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Rounding Order Amount for XAU/USD and XAG/USD |
hebasto
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Post subject: Rounding Order Amount for XAU/USD and XAG/USD |
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Posted: Mon 31 Mar, 2014, 10:55
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User rating: 96
Joined: Mon 09 Sep, 2013, 07:09 Posts: 287 Location: Ukraine, SHostka
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Wiki states that order amount gets round while submitting: Order Amounts. But for XAU/USD and XAG/USD instruments the order amount gets truncated: 
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amounts.PNG [19.91 KiB]
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API Support
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Post subject: Re: Rounding Order Amount for XAU/USD and XAG/USD |
Post rating: 0
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Posted: Tue 01 Apr, 2014, 16:24
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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Are the amounts ok from within the strategy?
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hebasto
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Post subject: Re: Rounding Order Amount for XAU/USD and XAG/USD |
Post rating: 0
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Posted: Tue 01 Apr, 2014, 19:33
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User rating: 96
Joined: Mon 09 Sep, 2013, 07:09 Posts: 287 Location: Ukraine, SHostka
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API Support wrote: Are the amounts ok from within the strategy? What do you mean?
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hebasto
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Post subject: Re: Rounding Order Amount for XAU/USD and XAG/USD |
Post rating: 0
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Posted: Sat 05 Apr, 2014, 23:14
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User rating: 96
Joined: Mon 09 Sep, 2013, 07:09 Posts: 287 Location: Ukraine, SHostka
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Hi, Support Team!
Do you confirm this bug?
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CriticalSection
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Post subject: Re: Rounding Order Amount for XAU/USD and XAG/USD |
Post rating: 0
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Posted: Sun 06 Apr, 2014, 15:36
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User rating: 70
Joined: Sat 22 Sep, 2012, 17:43 Posts: 118 Location: Brazil, Fortaleza, Ceará
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hebasto wrote: API Support wrote: Are the amounts ok from within the strategy? What do you mean? What he or she is asking is for you to pull these values out of the Strategy Order objects in order to confirm as claimed (while only observing the Event log) that the underlying values in question have indeed been truncated. As it stands now, if there is an issue, it is not clear whether this is with the Order APIs/Server or whether it is the presentation code displaying the event log that is responsible for the discrepancies raised.
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hebasto
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Post subject: Re: Rounding Order Amount for XAU/USD and XAG/USD |
Post rating: 0
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Posted: Sun 06 Apr, 2014, 16:52
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User rating: 96
Joined: Mon 09 Sep, 2013, 07:09 Posts: 287 Location: Ukraine, SHostka
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CriticalSection wrote: What he or she is asking is for you to pull these values out of the Strategy Order objects in order to confirm as claimed (while only observing the Event log) that the underlying values in question have indeed been truncated. As it stands now, if there is an issue, it is not clear whether this is with the Order APIs/Server or whether it is the presentation code displaying the event log that is responsible for the discrepancies raised. Wiki - Order Amounts: Dukascopy wrote: Order amount minimum increment is one unit. So, amounts have indeed been truncated, not rounded.
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API Support
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Post subject: Re: Rounding Order Amount for XAU/USD and XAG/USD |
Post rating: 0
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Posted: Mon 07 Apr, 2014, 10:33
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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The issue has been registered
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hebasto
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Post subject: Re: Rounding Order Amount for XAU/USD and XAG/USD |
Post rating: 1
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Posted: Sat 17 May, 2014, 22:22
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User rating: 96
Joined: Mon 09 Sep, 2013, 07:09 Posts: 287 Location: Ukraine, SHostka
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Additional info: submitOrder method does not round amount for any instrument (not only for metals). To replicate this issue run the attached strategy in Historical Tester and look into the end of the generated report. package jforex;
import com.dukascopy.api.*; import java.util.EnumSet;
public class TestAmountRounding implements IStrategy {
public void onStart(IContext context) throws JFException { if (context.getEngine().getType() == IEngine.Type.TEST) { context.setSubscribedInstruments(EnumSet.of(Instrument.EURUSD, Instrument.XAGUSD), true); context.getEngine().submitOrder("order1", Instrument.EURUSD, IEngine.OrderCommand.BUY, 0.00123456789); context.getEngine().submitOrder("order2", Instrument.XAGUSD, IEngine.OrderCommand.BUY, 0.000056789); } context.stop(); }
public void onTick(Instrument instrument, ITick tick) throws JFException {} public void onBar(Instrument instrument, Period period, IBar askBar, IBar bidBar) throws JFException {} public void onMessage(IMessage message) throws JFException {} public void onAccount(IAccount account) throws JFException {} public void onStop() throws JFException {} }
Attachments: |
File comment: Run this strategy in Historical Tester
TestAmountRounding.java [997 Bytes]
Downloaded 337 times
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DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on
this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control
on their content. Anyone accessing this webpage and downloading or otherwise making use of any document,
data or information found on this webpage shall do it on his/her own risks without any recourse against
Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from
the use and/or reliance on any document, data or information found on this webpage.
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API Support
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Post subject: Re: Rounding Order Amount for XAU/USD and XAG/USD |
Post rating: 0
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Posted: Thu 07 Aug, 2014, 15:27
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User rating: ∞
Joined: Fri 31 Aug, 2007, 09:17 Posts: 6139
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Fixed with the JForex-API 2.9.12.
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