I'm trying to run some live strategies, and have a few questions:
1) Why does the Order Manager say that the Crypto market closes at 8:00 PM?
2) Why do my 15-minute strategies sometimes seem to skip a 15 minute interval?
3) Is there a difference between "Polling" and "Streaming Bars" for a 15-minute scale?
4) I sometimes randomly see "Status = Incomplete", "Symbol not processed" while my strategies are running. Is this a sign of a problem? Does it mean my strategy is not executing for some 15-minute intervals?
1) Why does the Order Manager say that the Crypto market closes at 8:00 PM?
2) Why do my 15-minute strategies sometimes seem to skip a 15 minute interval?
3) Is there a difference between "Polling" and "Streaming Bars" for a 15-minute scale?
4) I sometimes randomly see "Status = Incomplete", "Symbol not processed" while my strategies are running. Is this a sign of a problem? Does it mean my strategy is not executing for some 15-minute intervals?
Rename
1. Just an oversignt, changed in Build 29.
2. Your log almost looks like there are two distinct threads of the strategy going, just trying to figure out what's going on there, did you happen to activate, deactivate, and activate again? It might be something we need to investigate further.
3. Yes, it's explained in the Help page for the SM.
4. That indicates there was no data update within the interval for the symbol(s).
2. Your log almost looks like there are two distinct threads of the strategy going, just trying to figure out what's going on there, did you happen to activate, deactivate, and activate again? It might be something we need to investigate further.
3. Yes, it's explained in the Help page for the SM.
4. That indicates there was no data update within the interval for the symbol(s).
Thanks, Glitch, I appreciate it.
Yes, I believe I did do that. I will try restarting WL7 to see if it still happens from that point forward. I also have two separate strategies running on the same symbol, though I imagine that wouldn't cause any problem.
Are you referring to the sentence after "4 - Scale and Data type", or is there additional info beyond that? Since Kraken seems to support "Streaming Bars", I was wondering if I might have less problems with skipping intervals or missing data updates.
That doesn't sound correct, then, since these are highly traded symbols. Would this suggest a potential intermittent failure in the polling of data from Kraken?
QUOTE:
2. Your log almost looks like there are two distinct threads of the strategy going, just trying to figure out what's going on there, did you happen to activate, deactivate, and activate again?
Yes, I believe I did do that. I will try restarting WL7 to see if it still happens from that point forward. I also have two separate strategies running on the same symbol, though I imagine that wouldn't cause any problem.
QUOTE:
3 Yes, it's explained in the Help page for the SM.
Are you referring to the sentence after "4 - Scale and Data type", or is there additional info beyond that? Since Kraken seems to support "Streaming Bars", I was wondering if I might have less problems with skipping intervals or missing data updates.
QUOTE:
4. That indicates there was no data update within the interval for the symbol(s).
That doesn't sound correct, then, since these are highly traded symbols. Would this suggest a potential intermittent failure in the polling of data from Kraken?
QUOTE:
Are you referring to the sentence after "4 - Scale and Data type", or is there additional info beyond that?
Some data feeds support streaming bars - in particular, they are Alpaca, IQFeed, IB and Kraken. What Polling does is naturally poll for data updates periodically. The difference that Streaming Bars make here is that these streaming data sources notify the data provider whenever a new streaming bar (15-minute in your case) is completed for subscribed symbols.
Thanks for the clarification, Eugene.
After restarting WL7, I have not seen this problem occur again, so I think your guess was correct. Thank you! Still, it would be a good bug to resolve if possible, so that the activate/deactivate button can safely be used.
QUOTE:
2. Your log almost looks like there are two distinct threads of the strategy going, just trying to figure out what's going on there, did you happen to activate, deactivate, and activate again?
After restarting WL7, I have not seen this problem occur again, so I think your guess was correct. Thank you! Still, it would be a good bug to resolve if possible, so that the activate/deactivate button can safely be used.
Yes, I agree, will work on this.
I have this shored up now for Build 29.
I continue to see "Symbol not processed" when I attempt to run live strategies using the Kraken extension, example:
https://www.dropbox.com/s/gr8xae9362siwmm/kraken_symbol_not_processed.png?dl=0
Is something misconfigured in my setup? I've tripled checked everything I can think of, and don't understand what the issue could be. Is the strategy still running successfully, despite showing this status message?
https://www.dropbox.com/s/gr8xae9362siwmm/kraken_symbol_not_processed.png?dl=0
Is something misconfigured in my setup? I've tripled checked everything I can think of, and don't understand what the issue could be. Is the strategy still running successfully, despite showing this status message?
I tried switching from "Tiingo" streaming to "Kraken", but I just get an exception/reconnection every minute while it's configured that way:
https://www.dropbox.com/s/0906hdn8jdfymf1/kraken_exceptions.png?dl=0
https://www.dropbox.com/s/0906hdn8jdfymf1/kraken_exceptions.png?dl=0
Please attach images when replying. Click the Image button to insert them straight into your reply. There is no need to use external websites.
They are very large, wide-screen images. If I attach them directly into the page I assumed they would either be too small to comfortably read, or so wide that they mess up the formatting of the discussion thread. But I will make sure to attach from now on if that's what you prefer, Eugene.
Thanks Mike for attaching the images. If an image is looking too small I just open it in a new tab by using corresponding browser option. The concern here behind always attaching the companion images is that they're used to die off when posted on external websites.
QUOTE:
I tried switching from "Tiingo" streaming to "Kraken", but I just get an exception/reconnection every minute while it's configured that way:
Could you highlight that log line and copy/paste the exception message?
