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Large Trade Alert
Posted: Thu Mar 07, 2024 5:54 pm
by lnszmjhe
Hello
I use the "Large Trade Alert" component for the B3 market feed in Brazil from Cedro Crystal MBO.
I made a program to monitor all trades that go through onTrade().
I notice that some orders that the "Large Trade Alert" displays in its warning are not detected in my program, is there any technical explanation for this or is there an error in my program?
Because in onTrade() I am paying all entries without any filters.
Re: Large Trade Alert
Posted: Fri Mar 08, 2024 9:58 am
by Andry API support
A large trade may involve multiple executions. Please keep an eye on
TradeInfo#isExecutionStart and isExecutionEnd and then join all of those together.
Re: Large Trade Alert
Posted: Fri Mar 08, 2024 3:32 pm
by lnszmjhe
Where can I find documentation explaining these and other fields?
I don't know what TradeInfo#isExecutionStart and isExecutionEnd represent, just by deduction I can infer something, but it's not exact, I could be wrong.
Re: Large Trade Alert
Posted: Tue Mar 12, 2024 3:03 pm
by Andry API support
Please see the quick guide to demo strategies
https://github.com/BookmapAPI/DemoStrategies
Then, please take a look at this example
https://github.com/BookmapAPI/DemoStrat ... story.java
This addon has onTrade method which has TradeInfo argument.
When an order execution starts tradeInfo.isExecutionStart flag has `true` value and when it ends tradeInfo.isExecutionEnd flag has `true` value.
UPDATE
You can unzip javadoc from bm-l1api-javadoc.jar (Core API) and bm-simplified-api-wrapper-javadoc.jar (Simplified API) files that are in the Bookmap\lib in the program folder.
Re: Large Trade Alert
Posted: Tue Mar 12, 2024 9:44 pm
by lnszmjhe
Andry,
for the Brazilian market, Cedro Crystal MBO feed, is there any particularity for the tradeInfo.isExecutionStart and tradeInfo.isExecutionEnd fields?
In my program, the onTrade() event always returns tradeInfo.isExecutionEnd as false.
Re: Large Trade Alert
Posted: Thu Mar 14, 2024 3:29 pm
by lnszmjhe
I reviewed my code, and this field tradeInfo.isExecutionEnd actually always returns a false value.
I would appreciate if support can confirm this.
And if there is any other way to obtain this information, please inform me.
Re: Large Trade Alert
Posted: Mon Mar 18, 2024 4:31 am
by lnszmjhe
Can someone from support tell me about this, please?
Re: Large Trade Alert
Posted: Mon Mar 18, 2024 7:51 am
by Andry API support
Sorry for a delayed response, we are checking it and will let you know.
Re: Large Trade Alert
Posted: Tue Mar 19, 2024 2:46 pm
by Andry API support
Hi,
I subscribed to Winj24 and what I got were trades, 2 lines per trade (these are small trades)
Code: Select all
20240318 12:30:28.324(UTC) INFO: .aggressorOrderId 1618@@@ .passiveOrderId 120@@@783016205145 .isExecutionStart true .isExecutionEnd false
20240318 12:30:28.325(UTC) INFO: .aggressorOrderId null .passiveOrderId null .isExecutionStart false .isExecutionEnd true
20240318 12:30:28.325(UTC) INFO: .aggressorOrderId 1618@@@ .passiveOrderId 1618@@@783016205147 .isExecutionStart true .isExecutionEnd false
20240318 12:30:28.325(UTC) INFO: .aggressorOrderId null .passiveOrderId null .isExecutionStart false .isExecutionEnd true
20240318 12:30:28.325(UTC) INFO: .aggressorOrderId 1618@@@ .passiveOrderId 72@@@783016205163 .isExecutionStart true .isExecutionEnd false
20240318 12:30:28.325(UTC) INFO: .aggressorOrderId null .passiveOrderId null .isExecutionStart false .isExecutionEnd true
All follow the same pattern
1) a line indicating the start of execution
2) a line indicating the end of execution - does not contain order ids, contains null values instead
Please check.
Re: Large Trade Alert
Posted: Wed Mar 20, 2024 2:49 am
by lnszmjhe
Andry,
please, can you please share the code you used to extract this information?
I would appreciate it if you could do that.
Thanks.