Hi,
I have written a simple 1 tick offset scalping bot for use inplay in cricket matches. the idea being if the offset has not matched within 2 mins then I will close trade with greening and take los (as the exit strategy)
the problem is as you can see from the log, the close trade condition is firing sometimes only 6 secs after the kill or fill. why is this so, its not supposed to fire until after 2 mins.
rule attached.log below
16/03/2016 14:01:56: Guardian has detected that the market is suspended
16/03/2016 14:01:57: Guardian has detected that the market is in-play
16/03/2016 14:01:57: Guardian has detected that the market is now unsuspended
16/03/2016 14:10:34: $ 50.00 Back bet placed on England at 1.92. Entirely unmatched when it initially reached the market. Ref: 10055 ( Fill or kill bet with 2 seconds delay. Offsetting by 1 ticks with greening. )
16/03/2016 14:10:36: $ 50 of unmatched bet (Ref:10055) was filled before remainder was killed.
16/03/2016 14:10:41: $ 50.26 Lay bet placed on England at 1.91. Fully matched at 1.9. Ref: 10056
16/03/2016 14:13:59: $ 50.00 Back bet placed on England at 1.79. Entirely unmatched when it initially reached the market. Ref: 10057 ( Fill or kill bet with 2 seconds delay. Offsetting by 1 ticks with greening. )
16/03/2016 14:14:01: $ 50 unmatched bet (Ref:10057) was killed.
16/03/2016 14:17:16: $ 50.00 Back bet placed on England at 1.72. Entirely unmatched when it initially reached the market. Ref: 10058 ( Fill or kill bet with 2 seconds delay. Offsetting by 1 ticks with greening. )
16/03/2016 14:17:18: $ 50 unmatched bet (Ref:10058) was killed.
16/03/2016 14:18:34: $ 50.00 Back bet placed on England at 1.6. Entirely unmatched when it initially reached the market. Ref: 10059 ( Fill or kill bet with 2 seconds delay. Offsetting by 1 ticks with greening. )
16/03/2016 14:18:36: $ 50 unmatched bet (Ref:10059) was killed.
16/03/2016 14:21:38: $ 50.00 Back bet placed on West Indies at 2.42. Entirely unmatched when it initially reached the market. Ref: 10060 ( Fill or kill bet with 2 seconds delay. Offsetting by 1 ticks with greening. )
16/03/2016 14:21:40: $ 50 unmatched bet (Ref:10060) was killed.
16/03/2016 14:23:46: $ 50.00 Back bet placed on England at 1.72. Fully matched at 1.72. Ref: 10061 ( Fill or kill bet with 2 seconds delay. Offsetting by 1 ticks with greening. )
16/03/2016 14:23:51: $ 50.29 Lay bet placed on England at 1.71. Entirely unmatched when it initially reached the market. Ref: 10062
16/03/2016 14:23:51: Cancelling bets 10062
16/03/2016 14:23:56: Placed closure bet with greening on England by Laying 50.29 at 1.72
16/03/2016 14:24:01: Cancelling bets 10063
please advise.
regards
Angus
the time since kill or fill condition not firing properly
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AngusMack78
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