CreateFixOrder locking up

parnoldson · #1 (**permalink**) 10-22-2009, 03:48 PM

I am calling CreateFixOrder and it is never returning. This will lock up my prgram if this function never returns. this needs to be looked into please.

My code example of what I am doing:

Code:

m_pTradeDesk->CreateFixOrder(m_pTradeDesk->FIX_OPENMARKET, "", 0,
				0, "", bAccount, bInstrument, bBuySell,
				nQty, "", &ordID, &psd);

parnoldson · #2 (**permalink**) 10-22-2009, 03:52 PM

To clarify this doesn't happen every time, I can be placing many orders before this happens, but when it does my whole program locks up.

Nikolay.Gekht · #3 (**permalink**) 10-23-2009, 11:53 AM

Could you please confirm that the method hangs for the infinite period, or, probably, the method throws "time out exception" after approximately 10 minutes of waiting?

If the second is right, this is the known problem when the server seldom does not send back the confirmation of the order execution. Unfortunately, there is no workaround for this problem in the current version.

The next version will have asynchronous version of these methods, which will work extremely fast, but you have to monitor the tables to check whether the order is executed.

You can also try the latest development release which allows to reduce and, as a result, avoid for long-time locking of your application in case the response does not come.

Sorry for the inconvenience, we all working on this problem.

fexxxer · #4 (**permalink**) 10-23-2009, 02:33 PM

Hello, parnoldson

I hope i understood the problem correctly.

There is a method in TradeDesk called .SetTimeout(), try lowering timeout maybe it will help with application hanging up.

oTradeDesk.SetTimeout( TradeDeskAut.TIMEOUT_COMMON, <long> );

It's a timeout for server responses not actual execution, try it out see how it will workout. You can code a work around and see if response doesen't come in after your timeout look in Trades table and most likely the trade will already be there.

I hope this helps you some.

Cheers

parnoldson · #5 (**permalink**) 10-27-2009, 11:38 AM

I am confirming that it is a hang for infinte period of time. I haven't tried the setting of the timeout as suggested by fexxxer, because of this infinte wait. (it isn't timing out). I am now seeing this on not just the CreateFixOrder function, but also on the CloseTrade() function as well. The account that I am using is a standard size(100K) account if that helps. I haven't seen this on a mini account (yet).

Nikolay.Gekht · #6 (**permalink**) 10-27-2009, 02:36 PM

I'll try to reproduce the infinite waiting problem.

Nikolay.Gekht · #7 (**permalink**) 10-29-2009, 01:31 PM

It looks like we found one situation when the lock-up is possible. When the account has many trades and the market is fluent, the recalculation procedure could hang. The new version which is about to be released has solution for this situation. I expect the first releases in a couple of weeks.

Sorry for the inconvenience.

Luke Quinn · #8 (**permalink**) 10-29-2009, 04:21 PM

PArnoldson,

Did you try the dev release? Did you replicate the problem using this as well?

Nikolay.Gekht · #9 (**permalink**) 11-02-2009, 11:20 AM

Quote:

Originally Posted by Luke Quinn

Did you try the dev release? Did you replicate the problem using this as well?

It looks like they will be able. At least, I can. So, parnoldson is right, there is no reason to decrease timeout since even existing the long time-out does not break the hung. As far as I can see it happens when there is not enough time to process frequent new price messages and recalculate all positions and orders before new price comes. The current version (including the development release) just hungs in case the new price queue overflows.

parnoldson · #10 (**permalink**) 11-16-2009, 04:50 PM

We just had this happen again on a real money account, and when this happens the order does get placed. So when this happens I can't attach my stop and limit parts because It never returns back (locks up) there for I have a naked order without any protection.

Nikolay.Gekht · #11 (**permalink**) 11-17-2009, 03:00 PM

Please wait for a new version we planned to release for developers the next Monday. Hopefully, almost all deal-lock cases will be eliminated in the new version due to a new event processing core.