1|ShortRule=False|SmartID=12345|StockFilter=|TradeExtendedMarket=False|UserID=12345
27/01/2015 17:55:43 +03:00 SessionOnAccountMessage3: ACCOUNT|BuyingPower=50000|ClosedProfit=0|FeedID=75|OCCRequirement=0|OpenEquity=0|OpenProfit=0|OpenShares=0|ServerID=|TotalShares=0|UserID=12345
27/01/2015 17:55:43 +03:00 SessionOnAdminMessage: RISK|AccountID=0|Balance=50000|BalanceMultiplier=1|CanTrade=16777218|EntityName=|ExchangeFilter=|FeedID=75|Firm=WLDE|HardBalanceMultiplier=1|MCRouteID=5|MaxGrossLoss=50|MaxNetLoss=0|MaxNumberPositions=10|MaxOpenOrders=10|MaxOrderSize=1000|MaxPositionSize=1000|MaxPositionSizeMultiplier=0|MaxStockPrice=1000|MinStockPrice=0|Mpid=WLDN|OpeningEquity=0|OrderID=0|Platform=Fusion DMA|ShortMultiplier=1|ShortRule=False|SmartID=12345|StockFilter=|TradeExtendedMarket=False|UserID=12345
27/01/2015 17:55:43 +03:00 SessionOnAccountMessage3: ACCOUNT|BuyingPower=50000|ClosedProfit=0|FeedID=75|OCCRequirement=0|OpenEquity=0|OpenProfit=0|OpenShares=0|ServerID=|TotalShares=0|UserID=12345
27/01/2015 17:55:43 +03:00 SessionOnAdminMessage: RISK|AccountID=0|Balance=50000|BalanceMultiplier=1|CanTrade=16777218|EntityName=|ExchangeFilter=|FeedID=75|Firm=WLDE|HardBalanceMultiplier=1|MCRouteID=5|MaxGrossLoss=50|MaxNetLoss=0|MaxNumberPositions=10|MaxOpenOrders=10|MaxOrderSize=1000|MaxPositionSize=1000|MaxPositionSizeMultiplier=0|MaxStockPrice=1000|MinStockPrice=0|Mpid=WLDN|OpeningEquity=0|OrderID=0|Platform=Fusion DMA|ShortMultiplier=1|ShortRule=False|SmartID=12345|StockFilter=|TradeExtendedMarket=False|UserID=12345
27/01/2015 17:55:43 +03:00 SessionOnAccountMessage3: ACCOUNT|BuyingPower=50000|ClosedProfit=0|FeedID=75|OCCRequirement=0|OpenEquity=0|OpenProfit=0|OpenShares=0|ServerID=|TotalShares=0|UserID=12345
27/01/2015 17:55:43 +03:00 SessionOnAdminMessage: RISK_PNL|BuyingPower=50000|Cancels=1|ClosedPnl=0|ExcessBP=0|ExpRatio=0|Exposure=0|FeedID=75|HousePMR=0|HousePMRType=32|LongExpMOC=0|LongExposure=0|MaxExpRatio=0|MaxExpRatioTime=27/01/2015 08:00:00|MaxExpTime=27/01/2015 08:00:00|MaxExposure=0|MaxOCCRatio=0|MaxOCCRatioTime=27/01/2015 08:00:00|MaxOCCReq=0|MaxOCCTime=27/01/2015 08:00:00|OCCRatio=0|OCCReq=0|OpenOrders=0|OpenPnl=0|OpenShares=0|OpeningEquity=0|OptionExposure=0|Options=0|ShortExpMOC=0|ShortExposure=0|ShortOptionExposure=0|TotalShares=0|TrueExposure=0|TrueLongExposure=0|TrueShortExposure=0|UserId=12345
27/01/2015 17:55:43 +03:00 SessionOnAccountMessage3: ACCOUNT|BuyingPower=50000|ClosedProfit=0|FeedID=75|OCCRequirement=0|OpenEquity=0|OpenProfit=0|OpenShares=0|ServerID=|TotalShares=0|UserID=12345
