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Quant-Capital / HFT

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Monitor defect while monitoring Xetra trader #18

Closed ivanpsh closed 10 years ago

ivanpsh commented 10 years ago

1) One false entry per monitor update (has no strategy name or underlying) 2) Less frequent updates 3) Less entries than expected

ivanpsh commented 10 years ago

The problem was that the data packet is currently very large (around 3k), larger than a single TCP/IP frame. This makes each update consisting of 2 packets. The behaviour was as following: First packet is received and ignored because it does not contain ERRCNT, second packet is accepted but its first entry is incorrect because the row is split randomly. This means that we receive only bottom half of the packet. Solution: Wait for additional packets of data until we receive ERRCNT line.