[ts-gen] questions on journal tables
Nils Gebhardt
mail at ngebhardt.de
Fri May 1 15:27:18 EDT 2009
Hi there,
I have a few more or less unrelated questions (of low priority) on order
journaling.
I find the order journaling extremly useful. However, sometimes I am
experiencing difficulties to catch all messages.
I observered incomplete updates especially of the table OrderStatus; for
example 'Submitted' of an record missing, then 'Filled' coming in.
All other tables appearently were not affected, cancel via CreateEvent
always possible and OrderReport appearently complete as also
ActiveOrder.
For one occasion I observed shim to produce the following output:
Oreq: 0x7f37c96c9660 0x7f381acd1dc0 0x7f381acc6738
Oreq: 0x7f37c974b8d8 0x7f381acd1dc0 0x7f381acc6738
Problem: 414 mysql query evaluation failed
Error 1062 (23000): Duplicate entry 'exit2009_0430_123253' for key 2
call OrderUpdate('exit2009_0430_123253', 2, 48824, 78, 1, 8, 142,
'test_e', null, 'create', 'LMT', 5, 0.0, 123, NULL, NULL, NULL);
Problem: 417 %s tuple not found following insert
Oreq: 0x7f37c7cafd50 0x7f381acd1dc0 0x7f381acc6738
----%---
Is there something like an timeout parameter which could be tuned to
ensure that all OrderStatus messages are catched?
Related to this set of tables:
Earlier I was using columns order_tag, acc, client_id as primary key for
joins on these tables. However, acc seems to have a
completly different meaning as in ActiveOrder - where acc is simply the
account number as it seems.
I am not quite shure how order_tag is generated - but I get not quite
the expected result if I do for example
select CreateEvent.time, CreateEvent.oid, PrderStatus.filled,
OrderStatus.avg_fill from CreateEvent, OrderStatus
-- select * from CreateEvent, OrderStatus
where OrderStatus.client_id = CreateEvent.client_id
AND OrderStatus.order_tag = CreateEvent.order_tag
AND OrderStatus.acc = CreateEvent.acc
AND status = 'Filled';
adding
AND date(OrderStatus.time)= date(CreateEvent.time)
makes the key to join on unique - at least on my data in this example. I
would be curious to know what is the rule that generates order_tag and
how do I compose unique key from it.
The meaning of OrderResult is not quite clear to me, especially: what is
the update frequence of this table?
Thanks
Nils
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