27/01/2015 17:55:43 +03:00 BP:Security,T(L)=2015/01/27 17:55:43.590,Sec=S#:CLDX@ALL, Native:,Type:
27/01/2015 17:55:43 +03:00 BP:PortfolioChange,T(L)=2015/01/27 17:55:43.630,T(S)=2015/01/27 17:55:43.630,P=123ABCD~,Changes=[RealizedPnL, 0],[UnrealizedPnL, 0]
27/01/2015 17:55:43 +03:00 BP:PortfolioChange,T(L)=2015/01/27 17:55:43.630,T(S)=2015/01/27 17:55:43.630,P=123ABCD~,Changes=[RealizedPnL, 0],[UnrealizedPnL, 0]
27/01/2015 17:55:43 +03:00 BP:PortfolioChange,T(L)=2015/01/27 17:55:43.631,T(S)=2015/01/27 17:55:43.631,P=123ABCD~,Changes=[RealizedPnL, 0],[UnrealizedPnL, 0]
27/01/2015 17:55:43 +03:00 BP:PortfolioChange,T(L)=2015/01/27 17:55:43.631,T(S)=2015/01/27 17:55:43.631,P=123ABCD~,Changes=[RealizedPnL, 0],[UnrealizedPnL, 0]
27/01/2015 17:55:43 +03:00 BP:PortfolioChange,T(L)=2015/01/27 17:55:43.940,T(S)=2015/01/27 17:55:43.940,P=123ABCD~,Changes=[RealizedPnL, 0],[UnrealizedPnL, 0]
27/01/2015 17:55:45 +03:00 SessionOnAdminMessage: RISK_PNL|BuyingPower=50000|Cancels=1|ClosedPnl=0|ExcessBP=0|ExpRatio=0|Exposure=0|FeedID=75|HousePMR=0|HousePMRType=32|LongExpMOC=0|LongExposure=0|MaxExpRatio=0|MaxExpRatioTime=27/01/2015 08:00:00|MaxExpTime=27/01/2015 08:00:00|MaxExposure=0|MaxOCCRatio=0|MaxOCCRatioTime=27/01/2015 08:00:00|MaxOCCReq=0|MaxOCCTime=27/01/2015 08:00:00|OCCRatio=0|OCCReq=0|OpenOrders=0|OpenPnl=0|OpenShares=0|OpeningEquity=0|OptionExposure=0|Options=0|ShortExpMOC=0|ShortExposure=0|ShortOptionExposure=0|TotalShares=0|TrueExposure=0|TrueLongExposure=0|TrueShortExposure=0|UserId=12345
27/01/2015 17:55:45 +03:00 SessionOnAccountMessage3: ACCOUNT|BuyingPower=50000|ClosedProfit=0|FeedID=75|OCCRequirement=0|OpenEquity=0|OpenProfit=0|OpenShares=0|ServerID=|TotalShares=0|UserID=12345
27/01/2015 17:55:45 +03:00 BP:PortfolioChange,T(L)=2015/01/27 17:55:45.916,T(S)=2015/01/27 17:55:45.916,P=123ABCD~,Changes=[RealizedPnL, 0],[UnrealizedPnL, 0]
27/01/2015 17:55:45 +03:00 SessionOnAdminMessage: RISK_PNL|BuyingPower=50000|Cancels=1|ClosedPnl=0|ExcessBP=0|ExpRatio=0|Exposure=0|FeedID=75|HousePMR=0|HousePMRType=32|LongExpMOC=0|LongExposure=0|MaxExpRatio=0|MaxExpRatioTime=27/01/2015 08:00:00|MaxExpTime=27/01/2015 08:00:00|MaxExposure=0|MaxOCCRatio=0|MaxOCCRatioTime=27/01/2015 08:00:00|MaxOCCReq=0|MaxOCCTime=27/01/2015 08:00:00|OCCRatio=0|OCCReq=0|OpenOrders=0|OpenPnl=0|OpenShares=0|OpeningEquity=0|OptionExposure=0|Options=0|ShortExpMOC=0|ShortExposure=0|ShortOptionExposure=0|TotalShares=0|TrueExposure=0|TrueLongExposure=0|TrueShortExposure=0|UserId=12345
