01-23-2021, 09:12 PM
Cycle 23 (v2 cycle #5), day 6:
Very quiet day in terms of trading... Exchange volume was relatively low at around $820M traded daily. I say relative because I remember back last October when I was blaming the low volume around 200-300M.
Things are relative. For about a month, trading volume in the range of 1.5B-2.5B daily has become the norm....
I fixed a couple of bugs today but I have stumbled into one that makes me speechless... I have several execution strategies. A strategy is choosen depending on current market conditions. The one the system use when the conditions are very favorable is broken. You cannot tell that something is wrong by looking at the logs but being in front of the screen as the execution is going on, it is obvious that something is broken...
idk since when it is like that. In some way, it is a luck that I did witness it. Now that I know that something is wrong and that I know what to look for in the logs, it becomes crystal clear something is broken. However, I did look at the code the whole day and I cannot tell what is wrong. I have noticed something that hints about what could be wrong. I have my ARB trades and my more casual trades. The difference between those 2 types is that for the ARB trades, I do set a ceiling price to marks the break even price. With the casual trade, I leave this field blank as I just want to convert currency A to B without any performance goal. The execution strategy works fine for the casual trades but not when the break even price is set....
Usually, I am very stubborn and I don't let go until I find what the problem is but for this one, it didn't work. I enabled some extra logs in that code area. I just need to have the code to get executed during the night and I will have new insight into the problem...
Bottomline, something is broken in the execution and I don't know since when it is that way... That could explain why I got some bad results for some time...
I know that I will benefit when the problem is going to be found but in the meantime the effect of this unexpected investigation is that I have postponed a lot of others tasks...
Very quiet day in terms of trading... Exchange volume was relatively low at around $820M traded daily. I say relative because I remember back last October when I was blaming the low volume around 200-300M.
Things are relative. For about a month, trading volume in the range of 1.5B-2.5B daily has become the norm....
I fixed a couple of bugs today but I have stumbled into one that makes me speechless... I have several execution strategies. A strategy is choosen depending on current market conditions. The one the system use when the conditions are very favorable is broken. You cannot tell that something is wrong by looking at the logs but being in front of the screen as the execution is going on, it is obvious that something is broken...
idk since when it is like that. In some way, it is a luck that I did witness it. Now that I know that something is wrong and that I know what to look for in the logs, it becomes crystal clear something is broken. However, I did look at the code the whole day and I cannot tell what is wrong. I have noticed something that hints about what could be wrong. I have my ARB trades and my more casual trades. The difference between those 2 types is that for the ARB trades, I do set a ceiling price to marks the break even price. With the casual trade, I leave this field blank as I just want to convert currency A to B without any performance goal. The execution strategy works fine for the casual trades but not when the break even price is set....
Usually, I am very stubborn and I don't let go until I find what the problem is but for this one, it didn't work. I enabled some extra logs in that code area. I just need to have the code to get executed during the night and I will have new insight into the problem...
Bottomline, something is broken in the execution and I don't know since when it is that way... That could explain why I got some bad results for some time...
I know that I will benefit when the problem is going to be found but in the meantime the effect of this unexpected investigation is that I have postponed a lot of others tasks...
