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onMessage called more times for the same order STATE in Historical Tester run
glasala
 Post subject: onMessage called more times for the same order STATE in Historical Tester run Post rating: 0   New post Posted: Thu 09 Mar, 2017, 15:24 
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Joined: Wed 08 Mar, 2017, 12:06
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Location: SwitzerlandSwitzerland
Hi,
running a really simple test strategy using the historical tester, the onMessage method is called more times for the same order and the same state, for example for the same order the FILLED state is called 2 times.
In my test I've opened 181 orders but got 186 filled and 182 closed orders.

How is it possible?
Thanks
 
API Support
 Post subject: Re: onMessage called more times for the same order STATE in Historical Tester run Post rating: 0   New post Posted: Wed 22 Mar, 2017, 15:47 
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Joined: Fri 31 Aug, 2007, 09:17
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Order state changes can be seen here:
https://www.dukascopy.com/wiki/en/devel ... s-diagramm
Orders can be filled in several iterations in case of partial fill. The order will receive ORDER_FILL_OK, and ORDER_CHANGED_OK messages. Historical tester does simulate this.
 
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