tGL Lost Orders Plug-in - Technical Reference

Introduction

The GL Lost Orders plug-in compares the lirebase log before and after the GL and exchange execute order-book reset.

This automatic process will highlight any discrepancies caused by the reset process by running a "night" scan of the orders before the reset and a "day" scan of the orders after the reset.

Views

View

This plugin produces a single view showing the status of any lost orders, in the screenshot below the night-scan will activate in 59 seconds and that the day scan will happen 3 minutes later.

gl-lostorders2

In the screenshot below we can see 20 valid orders have been lost between the night and day scan with the lost orders clearly shown in the grid.

gl-lostorders3

Headline Legend

Name	Description
totalLostOrders	Total number of orders that have gone missing over night.
timeNightScan	Time that the first scan is performed.
ordersNightScan	Number of orders found in the night scan that should be present in the day scan.
timeDayScan	Time the second scan is performed.
ordersDayScan	Total number of orders found in the day scan (should match ordersNightScan)

Table Legend

Name	Description
<configurable>	The details of the order. The columns can be configured in the plug-in setup.

Plug-in Configuration

The following parameters can be configured for this plug-in:

columns

Allows the columns to be overridden.

Mandatory: No

Default: userId,stockCode,orderStatus,quantity,price,qtyRem,expireDate

                      The actual fields used are:
                    
V5
                      noUti,mnemo,orderStatus,quantity,price,remainQty,expireDate
                    
V3
                      noUti,mnemo,orderStatus,quantity,price,qte,dval
                    

columns > column

Defines an individual column

columns > column > alias

The name of the column as seen in the view

Mandatory: Yes

columns > column > name

The field in the file used to populate the column

Mandatory: Yes

sleVersion

Set this to the SLE version.

Mandatory: No

Default: 5

scanTimes

These allow you to set the times used for scanning.

scanTimes > eveningScanTime

The time to start the evening scan.

Mandatory: No

Default: 18:00

scanTimes > morningScanTime

The time to start the morning scan.

Mandatory: No

Default: 06:00

orderSendCommand

The script that calls the lirebase command.

Mandatory: No

Default: /bin/csh ./gl_orderdump.csh

scanMargin

Used for testing between short intervals

                      Mandatory: No
                    
                      Units: Minutes
                    
                      Default: 120

commandTimeout

How much time the script has to complete.

                      Mandatory: No
                    
                      Units: Seconds
                    
                      Default: 600

lirebaseIniFile

The name of the lirebase ini file.

Mandatory: No

Default: ./gl_lirebase.ini

csvFile

The name of the csv file

Mandatory: No

Default: ./itrsorder.csv

ignoreFileCheck

The day of the week that the night scan file time/date is ignored.

Mandatory: No

Default: check every day