Discussion in 'Automated Trading' started by BlueOcean, Sep 2, 2008.
I'm not asking any questions. Just wondering who is familiar w/ the laser C++ API for Genesis
I've read the documentation. Seems really straightforward. Never done a project with them or had occasion to trade with them yet though.
I'm guessing if you have no questions you're looking for contractors?
I trade w/ Genesis and current have programs running. Support is horrid from the programmers (but I love Genesis) and I still can't get around some errors.
I'm just wondering if anyone is willing to answer ?s. I notice that Assent has a developers thread I was just hoping Genesis would.
For example. Why are my orders that are routed to NYSE to take liquity always rejected?
This is what I'm using?
Buy( m_BuyOrder, m_BuyAmount, m_BuyOrderPrice, METHOD_NYF);
don't you get an error reject code?
so you can submit the order manually (eg not through the api) and it works (eg taking liquidity at a price from nyse), but not through api?
does it work if you add liquidity to NYSE, or send a market order?
you say you're currently running systems w/genesis so it sounds like something is working...
in the documentation for laser it says that the proper way to place an order is through the function gtbPlaceOrder, yet you are using a function simply called 'Buy'... but this doesn't appear in the laser docs that I'm looking at...
ah I downloaded the whole api and I see there's a buy method listed here. I'm noticing this on the description of the 'Buy' method:
"The buy/sell means limit order that time_in_force is 0 (an IOC order). The directbuy/directsell is special buy/sell which means limit order that API will try to check for the right place for execution."
is it possible that your Buy call has a TIF of IOC and this is causing it to be immediately dropped?
have you tried calling PlaceOrder directly (rather than indirectly through Buy), setting TIF and other parameters explicitly?
I just went through an issue writing an application for Echo, where some functions didn't work exactly as described by tech support or the documentation.
I'd try to get it working with PlaceOrder first... I can't imagine that NYSE buy limits are broken for everyone else so it must be some paramter you're missing.
Oh I love this thread !
All of these APIs and little in the way of good tech support.
BEEN THERE, DONE THAT.
Although IB's API is a piece of crap technically, the user forums and email forums are simply great support for it....tons of suggestions and workarounds, etc.
It appears a great piece of software with little support is WORSE than a bad piece of software with GREAT support !
If you are using a far out limit order to simulate a market order .... sometimes it is rejected.
i.e. if a stock is at 8.50 x 8.52 and you bid 8.95, I have seen it randomly get rejected.
They may have a rejection threshhold price delta built into their API....just a thought.
A good question would be: does the Genesis front-end behave in a similar fashion ?
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