27/01/2015 17:55:45 +03:00 SessionOnAccountMessage3: ACCOUNT|BuyingPower=50000|ClosedProfit=0|FeedID=75|OCCRequirement=0|OpenEquity=0|OpenProfit=0|OpenShares=0|ServerID=|TotalShares=0|UserID=12345
27/01/2015 17:55:45 +03:00 BP:PortfolioChange,T(L)=2015/01/27 17:55:45.916,T(S)=2015/01/27 17:55:45.916,P=123ABCD~,Changes=[RealizedPnL, 0],[UnrealizedPnL, 0]
27/01/2015 17:55:45 +03:00 SessionOnAdminMessage: RISK_PNL|BuyingPower=0|Cancels=1|ClosedPnl=0|ExcessBP=0|ExpRatio=0|Exposure=0|FeedID=75|HousePMR=0|HousePMRType=32|LongExpMOC=0|LongExposure=0|MaxExpRatio=0|MaxExpRatioTime=27/01/2015 08:00:00|MaxExpTime=27/01/2015 08:00:00|MaxExposure=0|MaxOCCRatio=0|MaxOCCRatioTime=27/01/2015 08:00:00|MaxOCCReq=0|MaxOCCTime=27/01/2015 08:00:00|OCCRatio=0|OCCReq=0|OpenOrders=0|OpenPnl=0|OpenShares=0|OpeningEquity=0|OptionExposure=0|Options=0|ShortExpMOC=0|ShortExposure=0|ShortOptionExposure=0|TotalShares=1|TrueExposure=0|TrueLongExposure=0|TrueShortExposure=0|UserId=67157337
27/01/2015 17:55:56 +03:00 RegisterOrder: 0/ Покупка Цена=22 Объем=100 Сост=None Бал=0 
27/01/2015 17:55:56 +03:00 BP:Execution,T(L)=2015/01/27 17:55:56.619,T(S)=0001/01/01 00:00:00.000,(Order),Sec=S#:CLDX@ARCA, Native:,Type:,Ord=0/64532552/64532552,Fail=,TId=0,Pf=123ABCD~,TPrice=0,UId=
27/01/2015 17:55:56 +03:00 New order: 64532552/ Покупка Цена=22 Объем=100 Сост=Pending Бал=100 
27/01/2015 17:55:57 +03:00 SessionOnRawOrderMessage: ORDER|ClientOrderID=703138001|CustCode=WLDN|FeedID=8|GiveUp=123ABCD|Hidden=False|MarketMaker=ARCA|OrderID=955007785|OrderRef=64532552|OrderSize=100|OrderType=LIMIT|Price=22|ServerID=10.5.41.156|ShowSize=100|Side=Buy|SmartID=955007785|Status=Server|Symbol=CLDX|Time=27/01/2015 17:55:56|Timeout=99993|UserID=12345
27/01/2015 17:55:57 +03:00 SessionOnOrderMessage: 955007785|38EC4329|CLDX|100|22|ARCA
27/01/2015 17:55:57 +03:00 SessionOnRawOrderMessage: ORDER|ClientOrderID=703138001|CustCode=WLDN|ExecLine=WLDX|Executed=0|FeedID=8|GiveUp=123ABCD|Hidden=False|MarketMaker=ARCA|OCOGroupID=0|OrderID=955007785|OrderRef=38EC4329|OrderSize=100|OrderType=LIMIT|PositionAtOrderTime=0|Price=22|ServerID=10.5.41.156|ShowSize=100|Side=Buy|SmartID=955007785|Status=Market|Symbol=CLDX|Time=27/01/2015 17:55:56|Timeout=99993|TrailingStopDelta=0|TrailingStopType=0|TriggerGroupID=0|UserID=12345
27/01/2015 17:55:57 +03:00 SessionOnOrderMessage: 955007785|38EC4329|CLDX|100|22|ARCA
