Synkronisering

Added by Andreas over 9 years ago

Finns det något standardsätt att synkronisera ändring av ordrar via rest-api:t med förändringar som sker på marknaden och därmed meddelas över feeden?

Exempel: Säg att jag skickar en begäran att ändra volym på en order. Men medan jag skickar denna begäran hinner en affär ske i marknaden som jag får notifiering om över feeden. Risken är att något i stil med följande händer:

  1. Order: Köp 1000 A för 100 kr
  2. Äffar i marknaden: Köpte 500 A för 100 kr. Ny orderstatus: Köp 500 A för 100 kr
  3. Ändringsbegäran: Köp 1200 A för 100 kr
  4. Notifiering om affären i marknaden når oss via feeden. Ny order: Köp 500 A för 100 kr
  5. Ändringsbegäran når marknaden. Ny orderstatus: Köp 1200 A för 100 kr
  6. Notifiering om ändring når oss via feeden. Ny order: Köp 1200 A för 100 kr
  7. Affär i marknaden: Köpte 1200 A för 100 kr.
  8. Total position 1700 A, fast egentligen ville vi bara ha 1200 A.

Replies (23)

RE: Synkronisering - Added by Nordnet Simon over 9 years ago

Hej, det finns en glitch där som du beskriver.

Den ligger mellan Nordnets system och klienten,

Case 1:
Ordern har gått till delavslut på marknaden. Förändringsmeddelandet från marknaden har INTE nått Nordnet.

Då kommer din modifiering (punkt 3) att avvisas från marknaden för Nordnet har skickat modifiering på en order med fel state.

Då finns det ingen glitch.

Case 2:
Ordern har gått till delavslut på marknaden. Förändringsmeddelandet från marknaden har nått Nordnet men INTE klienten.

Då kommer din modifiering (punkt 3) att bli felaktig på det sätt du beskriver.

/Simon

RE: Synkronisering - Added by Nordnet Simon about 9 years ago

Jag har lagt till en notering i dokumentationen. Det är nu möjligt att bara ändra pris eller volym. Det täpper till glitchen i dom fall då endast priset ska ändras. Så om endast priset ska ändas så skickas endast det nya priset med.

Det här är inte den slutgiltiga lösningen. Vi måste ha ett sätt att se att den order som modifieras är exakt samma instans som den vi har i systemet.

RE: Synkronisering - Added by Andreas about 9 years ago

Tack, det låter som en strålande start, ska börja använda det på en gång! Det löser problemet i många av våra fall, eftersom det oftast bara är priset som ska ändras.

RE: Synkronisering - Added by Andreas about 8 years ago

Har det hänt något på denna front?

RE: Synkronisering - Added by Nordnet Simon about 8 years ago

Hej, nej tyvärr inte.

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