Skip to main content

Questions about Trading in Ember

Can I Execute a “Fake” Order using a Fixed Price?​

Yes. To execute a "fake" order using a fixed price, send a LIMIT order to a SIM destination, where SIM is configured as follows:

connectors {  
  SIM: ${sim}  
}

Can I Simulate Order Execution using Market Prices?​

Yes. Ember includes a trading simulator, sometimes called the QuoteFlow simulator. 

algorithms {
   SIMULATOR : {template.algorithm.SIMULATOR} {
      subscription {  
        streams = [ COINBASE ] 
      }   
   }
}

Order Rejected Due To Unknown Destination​

The system is rejecting an order because it doesn't know how to route the order to the specified destination.

Check ember.conf. Make sure the destination specified in your order matches the name of one of the trading connectors or execution algorithms deployed in your system.

Can a FILL Event Arrive After an Order Was Reported as Cancelled?​

For IOC orders, could a cancel come before all partial fill trade events come in? Or, is it safe to assume that a cancel message will be processed last, and use this cancel to determine whether the order is fully processed? 

For the majority of exchanges, in the case of a partially filled then cancelled order, the cancel message comes last. Yet there are some exchanges for which the cancel message can outrun trades on their way to our Order Management System (OMS). For example, these include an early version of Eurex and the CoinList and Bitstamp crypto exchanges.