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IB_contractPrice() and contractRecord() speed improvement #475473
12/12/18 16:33
12/12/18 16:33
Joined: Jul 2017
Posts: 783
Z
Zheka Offline OP
User
Zheka  Offline OP
User
Z

Joined: Jul 2017
Posts: 783
JCL,

Zorro requests price snapshots sequentially, i.e. the next request is triggered not earlier than the "tickSnapshotEnd' is received.

With 1 request-response taking 1.5-5sec per opt.contract,a chain update takes forever.

The way to make it work fast is to fire *many* requests at once.
IB API allows for 100 snapshot requests/sec (or rather 500 requests/5sec).
So, a working chain of 200-300 contracts can be updated with data within 5sec.

I just tried it the API sample client app - and it works internally exactly in this way!

Zorro/IB plugin just need to take care of pacing of requests, which in the recent IB API version is taken care of automatically via (+PACE) option.

https://groups.io/g/twsapi/topic/paceapi_works_fine/28215139?p=,,,20,0,0,0::recentpostdate%2Fsticky,,,20,2,40,28215139

I also read an opinion that NOT using snapshots works faster, but this needs to be tested..

Can this change be implemented?
Pleease...

Re: IB_contractPrice() and contractRecord() speed improvement [Re: Zheka] #475488
12/14/18 13:09
12/14/18 13:09
Joined: Jul 2000
Posts: 27,977
Frankfurt
jcl Offline

Chief Engineer
jcl  Offline

Chief Engineer

Joined: Jul 2000
Posts: 27,977
Frankfurt
Yes, the next IB plugin revision will change to the latest API version, and various changes including parallel snapshots are planned. Probably around April/May next year.


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