well, this might be going a bit far, but it is certainly something to
think about.

However, in the case above a order is requested and not executed -
something which
if I remember correctly is signaled back to the client - and not
correctly used
(e.g., by either retrying or stoping the corresponding strategy that
produces non-executable orders).
I still see this as the underlying issue. It is, however, not up to me
whether this is fixed, because nonlinear does not see it as an issue.

On Mar 23, 4:47 pm, ShaggsTheStud <[email protected]> wrote:
> See below.
>
>
>
> > 1) Stability of JBT. It is certain that JBT is highly stable under
> > normal
> >   operation conditions. I am no exactly sure what brings JBT to a
> > stall, if a order
> >    is rejected due to too small account size, but I am worried that
> > this might
> >    hint to a deeper problem that JBT is not stable if unusual or
> > unexpected
> >    results come from from IB (or the expected and the real IB
> > behavior fall apart).
>
> I would call this a "behavioral issue".   One way around this is to
> implement a system where if JBT panics, it will attempt to close open
> positions (maybe it already does this, I haven't looked into it).  There are
> two methods.
> 1) Reverse all positions that JBT can assume that it opened.  Obviously
> there are problems if an order generated the panic, because then JBT can't
> really know for sure what positions are actually open.
> 2) Do a portfolio lookup and close positions of the security that are open.
> This would get really difficult if there are open positions that are being
> traded by another entity besides that JBT instance.   Probably the best you
> could do is lookup the position at startup, and try to return to that same
> position upon panic.
>
> Perhaps we could also create sort of a popup screen that counts down.  The
> two options would be "Continue" or "Halt trading".  After some visible
> timeout countdown the Halt Trading will be automatically selected.

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