Do you mean like this?
It just seems to copy-paste the same text line as shown in the image, there are unfortunately no additional details on what the exception actually was.
It just seems to copy-paste the same text line as shown in the image, there are unfortunately no additional details on what the exception actually was.
QUOTE:
11/2/2021 16:24:27:710
Kraken
Streaming Disconnected - attempting Reconnect: An exception has occurred while receiving.
The Kraken streaming socket seems to be unstable. I don't know where the problem is, but we use socket connections for several other providers without a problem. I'd recommend polling for for those 15 minute bars. Give that a try and we'll do a "Jen Psaki" on the streaming connection.
I started running several strategies earlier today using the Kraken extension for WL7, and everything seemed to be working as expected. However, I just checked in several hours later, and now all of my strategies are continually reporting "Symbol not Processed". I don't see any explanation as to why, there is not a single error or warning in any of the logs. Is there a way I can troubleshoot this?
Have you checked the Tiingo connection in Data Manager > Streaming Providers > Streaming Data Testbed? Looks like streaming quotes aren't coming in.
Even though Tiingo is shown as the Streaming provider, the Update Mode is Polling - so Tiingo isn't used here.
I'll set up a S. Monitor now and see what I can find out.
I'll set up a S. Monitor now and see what I can find out.
I noticed that after midnight, it started showing "Processed all Symbols" again. It makes me wonder if perhaps I was being rate limited by Kraken, or if Kraken was temporarily not responding to historical data requests? But hopefully either of these situations would result in some sort of log message output in WL7.
From what I've read in the Kraken API documentation, I wouldn't expect to be anywhere near the rate limit. So perhaps it's something completely different...
From what I've read in the Kraken API documentation, I wouldn't expect to be anywhere near the rate limit. So perhaps it's something completely different...
Hmm it could have been a temporary Kraken back-end issue too.
If so, would WL7 display some sort of log message?
Unfortunately not, I'll add some logging for this.
fwiw, worked all day for me -
Thank you for checking, I really appreciate it. I don't see any reason that it's working for you and not for me. Several of my strategies should have generated signals and entered positions by now, but none of them have. Hopefully the logging added by Glitch will help clarify what's going on.
Are the datasets shown in your image associated with Kraken in the DataManager?
Are the datasets shown in your image associated with Kraken in the DataManager?
Shortly after I posted, I started getting "Symbol not processed" again. I think this was around the time of day that it stopped working yesterday, as well.
can you pull up some charts of those symbols and see if the data is up to date?
The chart appears to be up to date, though I notice the timezone in the chart (UTC I assume) does not match the timezone on my machine (eastern standard). Perhaps the problem is related to this in some way?
That should not be an issue. I'm doing some runs here with Kraken 15 minute, will see how it goes tonight.
I'm seeing the same thing (which is good) so we should be able to get a fix in ASAP!
It's fixed - the trouble was time zone related, when requesting 500 bars of data, an erroneous cap was set for the end date of the request to the local date, we just needed to bump that up to compensate for the time zone difference.
That's great, really happy to have this resolved! Thanks for the quick investigation and fix!
QUOTE:
It's fixed - the trouble was time zone related, when requesting 500 bars of data, an erroneous cap was set for the end date of the request to the local date, we just needed to bump that up to compensate for the time zone difference.
Glitch, it's possible that I'm running into this issue again. I frequently see "symbol not processed" towards the end of the day, but it doesn't really happen in the mornings or afternoons, which makes me think it could be timezone related. My strategies currently request 5000 bars of data (rather than the default 500), would that potentially cause the erroneous cap to come into effect again?
My feeling is it shouldn’t matter, but will keep this in mind as i continue to investigate. Also, looks like back to the drawing board on the cancel pending, will report back when i have something new.
Just noticed it was after midnight in my local time (EST), so went to check on how my strategies were doing in WL7. Sure enough, they're all reporting "Symbol not processed" again. They were fine throughout the earlier portion of the day.
By the way, I notice the strategies text in the strategy monitor can sometimes be green, red, or blue. Is there a concrete meaning behind these different colors?
By the way, I notice the strategies text in the strategy monitor can sometimes be green, red, or blue. Is there a concrete meaning behind these different colors?
yellow - initial data population
green - processing the interval
red - at least one symbol didn't update/process
blue - all symbols completed this run successfully
I don' t have any experience with the Binance provider, but you might have better luck polling for the bar. That's my experience for Kraken, anyway.
green - processing the interval
red - at least one symbol didn't update/process
blue - all symbols completed this run successfully
I don' t have any experience with the Binance provider, but you might have better luck polling for the bar. That's my experience for Kraken, anyway.
Thanks for the clarification, Cone. Does that mean if the text never turns blue after 10+ runs, I can assume the strategy is not executing successfully?
I've come to the same conclusion recently regarding streaming vs. polling, and have started reworking all of my strategies to account for this. It's unfortunate because I would really like to have used the "1 minute" time scale, but it's been like 6 months and I haven't been able to get it working, so I probably just need to give up.
I've come to the same conclusion recently regarding streaming vs. polling, and have started reworking all of my strategies to account for this. It's unfortunate because I would really like to have used the "1 minute" time scale, but it's been like 6 months and I haven't been able to get it working, so I probably just need to give up.
QUOTE:With only that piece of info, you can only say that there's likely a problem with at least one symbol.
Does that mean if the text never turns blue after 10+ runs...
Re: Streaming with Crypto providers
I can't rule out a problem with our integration, so we'll keep looking into it. There's always room to improve!
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