Posted By: Zheka
2 Broker setup - 08/12/19 15:00
JCL,
I use Darwinex as a "source" broker for prices and send orders to another broker for execution.
Symbol field in Assets file is
MT4_demo:EURUSD!DWX5_demo:EURUSD!DWX5_demo:EURUSD
Both brokers' server time is UTC+3.
If I run Zorro under "MT4_demo" broker profile, then Zorro correctly identifies the offset to UTC (-3) at connection to that broker, but DOES NOT identify such an offset separately for Darwinex and makes no adjustment to timestamps of downloaded historical bars. I tried it many times and it is replicated in 90%+ of the attempts.
If I run Zorro under "DWX5_demo", then again Zorro correctly identifies the offset to UTC and all works fine, except that for some reason Zorro does not connect/login to an execution broker immediately but only when the first order is sent.
In addition, all Balance/Equity numbers are taken from "price source" broker, which can be worked around with SET_PATCH, but does not seem intended.
I guess the more natural approach in such a setup is to run Zorro under "execution" broker.
But then there seems to be a bug...
I use Darwinex as a "source" broker for prices and send orders to another broker for execution.
Symbol field in Assets file is
MT4_demo:EURUSD!DWX5_demo:EURUSD!DWX5_demo:EURUSD
Both brokers' server time is UTC+3.
If I run Zorro under "MT4_demo" broker profile, then Zorro correctly identifies the offset to UTC (-3) at connection to that broker, but DOES NOT identify such an offset separately for Darwinex and makes no adjustment to timestamps of downloaded historical bars. I tried it many times and it is replicated in 90%+ of the attempts.
If I run Zorro under "DWX5_demo", then again Zorro correctly identifies the offset to UTC and all works fine, except that for some reason Zorro does not connect/login to an execution broker immediately but only when the first order is sent.
In addition, all Balance/Equity numbers are taken from "price source" broker, which can be worked around with SET_PATCH, but does not seem intended.
I guess the more natural approach in such a setup is to run Zorro under "execution" broker.
But then there seems to be a bug...