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Missing messages at onMessage() method
 Post subject: Missing messages at onMessage() method Post rating: 1   New post Posted: Wed 11 Mar, 2015, 21:22 
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Joined: Mon 09 Jun, 2014, 21:07
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Hi Dukascopy Team,

I am experiencing serious issues with onMessage().It does not deliver ORDER_FILL_OK messages in around 40% of cases! It might be relevant: on average I have 120 live positions opened and 50 pending orders at one time.

I am attaching simple strategy which prints every message that relates to an order which I used to show you two examples. One present missed ORDER_FILL_OK, the another missing notification type of message.

ORDER_FILL_OK message missing

"Messages" tab output:
17:52:12 Order FILLED at 1.0517 (#300708941 BUY 0.005 mil. EUR/USD @ MKT)  - Position #79649000
17:52:12 Order ACCEPTED: #300708967 TAKE PROFIT SELL 0.005 mil. EUR/USD @ LIMIT 1.065 IF BID => 1.065 - Position #79649000
17:52:12 Order ACCEPTED: #300708951 STOP LOSS SELL 0.005 mil. EUR/USD @ MKT IF BID <= 1.045 - Position #79649000
17:52:12 Order ACCEPTED: #300708941 BUY 0.005 mil. EUR/USD @ MKT - Position #79649000


"BugTest" tab output:
17:52:12 Message Type: NOTIFICATION; Text: ORDER_FILLED-Order FILLED at 1.0517 (#300708941 BUY 0.005 mil. EUR/USD @ MKT)  - Position #79649000; Related Order: [Signal:kudryaviy]-FILLED / EUR/USD / 1.48973 / 0.005 / 0.0
17:52:12 Message Type: ORDER_CHANGED_OK; Text: ; Related Order: [Signal:kudryaviy]-FILLED / EUR/USD / 1.48973 / 0.005 / 0.0
17:52:12 Message Type: NOTIFICATION; Text: ORDER_ACCEPTED-Order ACCEPTED: #300708967 TAKE PROFIT SELL 0.005 mil. EUR/USD @ LIMIT 1.065 IF BID => 1.065 - Position #79649000; Related Order: [Signal:kudryaviy]-FILLED / GBP/USD / 1.48973 / 0.005 / 0.005
17:52:12 Message Type: NOTIFICATION; Text: ORDER_ACCEPTED-Order ACCEPTED: #300708951 STOP LOSS SELL 0.005 mil. EUR/USD @ MKT IF BID <= 1.045 - Position #79649000; Related Order: [Signal:kudryaviy]-FILLED / GBP/USD / 1.48973 / 0.005 / 0.005
17:52:12 Message Type: NOTIFICATION; Text: ORDER_ACCEPTED-Order ACCEPTED: #300708941 BUY 0.005 mil. EUR/USD @ MKT - Position #79649000; Related Order: [Signal:kudryaviy]-FILLED / GBP/USD / 1.48973 / 0.005 / 0.005



NOTIFICATION message missing

"Messages" tab output:
19:55:31 Order FILLED at 1.27577 (#300723033 SELL 0.005 mil. USD/CAD @ MKT)  - Position #79661896
19:55:31 Order ACCEPTED: #300723035 TAKE PROFIT BUY 0.005 mil. USD/CAD @ LIMIT 1.26092 IF ASK <= 1.26092 - Position #79661896
19:55:31 Order ACCEPTED: #300723034 STOP LOSS BUY 0.005 mil. USD/CAD @ MKT IF ASK  => 1.27892 - Position #79661896
19:55:31 Order ACCEPTED: #300723033 SELL 0.005 mil. USD/CAD @ MKT - Position #79661896


"BugTest" tab output:
19:55:31 Message Type: ORDER_FILL_OK; Text: ; Related Order: [Signal:niklss]-FILLED / USD/CAD / 1.27577 / 0.005 / 0.005
19:55:31 Message Type: NOTIFICATION; Text: ORDER_FILLED-Order FILLED at 1.27577 (#300723033 SELL 0.005 mil. USD/CAD @ MKT)  - Position #79661896; Related Order: [Signal:niklss]-OPENED / USD/CAD / 0.0 / 0.005 / 0.005
19:55:31 Message Type: ORDER_SUBMIT_OK; Text: ; Related Order: [Signal:niklss]-OPENED / USD/CAD / 0.0 / 0.005 / 0.005



Please investigate and let us know the result.

Thank you and best regards,
Grzegorz


Attachments:
BugTest.java [770 Bytes]
Downloaded 70 times
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 Post subject: Re: Missing messages at onMessage() method Post rating: 1   New post Posted: Tue 17 Mar, 2015, 11:52 
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User rating: 8
Joined: Mon 09 Jun, 2014, 21:07
Posts: 49
Location: Poland, Warsaw
Dear Dukascopy Team,

Could you please acknowledge you accepted the issue as a defect or not? What is the status of the bug?

