MarketQuotingStrategy не работает на QUIK Junior
25.12.2017
MarketQuotingStrategy не работает на QUIK Junior, на боевом не проверял.
в логе выдает следующее
MQ_SBER@QJSIM_NL0011100043 25-Dec-17 01:08:44 PM +10:00 Info Strategy Started. [0,-1]. Position 0.
MQS_SBER@QJSIM_NL0011100043 25-Dec-17 01:08:44 PM +10:00 Info Strategy Started. [0,1]. Position 0.
MQS_SBER@QJSIM_NL0011100043 25-Dec-17 01:08:44 PM +10:00 Info Quoting to Buy volume 1.
MQS_SBER@QJSIM_NL0011100043 25-Dec-17 01:08:44 PM +10:00 Info Price of current NULL and best 132.36.
MQS_SBER@QJSIM_NL0011100043 25-Dec-17 01:08:44 PM +10:00 Info Best bid NULL and best ask NULL.
MQS_SBER@QJSIM_NL0011100043 25-Dec-17 01:08:44 PM +10:00 Info Registration of new (0xF952C9) order for Buy with price 132.36 and volume 1.
MQ_SBER@QJSIM_NL0011100043 25-Dec-17 01:08:48 PM +10:00 Info New position: (S#:SBER@QJSIM, Native:,Type:Stock, NL0011100043)=0.
MQ_SBER@QJSIM_NL0011100043 25-Dec-17 01:08:48 PM +10:00 Error Order 47284174 (0xEB01F5) was not registered because ' Not found transaction for this class: "QJSIM".'.
MQS_SBER@QJSIM_NL0011100043 25-Dec-17 01:08:48 PM +10:00 Info New position: (S#:SBER@QJSIM, Native:,Type:Stock, NL0011100043)=0.
MQS_SBER@QJSIM_NL0011100043 25-Dec-17 01:08:48 PM +10:00 Info Position changed by 0. Remaining volume 1.
MQS_SBER@QJSIM_NL0011100043 25-Dec-17 01:08:48 PM +10:00 Info Order 47284173 (0xF952C9) accepted by the exchange.
MQS_SBER@QJSIM_NL0011100043 25-Dec-17 01:08:48 PM +10:00 Info Reset registration errors counter from 0 to zero.
MQS_SBER@QJSIM_NL0011100043 25-Dec-17 01:08:48 PM +10:00 Info Price of current 132.36 and best 132.61.
MQS_SBER@QJSIM_NL0011100043 25-Dec-17 01:08:48 PM +10:00 Info Best bid NULL and best ask NULL.
MQS_SBER@QJSIM_NL0011100043 25-Dec-17 01:08:48 PM +10:00 Info Quoting order 47284173 (0xF952C9) to Buy with price 132.36 volume 1.
MQS_SBER@QJSIM_NL0011100043 25-Dec-17 01:08:48 PM +10:00 Info Reregistration of order 47284173 (0xF952C9) with price 132.36 to price 132.61.
MQS_SBER@QJSIM_NL0011100043 25-Dec-17 01:08:48 PM +10:00 Info Requoting registered for order 47284174 (0xEB01F5) to Buy with price 132.61.
MQS_SBER@QJSIM_NL0011100043 25-Dec-17 01:08:48 PM +10:00 Error Order 47284173 (0xF952C9) was not cancelled because System.InvalidOperationException: Not found transaction for this class: "QJSIM"..
MQS_SBER@QJSIM_NL0011100043 25-Dec-17 01:08:48 PM +10:00 Error Order 47284174 (0xEB01F5) was not registered because ' Not found transaction for this class: "QJSIM".'.
MQS_SBER@QJSIM_NL0011100043 25-Dec-17 01:08:48 PM +10:00 Error Order 47284174 (0xEB01F5) was not registered because ' Not found transaction for this class: "QJSIM".'.
MQS_SBER@QJSIM_NL0011100043 25-Dec-17 01:08:48 PM +10:00 Info Current errors count 1. Maximum 100.
MQS_SBER@QJSIM_NL0011100043 25-Dec-17 01:08:48 PM +10:00 Info Order 47284174 (0xEB01F5) no longer active.
То есть она сначала выставляет заявку, потом не может ее перерегистрировать так как "Not found transaction for this class: "QJSIM". Раньше такой проблемы не было.
Хотя если руками выставлять и отменять заявку проблемы не возникает.
и еще заметил что в PortfolioGrid инструмент отображается как SBER@MICEX а не SBER@QJSIM. Возможно это связанные проблемы.
