• No : 7903
  • Updated Date : 2019/11/25 08:07
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[J-GATE]Although Order rate limit is set in TradeGuard, Order exceeding this limit was not controlled. Why does this happen?

Although Order rate limit is set in TradeGuard, Order exceeding this limit was not controlled. Why does this happen?
Category : 

Answer

The excess of order rate limit in TradeGuard is judged with the execution information from the matching engine and the timer held by TradeGuard itself.
Therefore, even though number of orders in 0.1 second in your system are within Order rate limit, or
even though number of orders under the PTLG processed by matching engine in 0.1 second are within Order rate limit,
if TradeGuard received executions exceeding Order rate limit and processed within 0.1 second, Order rate limit is activated.
Users are requested to set the value more than controlled number of orders by TradeGuard.
Setting Order rate limit is to deter runaway of the system and hence, the value is not necessarily close to the level of instantaneous number of orders in the daily operation.