Stage 6 day 22:
I didn't put back my server online yesterday. Too much work to do before doing that.
My final client test went flawlessly. Therefore the testing strategy did prove to be very valuable.
I'm thinking about implementing the same strategy to test my execution engine. So far, I'm facing 2 mysteries. All I have been able to do for them was to improve the details in the logs with the hope of having a better insight into the issue next time it happens but if I was able to playback at will the events that have led to those inexplicable behavior, I am very confident that I would solve those mysteries in a flash.
I really think that I'm going to work on implementing this idea. I'm not too sure, however, what would be the priority of that task.
My guts tells me to do it right away and this is very probable that this is what I'm going to do but it isn't 100% crystal clear that this is the right thing to do.
Another anomaly that I have found is that I ended up with a negative balance for one of the currency that I trade (ETH). It is the second time that it happens. Theoretically, this isn't supposed to happen. If you send an order to the exchange, they valid the request and it is supposed to send you back an 'Insufficient funds' error if that reflects your account balance reality. Therefore, you should never be allowed to execute an order if the result is a negative balance.
I know exactly why it happens. They don't use the same number precision at the order validation then the one they use to debit your account. For debiting your account, they use less decimals and round the value to their favor... I don't like this way of doing things. It almost feels like cheating. They should get paid with the order fee and nothing else. period.
I have an email from their support laying in my inbox. I need to check if it doesn't contains explanations about the negative balance thing.
In summary, I did validate the good working of the client. I did finish analyzing the latest server run and I did identify at least one small glitch in the server that I'm going to fix next.
All is good, we keep moving forward!
Oh wow... Only 10 days left to BASE... It is less than 2 weeks... I better change gear and work faster. I wanted to have something working before the end of the program...
I didn't put back my server online yesterday. Too much work to do before doing that.
My final client test went flawlessly. Therefore the testing strategy did prove to be very valuable.
I'm thinking about implementing the same strategy to test my execution engine. So far, I'm facing 2 mysteries. All I have been able to do for them was to improve the details in the logs with the hope of having a better insight into the issue next time it happens but if I was able to playback at will the events that have led to those inexplicable behavior, I am very confident that I would solve those mysteries in a flash.
I really think that I'm going to work on implementing this idea. I'm not too sure, however, what would be the priority of that task.
My guts tells me to do it right away and this is very probable that this is what I'm going to do but it isn't 100% crystal clear that this is the right thing to do.
Another anomaly that I have found is that I ended up with a negative balance for one of the currency that I trade (ETH). It is the second time that it happens. Theoretically, this isn't supposed to happen. If you send an order to the exchange, they valid the request and it is supposed to send you back an 'Insufficient funds' error if that reflects your account balance reality. Therefore, you should never be allowed to execute an order if the result is a negative balance.
I know exactly why it happens. They don't use the same number precision at the order validation then the one they use to debit your account. For debiting your account, they use less decimals and round the value to their favor... I don't like this way of doing things. It almost feels like cheating. They should get paid with the order fee and nothing else. period.
I have an email from their support laying in my inbox. I need to check if it doesn't contains explanations about the negative balance thing.
In summary, I did validate the good working of the client. I did finish analyzing the latest server run and I did identify at least one small glitch in the server that I'm going to fix next.
All is good, we keep moving forward!
Oh wow... Only 10 days left to BASE... It is less than 2 weeks... I better change gear and work faster. I wanted to have something working before the end of the program...