Thanks and best regards,
Grzegorz


 
 Post subject: Re: Missing messages at onMessage() method Post rating: 1   New post Posted: Wed 25 Mar, 2015, 16:45 
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Posts: 6139
Greetings.

Sorry for late reply. Your report was investigated.
First case was not reproduced. Please provide any specific conditions to replicate the problem.
Second case was reproduced. We will report as soon as fix will be deployed.

Best regards, Support Team.


 
 Post subject: Re: Missing messages at onMessage() method Post rating: 0   New post Posted: Fri 27 Mar, 2015, 06:36 
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Joined: Mon 09 Jun, 2014, 21:07
Posts: 49
Location: Poland, Warsaw
Hi,

Thank you for your reply.

The situation is as follows:
The problematic account is connected to several signal providers. In result the account has more than 150 positions opened simultaneously. When signal providers open new positions, some messages, which should be received by onMessage() method re missing.
I am particularly interested in ORDER_FILL_OK type of message. I need 100% of messages to be delivered, while my test strategy (attached in the first post) receives only around 65% of that type of messages.

If you need more information, please let me know.

Kind regards,
Grzegorz


 
 Post subject: Re: Missing messages at onMessage() method Post rating: 1   New post Posted: Mon 30 Mar, 2015, 21:04 
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Joined: Mon 09 Jun, 2014, 21:07
Posts: 49
Location: Poland, Warsaw
Hi Dukascopy Support,

There are more buggy messages coming to the account. All of them are printed by the strategy attached in the first post. Please check the comments in bold.


09:44:35 Message Type: NOTIFICATION; Text: ORDER_FILLED-Order FILLED at 177.145 (#304750509 BUY 0.005 mil. GBP/JPY @ MKT)
- Position #80404431; Related Order: [Signal:KUTTY]-FILLED / GBP/JPY / 1.43576 {why such quote for GBPJPY???}/ 0.005 / 0.0

09:44:35 Message Type: ORDER_CHANGED_OK; Text: ; Related Order: [Signal:KUTTY]-FILLED / GBP/JPY / 1.43576 {why such quote for GBPJPY???}/ 0.005 / 0.0

09:44:35 Message Type: NOTIFICATION; Text: ORDER_ACCEPTED-Order ACCEPTED: #304750511 TAKE PROFIT SELL 0.005 mil. GBP/JPY @ LIMIT 177.509 IF BID => 177.509
- Position #80404431; Related Order: [Signal:KUTTY]-FILLED / GBP/CHF / 1.43576 {why GBPCHF if we have GBPJPY???}/ 0.005 / 0.005

09:44:35 Message Type: NOTIFICATION; Text: ORDER_ACCEPTED-Order ACCEPTED: #304750510 STOP LOSS SELL 0.005 mil. GBP/JPY @ MKT IF BID <= 176.909
- Position #80404431; Related Order: [Signal:KUTTY]-FILLED / GBP/CHF / 1.43576 {why GBPCHF if we have GBPJPY???} 0.005 / 0.005

As you can see the messages are real mess.

Could you please respond and treat the case with high priority? It makes the platform unreliable.

Best regards,
Grzegorz


 
 Post subject: Re: Missing messages at onMessage() method Post rating: 0   New post Posted: Tue 31 Mar, 2015, 14:39 
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Hello, SMARTFX.

That case is proceeded with Highest priority. Current stage is Investigation.
Investigation can take some time because it is floating bug (60% chance to replicate) and it is first time of API usage with signal service.
Thank you for extensive description. We will keep you informed.

Best regards, Support Team.


 
 Post subject: Re: Missing messages at onMessage() method Post rating: 0   New post Posted: Fri 03 Apr, 2015, 15:57 
Visual JForex expert at Dukascopy
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Joined: Mon 22 Apr, 2013, 11:30
Posts: 604
Location: UkraineUkraine
Hello, SMARTFX.

Investigation results:
First case (missing ORDER_FILL_OK, different instruments/data in one message):
There is problem with positions/orders opened by signals - every position for the same signal provider has the same label. This breaking the logic in API, as it's supposed that each opened position for one account should have unique label.
Second case (missing first ORDER_ACCEPTED notification message):
This bug occurs when you have a strategy that listens messages and the position is opened not from that strategy. If the position is opened from the same strategy that listens for messages, then you will get that notification.

We switching to development of fixes. It also wont be fast because several components are involved. We will inform when fixes are deployed.

Best regards, Support Team.


 
 Post subject: Re: Missing messages at onMessage() method Post rating: 0   New post Posted: Fri 10 Apr, 2015, 12:47 
Visual JForex expert at Dukascopy
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Joined: Mon 22 Apr, 2013, 11:30
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Second case will be fixed in next SDK version.


 
 Post subject: Re: Missing messages at onMessage() method Post rating: 0   New post Posted: Fri 10 Apr, 2015, 13:36 
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Joined: Mon 09 Jun, 2014, 21:07
Posts: 49
Location: Poland, Warsaw
Hi Vadim,

Thank you very much for the information!

Best regards,
Grzegorz


 

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