27/01/2015 17:55:57 +03:00 SessionOnRawOrderMessage: ORDER|ApplicationID=Monitor|ClientOrderID=703138001|CustCode=WLDN|ExecLine=WLDX|Executed=0|FeedID=8|GiveUp=123ABCD|Hidden=False|LinkGiveUp=123ABCD|MarketMaker=ARCA|OrderID=955007785|OrderRef=38EC4329|OrderSize=100|OrderType=LIMIT|PositionAtOrderTime=0|Price=22|Sequence=141206|ServerID=10.5.41.156|ShowSize=100|Side=Buy|SmartID=955007785|Status=Market|Symbol=CLDX|Time=27/01/2015 17:55:56|Timeout=99993|UserID=12345
27/01/2015 17:55:57 +03:00 SessionOnOrderMessage: 955007785|38EC4329|CLDX|100|22|ARCA
27/01/2015 17:55:57 +03:00 SessionOnAdminMessage: RISK_PNL|BuyingPower=50000|Cancels=1|ClosedPnl=0|ExcessBP=0|ExpRatio=0|Exposure=0|FeedID=75|HousePMR=0|HousePMRType=32|LongExpMOC=0|LongExposure=0|MaxExpRatio=0|MaxExpRatioTime=27/01/2015 08:00:00|MaxExpTime=27/01/2015 08:00:00|MaxExposure=0|MaxOCCRatio=0|MaxOCCRatioTime=27/01/2015 08:00:00|MaxOCCReq=0|MaxOCCTime=27/01/2015 08:00:00|OCCRatio=0|OCCReq=0|OpenOrders=1|OpenPnl=0|OpenShares=0|OpeningEquity=0|OptionExposure=0|Options=0|ShortExpMOC=0|ShortExposure=0|ShortOptionExposure=0|TotalShares=0|TrueExposure=0|TrueLongExposure=0|TrueShortExposure=0|UserId=12345
27/01/2015 17:55:57 +03:00 SessionOnAccountMessage3: ACCOUNT|BuyingPower=50000|ClosedProfit=0|FeedID=75|OCCRequirement=0|OpenEquity=0|OpenProfit=0|OpenShares=0|ServerID=|TotalShares=0|UserID=12345
27/01/2015 17:55:56 +03:00 BP:Security,T(L)=2015/01/27 17:55:57.087,Sec=S#:CLDX@ARCA, Native:,Type:
27/01/2015 17:55:57 +03:00 BP:Security,T(L)=2015/01/27 17:55:57.087,Sec=S#:CLDX@ALL, Native:,Type:
27/01/2015 17:55:57 +03:00 BP:Security,T(L)=2015/01/27 17:55:57.089,Sec=S#:CLDX@ARCA, Native:,Type:
27/01/2015 17:55:57 +03:00 BP:Security,T(L)=2015/01/27 17:55:57.089,Sec=S#:CLDX@ALL, Native:,Type:
27/01/2015 17:55:57 +03:00 BP:Security,T(L)=2015/01/27 17:55:57.089,Sec=S#:CLDX@ARCA, Native:,Type:
27/01/2015 17:55:57 +03:00 BP:Security,T(L)=2015/01/27 17:55:57.089,Sec=S#:CLDX@ALL, Native:,Type:
27/01/2015 17:55:57 +03:00 BP:PortfolioChange,T(L)=2015/01/27 17:55:57.986,T(S)=2015/01/27 17:55:57.986,P=123ABCD~,Changes=[RealizedPnL, 0],[UnrealizedPnL, 0]
27/01/2015 17:56:09 +03:00 CancelOrder: 64532552/ Покупка Цена=22 Объем=100 Сост=Pending Бал=100 
27/01/2015 17:56:09 +03:00 SessionOnCancelMessage3: CANCEL|AccountID=0|ApplicationID=None|Attributes=0|BasketID=|Branch=|CancelID=956001175|CancelTime=27/01/2015 17:56:08|CustCode=WLDN|EntityName=|ExecLine=WLDX|FIXDestination=|FIXDestinationEx=|FIXOrderType= |FIXTif= |FeedID=8|GiveUp=123ABCD|LinkGiveUp=|MarketMaker=ARCA|NBBOAsk=0|NBBOBid=0|NBBOTime=01/01/1601 03:00:00|OnBehalfOf=|OrderID=955007785|OrderRef=38EC4329|OrderSize=100|OrderTime=27/01/2015 17:55:56|OrderType=LIMIT|OrigClOrdID=|Origin=|PegDifference=0|Price=22|Side=Buy|SmartID=955007785|Status=Server|StopPrice=0|Symbol=CLDX|Timeout=99993|UserID=12345|WaveID=
