Hello there,
Let's me answer your questions one-by-one.
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so I assume you're opening a new connection for each GetTrades/GetTradeRecords call? Have you had any problems opening so many connections? Isn't the connection operation a little too expensive to be run so often?
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Actually, my program initially open two static connections: one for msg pump and another one for calling functions, so the program does not have to spawn a new connection every function call. This is quite efficient for me since first tested months ago.
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My plan was to get the updates only once every minute or so. For my purposes, the account/trades data doesn't really need to be updated on every tick--it's mostly just for the user to look at.
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You don't need to update the account and trades info everytime a msg comes in, but you cannot fresh the info more than once between each msg.
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How do you determine if the ticks are flowing? Do you just timeout if there've been no ticks for some number of seconds? I've considered doing that myself. The connection from my server has (so far) been very stable, but it does get dropped perhaps once every few days. Currently, the way I detect it is with the END_PUMPING event--I'm not sure what causes the connection to die, but after about 2 minutes of no ticks coming in, I get an END_PUMPING message, then I reconnect and restart pumping. This method hasn't failed me yet, but I do lose 2 minutes of tick data every time it happens...would be nice to shorten that to a few seconds.
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I use 1 min interval for ticks flowing and END_PUMPING msg. The interval is relative to connection speed. For fast connection, 1 min is ok. I'm still finding out the correct interval for my server connection.
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the only way to get the final data on a closed trade is to call GetTradeHistory. Right? It doesn't get pumped in--it just disappears from the open trades list without informing us of its close time or price
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Yes, right. Call GetTradeHistory to get closed trades info. Actually, when a trade or an order is closed, there will be an UPDATE_TRADES msg pumped in.
Feel free to ask more questions
