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交易所请求延迟 #66

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HFLeon opened this issue Jul 15, 2021 · 10 comments
Open

交易所请求延迟 #66

HFLeon opened this issue Jul 15, 2021 · 10 comments

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@HFLeon
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HFLeon commented Jul 15, 2021

1

图1:下单前本地时间戳 - 下单后本地时间戳

2

图2:撤单前本地时间戳 - 撤单后本地时间戳

3

图三:收到websocket order.orders 的update_time_ts - 下单前本地时间戳

ps:横坐标下单/撤单数,纵坐标毫秒时间

@revilwang
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revilwang commented Jul 15, 2021

  1. 操作的都是全仓杠杆下单吗?
  2. 这个图有大概的时间范围吗?
  3. 横坐标是数量的分布吗?

@HFLeon
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HFLeon commented Jul 15, 2021

  1. 操作的都是全仓杠杆下单吗?
  2. 这个图有大概的时间范围吗?
  3. 横坐标是数量的分布吗?

1.全仓杠杆下单/撤单
2.今天早上7:40-8:40
3.下单/撤单数量

@HFLeon
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HFLeon commented Jul 16, 2021

16日早上9:30-10:30,如下client_id下单延迟在1000ms
t-162640044113386
t-162640155369296
t-162640222301574
t-162640080017212
t-162640160568373

@HFLeon
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HFLeon commented Jul 16, 2021

4

图四:16日早上9:30-10:30下单延迟分布

@HFLeon
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HFLeon commented Jul 16, 2021

这个跟币和订单金额有关系吗?这边测的ETH和DOGE差别很大
doge
图五:2U的doge
eth
图六:500U的ETH

@HFLeon
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HFLeon commented Jul 16, 2021

7@2x

图七:80U的DOGE

@revilwang
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消息收到。具体跟市场应该没有关系,我们会持续分析请求时长消耗,优化服务端的处理效率

@revilwang
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这些下单操作里是否有开启 auto_borrow 的标志位

@HFLeon
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HFLeon commented Jul 20, 2021

这些下单操作里是否有开启 auto_borrow 的标志位

没有

@HFLeon
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HFLeon commented Jul 20, 2021

这些下单操作里是否有开启 auto_borrow 的标志位

下单参数:
order = gate_api.Order( currency_pair='ETH', account='cross_margin', type='limit', side=’buy‘, time_in_force='poc', amount=amount, price=price, text=client_order_id )

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