Standard Settings of the OsEngine Connector.
In every OsEngine trading connector, there are standard settings, and currently, there are quite a few of them.
In this article, we will discuss what each of them is responsible for.
1. Keep trade history.
If true - OsEngine stores all the transaction data it receives in the OsData folder. This is very resource-intensive! Recommendation - false.
Data is stored separately for each server. For example, for ALOR, it looks like this:
There are strategies that require deep historical trade data, and it needs to be accumulated.
Also, without this function, non-standard candles will not be loaded at the start of the application.
However, if enabled, it will leak RAM. Up to several hundred megabytes, to several gigabytes a day, if data is exported for hundreds of instruments, so assess your capabilities.
Additionally, if data saving functions to the file system are enabled, there will be load on the HARD Drive. If you have a remote server for 200 rubles/month, there have been cases where accounts were banned for frequent disk access. Those trading hundreds of instruments should keep this in mind. In such cases, you need to contact the virtual machine operator.
2. Days to load trades.
This relates to the previous setting. If you have enabled trade history storage, this setting can adjust how many days of history will be kept. That is, limit OsEngine's RAM consumption to a certain level.
Enable as much as your bots need for calculations when restarting the program.
3. Keep candle history.
If true, OsEngine stores the candles it receives and creates in the OsData folder. Recommendation - true.
If enabled, all types of candles will be saved to the file system. Each connector has a separate folder. For ALOR, it looks like this:
The file names contain: <paper name>, <instrument class>, followed by the full configurations for the candles that were saved. In this way, bots share the same files with identical candle settings.
You should disable this only if your bots trade standard candles and do not look deeply into history. Or if they do not look at candles at all.
Also, if data saving functions to the file system are enabled, there will be load on the HARD Drive. If you have a remote server for 200 rubles/month, there have been cases where accounts were banned for frequent disk access. Those trading hundreds of instruments should keep this in mind. In such cases, you need to contact the virtual machine operator.
4. Candles to load.
Regulates the number of candles that will be loaded from the file system. Works if candle storage is enabled. It is recommended to keep no less than 200.
This is the number of candles that will be stored in the file system if the previous setting is enabled.
5. Bid Ask in trades.
Bid/ask data can be loaded into each trade. At any moment in time, when receiving trade information in bots, you can immediately see what is happening with the order book.
In the Trade class, it looks like this:
If this setting is switched to True, it also increases the load on the CPU and RAM.
6. Remove trades from memory.
Functionality that periodically clears all storage of trade data in the robot if set to True.
If the trade data is not used in the bots, it should be set to True. This helps save RAM.
Do not enable it if you are using custom candles! In this case, it should be set to False.
7. Remove candles from memory.
Functionality that periodically clears all storage of candles in the robot if set to True. The main chart remains unaffected. Only internal storages are involved.
Helps save RAM. Not recommended to enable for anyone.
8. Use Full Market Depth.
If true, complete order book data will be provided to the robots from the connector. Recommendation - false.
Full Market Depth:
Incomplete Market Depth:
When the order book is incomplete, the load on the CPU and core decreases. A little, but it's noticeable on weak machines.
9. Skip trades with the same price.
Very often in the trade feed, there are trades occurring at the same price and at the same time. These trades do not affect the formation of candlesticks. Moreover, for some instruments, the number of such trades can reach up to 30%.
You should set this option to True if:
1. You do not monitor the trade feed within the bots.
2. You do not monitor the volumes of the candlesticks within the bots.
With this option set to True, the load on the CPU and core decreases. A little, but it's noticeable on weak machines.
10. View Securities Button.
After connecting to any connector, you can see which securities are available for trading:
If there’s anything wrong with the information about the instruments, you can manually correct them. Here are the parameters you can adjust:
Wishing you successful algorithms!