27/01/2015 17:56:09 +03:00 BP:Security,T(L)=2015/01/27 17:56:09.207,Sec=S#:CLDX@ARCA, Native:,Type:
27/01/2015 17:56:09 +03:00 BP:Security,T(L)=2015/01/27 17:56:09.207,Sec=S#:CLDX@ALL, Native:,Type:
27/01/2015 17:56:09 +03:00 SessionOnRawOrderMessage: ORDER|ClientOrderID=703138001|CustCode=WLDN|ExecLine=WLDX|Executed=0|FeedID=8|GiveUp=123ABCD|Hidden=False|MarketMaker=ARCA|OCOGroupID=0|OrderID=955007785|OrderRef=38EC4329|OrderSize=100|OrderType=LIMIT|PositionAtOrderTime=0|Price=22|ServerID=10.5.41.156|ShowSize=100|Side=Buy|SmartID=955007785|Status=Done|Symbol=CLDX|Time=27/01/2015 17:55:56|Timeout=99993|TrailingStopDelta=0|TrailingStopType=0|TriggerGroupID=0|UserID=12345
27/01/2015 17:56:09 +03:00 SessionOnOrderMessage: 955007785|38EC4329|CLDX|100|22|ARCA
27/01/2015 17:56:09 +03:00 BP:Security,T(L)=2015/01/27 17:56:09.513,Sec=S#:CLDX@ARCA, Native:,Type:
27/01/2015 17:56:09 +03:00 SessionOnCancelMessage3: CANCEL|AccountID=0|ApplicationID=None|Attributes=0|BasketID=|Branch=|CancelTime=27/01/2015 17:56:08|CustCode=WLDN|EntityName=|ExecLine=WLDX|FIXDestination=|FIXDestinationEx=|FIXOrderType= |FIXTif= |FeedID=8|GiveUp=123ABCD|LinkGiveUp=|MarketMaker=ARCA|NBBOAsk=0|NBBOBid=0|NBBOTime=01/01/1601 03:00:00|OnBehalfOf=|OrderID=955007785|OrderRef=38EC4329|OrderSize=100|OrderTime=27/01/2015 17:55:56|OrderType=LIMIT|OrigClOrdID=|Origin=|PegDifference=0|Price=22|Side=Buy|SmartID=955007785|Status=Done|StopPrice=0|Symbol=CLDX|Timeout=99993|UserID=12345|WaveID=
27/01/2015 17:56:09 +03:00 BP:Security,T(L)=2015/01/27 17:56:09.513,Sec=S#:CLDX@ALL, Native:,Type:
27/01/2015 17:56:09 +03:00 SessionOnCancelMessage3: CANCEL|ApplicationID=Monitor|Attributes=0|BasketID=|CancelID=955007785|CancelTime=27/01/2015 17:56:08|CustCode=WLDN|ExecLine=WLDX|FIXDestination=|FIXDestinationEx=|FIXOrderType= |FIXTif= |FeedID=8|GiveUp=123ABCD|LinkGiveUp=123ABCD|MarketMaker=ARCA|OnBehalfOf=|OrderID=955007785|OrderRef=KEOP18BD|OrderSize=100|OrderTime=27/01/2015 17:55:56|OrigClOrdID=|Origin=|Price=22|Sequence=141668|Side=Buy|SmartID=955007785|Status=Server|Symbol=CLDX|UserID=12345|WaveID=
27/01/2015 17:56:09 +03:00 BP:Security,T(L)=2015/01/27 17:56:09.513,Sec=S#:CLDX@ARCA, Native:,Type:
27/01/2015 17:56:09 +03:00 BP:Security,T(L)=2015/01/27 17:56:09.513,Sec=S#:CLDX@ALL, Native:,Type:
27/01/2015 17:56:09 +03:00 BP:Security,T(L)=2015/01/27 17:56:09.513,Sec=S#:CLDX@ARCA, Native:,Type:
27/01/2015 17:56:09 +03:00 BP:Security,T(L)=2015/01/27 17:56:09.513,Sec=S#:CLDX@ALL, Native:,Type:
