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what's the expected OANDA time slippage? #487172
02/02/23 03:41
02/02/23 03:41
Joined: Apr 2022
Posts: 18
Singapore
V
vinitrinh Offline OP
Newbie
vinitrinh  Offline OP
Newbie
V

Joined: Apr 2022
Posts: 18
Singapore
Hi

I've been trading with OANDA for a good time.

With my Python implementation, I get a slippage of about 30 seconds, which I thought isnt great

But recently as I switched to Zorro, I'm getting filled as long as 50minutes late.

I set Zorro to exitLong at hour==22 on barPeriod==60, but the exit orders are getting filled as late as 22:54!

Is there a way I can troubleshoot this incredible lag?

Its probably my implementation, but the lag is quite unusual, lagging consistently either 20-21min or 50-53 minutes which is a bit too specific.

Last edited by vinitrinh; 02/02/23 04:20.
Re: what's the expected OANDA time slippage? [Re: vinitrinh] #487177
02/02/23 09:56
02/02/23 09:56
Joined: Apr 2022
Posts: 18
Singapore
V
vinitrinh Offline OP
Newbie
vinitrinh  Offline OP
Newbie
V

Joined: Apr 2022
Posts: 18
Singapore
Hi,

As I'm checking, the issue seems to be Zorro 2.53.6, but when I switch back to Zorro 2.48.1, the problem is solved.

It seems that Zorro (2.53.6) is unable to load bars timely from OANDA's API.
For instance, the run() function is supposed to run at Hour 2:00, but runs at random timings 2:53, for some reason.

Will update more as I experiment further into this.


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