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Binance Performance


thehodlr

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Hello!

I'm using MT as a front end for Binance.  I've noticed that quote and L2 data update much faster in the Binance desktop client.  I'm curious if this is just a limitation of the API or if you guys feel there is more performance to be gained in MT.  I know support is still in beta but curious to hear your thoughts.

Really enjoying the platform so far and can't wait to dig in further.

 

Thanks!

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there should definitely not be any difference - we use the Binance stuff regularly for very time sensitive trading. No problems. If you are seeing an issue, please send us the settings/log file:

Go to FILE / HELP => Send Log/Settings to support menu (from Dashboard or Portfolio)
Do not check any check-boxes.
Add the Post URL in the comment, as well as what you are seeing - how much of a lag? Level I? Level II?

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OK, log sent

Pretty much all data updates less frequently but the best example is DOM.  On the Binance desktop client, the book updates instantaneously when orders are filled.  Looking at DOM in MT it might take 3-10 seconds, sometimes longer.  I've put them up side by side on my desktop and the difference is huge.  All the L1 data is behind too though... candlesticks, portfolio, etc.

Order execution seems really fast though which is great.  Right now I'm just keeping Binance client open on second screen to catch reversal in real time while doing everything else on MT.  

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Ahhh!  It seems to have something to do with the number of symbols in open portfolio window.  I was monitoring 100 or so in a single portfolio... made a new portfolio with a single symbol and performance improved dramatically.

I'm running on an i5-2500K with 16gb RAM... not exactly cutting edge but even if I open the 100+ symbol porfolio and some charts, binance app, chrome, etc. I can't get CPU utilization to break 25% with RAM usage around 30%.

Any thoughts?

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when running their app, how many symbols are you tracking?

their API (well, frankly, the APIs for ALL crypto exchanges) sucks. BAD.  

We have to open a separate streaming connection internally for EACH pair vs just opening one and subscribing to quotes for whatever symbols we want. This is drastically inefficient. However, didn't see significant performance issue before. Will check.

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OK - thehodlr - I just ran with your setup (80 pairs) - on my machine, compared it to Binance's PC app and to the web site, and it was synced perfectly with both. Maybe a 0.01 sec delay from the app, but was hard to notice.

 

Is there a particular pair that you noticed the lag with or was it with all of them?

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I'm getting a similar issue with Binance. I have about 100 currency pairs in my portfolio and the live data stream was working well last week. Now, the backfill data still works, however live data updates only once every minute or so and I have no access to the level 2. 

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Hmmm getting the following error with latest build sometimes when I open DOM.  I should mention that I manually enter 8 decimals into the price inc setting in DOM

01/19/18 2:56:24 AM: MT.Util.MTErrorObj:  Type=Error Severity=Medium Action=Log, ShowIndicator, ShowToUser Code=DoStreamingSubChanges Message=Index (zero based) must be greater than or equal to zero and less than the size of the argument list.
Details=AppVer: 1.1.7177.2351 Err.Flags: Log, ShowIndicator, ShowToUser
System.FormatException:
   at System.Text.StringBuilder.AppendFormatHelper(IFormatProvider provider, String format, ParamsArray args)
   at System.String.FormatHelper(IFormatProvider provider, String format, ParamsArray args)
   at MT.RScriptBase.RUNTIME.Streamer_BINANCE.DoInitialBook(String scriptSymbol) in c:\Users\Admin\AppData\Local\2GK\Medved Trader\Temp\Compile\ujze3pci.0.cs:line 2179
   at MT.RScriptBase.RUNTIME.Streamer_BINANCE.SymbolsChanged(List`1 AddList, List`1 DeleteList) in c:\Users\Admin\AppData\Local\2GK\Medved Trader\Temp\Compile\ujze3pci.0.cs:line 1406
   at MT.Streamer.Streamer.DoStreamingSubChanges() in C:\MedvedTrader\MT\Streamer\Streamer.cs:line 3538

Log sent

Edited by thehodlr
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