27/01/2015 17:56:09 +03:00 SessionOnRawOrderMessage: ORDER|ApplicationID=Monitor|ClientOrderID=703138001|CustCode=WLDN|ExecLine=WLDX|Executed=0|FeedID=8|GiveUp=123ABCD|Hidden=False|LinkGiveUp=123ABCD|MarketMaker=ARCA|OrderID=955007785|OrderRef=38EC4329|OrderSize=100|OrderType=LIMIT|PositionAtOrderTime=0|Price=22|Sequence=141206|ServerID=10.5.41.156|ShowSize=100|Side=Buy|SmartID=955007785|Status=Done|Symbol=CLDX|Time=27/01/2015 17:55:56|Timeout=99993|UserID=12345
27/01/2015 17:56:09 +03:00 SessionOnOrderMessage: 955007785|38EC4329|CLDX|100|22|ARCA
27/01/2015 17:56:09 +03:00 BP:Security,T(L)=2015/01/27 17:56:09.513,Sec=S#:CLDX@ARCA, Native:,Type:
27/01/2015 17:56:09 +03:00 BP:Security,T(L)=2015/01/27 17:56:09.513,Sec=S#:CLDX@ALL, Native:,Type:
27/01/2015 17:56:09 +03:00 SessionOnCancelMessage3: CANCEL|ApplicationID=Monitor|Attributes=0|BasketID=|CancelID=0|CancelTime=27/01/2015 17:56:08|CustCode=WLDN|ExecLine=WLDX|FIXDestination=|FIXDestinationEx=|FIXOrderType= |FIXTif= |FeedID=8|GiveUp=123ABCD|LinkGiveUp=123ABCD|MarketMaker=ARCA|OnBehalfOf=|OrderID=955007785|OrderRef=KEOP18BD|OrderSize=100|OrderTime=27/01/2015 17:55:56|OrigClOrdID=|Origin=|Price=22|Sequence=141668|Side=Buy|SmartID=955007785|Status=Done|Symbol=CLDX|UserID=12345|WaveID=
27/01/2015 17:56:09 +03:00 BP:Security,T(L)=2015/01/27 17:56:09.514,Sec=S#:CLDX@ARCA, Native:,Type:
27/01/2015 17:56:09 +03:00 BP:Security,T(L)=2015/01/27 17:56:09.514,Sec=S#:CLDX@ALL, Native:,Type:
27/01/2015 17:56:10 +03:00 SessionOnAdminMessage: RISK_PNL|BuyingPower=50000|Cancels=2|ClosedPnl=0|ExcessBP=0|ExpRatio=0|Exposure=0|FeedID=75|HousePMR=0|HousePMRType=32|LongExpMOC=0|LongExposure=0|MaxExpRatio=0|MaxExpRatioTime=27/01/2015 08:00:00|MaxExpTime=27/01/2015 08:00:00|MaxExposure=0|MaxOCCRatio=0|MaxOCCRatioTime=27/01/2015 08:00:00|MaxOCCReq=0|MaxOCCTime=27/01/2015 08:00:00|OCCRatio=0|OCCReq=0|OpenOrders=0|OpenPnl=0|OpenShares=0|OpeningEquity=0|OptionExposure=0|Options=0|ShortExpMOC=0|ShortExposure=0|ShortOptionExposure=0|TotalShares=0|TrueExposure=0|TrueLongExposure=0|TrueShortExposure=0|UserId=12345
27/01/2015 17:56:10 +03:00 SessionOnAccountMessage3: ACCOUNT|BuyingPower=50000|ClosedProfit=0|FeedID=75|OCCRequirement=0|OpenEquity=0|OpenProfit=0|OpenShares=0|ServerID=|TotalShares=0|UserID=12345
27/01/2015 17:56:10 +03:00 BP:PortfolioChange,T(L)=2015/01/27 17:56:10.527,T(S)=2015/01/27 17:56:10.527,P=123ABCD~,Changes=[RealizedPnL, 0],[UnrealizedPnL, 0]

Mikhail Sukhov 27 Januar 2015

Ок. Теперь слушаю вас что не работает. Лучше со сносками на лог

