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Topic: GF COM API Orders Intermittently Remain in Sent State (5 messages, Page 1 of 1) |
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RWare2020 Posts: 206 Joined: Feb 11, 2020 |
I am having some issues with orders not coming back to the application in a working status and they seem to be stuck in a "Sent" status.
Orders do not come back until the entry order is filled in which case it turns into a position, but the attached OCO that is sent with it, remains in a sent status. I have recorded some timestamps in MST where the orders are never come back in a working status remain in a sent status. This is using the NASDAQ Micro December 2020 contract in my API account with the server api.gainfutures.com 1.------------------------- Order at 1:18 pm status was at sent 1:20 order was filled (never received a confirmed status for order) attached stop/limit are still in sent status Sent close all at 1:20 pm, immediately came back and cancelled sent oco orders and filled position 2.-------------------------- Again at 1:23:39 sent in an entry stop with attached stop/limit and they are currently in a sent status Randomly filled at ~1:25:40 (order never came in, it just filled) and attached OCO are still in a sent state 1:27:40 closed all (immediately executed) ----------------------------- Again, this is an intermittent issue and there are times when it comes back in a working status immediately and things seem to be functioning fine. But a lot of the times, it remains in this sent state. Here is an example of an order sent with an entry stop and attached OCO: IOrderDraftBuilderPtr draftBuilder; draftBuilder.CreateInstance(__uuidof(OrderDraftBuilder)); draftBuilder->WithSide(OrderSide_Buy); draftBuilder->WithQuantity(1); draftBuilder->WithContractID(con->id); draftBuilder->WithPrice(12530.75) draftBuilder->WithFlags(OrderFlags_GTC) draftBuilder->WithOrderType(OrderType_Stop) IOrderDraftBuilderPtr draftBuilder2; draftBuilder2.CreateInstance(__uuidof(OrderDraftBuilder)); draftBuilder2->WithSide(OrderSide_Sell); draftBuilder2->WithQuantity(1); draftBuilder2->WithContractID(con->id); draftBuilder2->WithPrice(12480.75) draftBuilder2->WithFlags(OrderFlags_GTC) draftBuilder2->WithOrderType(OrderType_Stop) IOrderDraftBuilderPtr draftBuilder3; draftBuilder3.CreateInstance(__uuidof(OrderDraftBuilder)); draftBuilder3->WithSide(OrderSide_Sell); draftBuilder3->WithQuantity(1); draftBuilder3->WithContractID(con->id); draftBuilder3->WithPrice(12780.75) draftBuilder3->WithFlags(OrderFlags_GTC) draftBuilder3->WithOrderType(OrderType_Limit) IOrderDraftPtr draftMain = draftBuilder->Build(); IOrderDraftPtr draftStop = draftBuilder2->Build(); IOrderDraftPtr draftLimit = draftBuilder3->Build(); GFApi()->Orders->SendOSOOrders(draftMain, draftStop, draftLimit, OSOGroupingMethod::OSOGroupingMethod_ByFirstPrice); |
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JSmith5611 Posts: 187 Joined: |
I don't see how this could be happening.
If when you think your orders are stuck in 'sent' what state are they in if you log into trader? Jason Smith
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RWare2020 Posts: 206 Joined: Feb 11, 2020 |
I will see what happens over on trader. I am currently unable to login to api.gainfutures.com and getting no response back to OnLoginCompleted, OnLoginFailed, or OnDisconnected.
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RWare2020 Posts: 206 Joined: Feb 11, 2020 |
Trader shows that the order is no longer in a sent state and in a working state. I have modified my code and I am seeing things mostly correct.
One thing that I am seeing on my end though is that I have a few working market orders that are coming from this call GFApi()->Orders->Get(). But Trader does not show them as working orders. I can't tell if they are market orders that never got executed and are just waiting to be executed, but again, GAIN Trader does not show them in a working status. If I restart my application, then the working market orders are no longer in that list of orders. |
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JSmith5611 Posts: 187 Joined: |
I'm fairly certain that the issue here is the same as the issue we've been dealing with in the other thread.
Jason Smith
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