Валентин Лебедев Autor 27 Januar 2015

Регистрируем ордер 27/01/2015 17:55:56 +03:00 RegisterOrder: 0/ Покупка Цена=22 Объем=100 Сост=None Бал=0 27/01/2015 17:55:56 +03:00 BP:Execution,T(L)=2015/01/27 17:55:56.619,T(S)=0001/01/01 00:00:00.000,(Order),Sec=S#:CLDX@ARCA, Native:,Type:,Ord=0/64532552/64532552,Fail=,TId=0,Pf=123ABCD~,TPrice=0,UId=
Ордер отправляется на сервер и его статус меняется на Pending 27/01/2015 17:55:56 +03:00 New order: 64532552/ Покупка Цена=22 Объем=100 Сост=Pending Бал=100 27/01/2015 17:55:57 +03:00 SessionOnRawOrderMessage: ORDER|ClientOrderID=703138001|CustCode=WLDN|FeedID=8|GiveUp=123ABCD|Hidden=False|MarketMaker=ARCA|OrderID=955007785|OrderRef=64532552|OrderSize=100|OrderType=LIMIT|Price=22|ServerID=10.5.41.156|ShowSize=100|Side=Buy|SmartID=955007785|Status=Server|Symbol=CLDX|Time=27/01/2015 17:55:56|Timeout=99993|UserID=12345
Ордер принимается системой, посылается соответствующее сообщение со статусом Market, но в нем система меняет OrderRef (с 64532552 на 38EC4329), и роботом ордер больше не воспринимается, статус ордера не меняется и события по нему больше не приходят 27/01/2015 17:55:57 +03:00 SessionOnOrderMessage: 955007785|38EC4329|CLDX|100|22|ARCA 27/01/2015 17:55:57 +03:00 SessionOnRawOrderMessage: ORDER|ClientOrderID=703138001|CustCode=WLDN|ExecLine=WLDX|Executed=0|FeedID=8|GiveUp=123ABCD|Hidden=False|MarketMaker=ARCA|OCOGroupID=0|OrderID=955007785|OrderRef=38EC4329|OrderSize=100|OrderType=LIMIT|PositionAtOrderTime=0|Price=22|ServerID=10.5.41.156|ShowSize=100|Side=Buy|SmartID=955007785|Status=Market|Symbol=CLDX|Time=27/01/2015 17:55:56|Timeout=99993|TrailingStopDelta=0|TrailingStopType=0|TriggerGroupID=0|UserID=12345
Во время отмены ордера видно что его статус все еще Pending, а должен быть Active, т.к. заявка принята биржей, а также в ордер не сохранился номер заявки OrderID 27/01/2015 17:56:09 +03:00 CancelOrder: 64532552/ Покупка Цена=22 Объем=100 Сост=Pending Бал=100

В итоге ордер так и будет висеть в статусе Pending и ни изменений по нему, ни трейдов в события приходить не будет.

Валентин Лебедев Autor 29 Januar 2015

В версии 4.2.59 обновляли Fusion, поэтому на всякий случай сообщу, данный баг в ней все еще присутствует.

Mikhail Sukhov 29 Januar 2015

Да вот сегодня решил посмотреть. А гт капитал успешно помер. Попробую найти других брокеров. Или киньте мне варианты. Можно и реальный счет открыть если не кухня и геморроя не много.

Валентин Лебедев Autor 29 Januar 2015

У меня счет открыт тут, вроде не кухня, и демки дают. Единственное, на демке баг не воспроизводится.