Synthetic Strategy Engine Documentation
- Product Description And Architecture
- Installing The Synthetic SE Software
Configuring Synthetic SE
- Types of TT Synthetic SE Deployments for Market Data
- Configuration Files for 7.17.1 or Higher
- Configuration Files for 7.17.0
- Configuration Files for 7.3.X
- Configuring Synthetic SE with Dynamic Connections Enabled
- Determining TT Gateway Login Credentials with Dynamic Connections Disabled
- Configuring the Synthetic SE Fill Server
- Configure: Single-Multicast Network with Only Non-Coalesced Price Servers
- Configure: Single-Multicast Network with Coalesced and Non-Coalesced Price Servers
- Configuring a Multiple-Multicast Network
- Order Staging
Disconnects, Crashes, and Restarts
Synthetic SE responds to connectivity problems as follows:
- If X_TRADER loses connectivity with Synthetic SE, Synthetic SE continues to work the orders.
- If Synthetic SE loses connectivity to a TT Gateway:
- If Synthetic SE needs to submit an order to this to the TT Gateway on behalf of a synthetic order, Synthetic SE puts the synthetic order into Pulling state. When Synthetic SE reconnects to the TT Gateway, it puts the synthetic order into Unmanaged state.
- When Synthetic SE reconnects to the TT Gateway, it reconciles the status of all synthetic orders. It resumes working all synthetic orders it could successfully reconcile and puts the others into Unmanaged state.
- If all FIX sessions are disconnected, and the Order Server shows as down in Guardian, Synthetic SE acts as if it lost connectivity to a TT Gateway.
- If a FIX session is disconnected, but the Order Server
remains active in Guardian:
- The Order Server rejects new orders.
- Synthetic SE puts the is working orders into Unmanaged state.
Crashes and Restarts
Synthetic SE maintains the current state of all synthetic orders in a local cache. When Synthetic SE restarts (whether due to a crash or as part of general maintenance), Synthetic SE tries to reconciles the state of all synthetic orders. For successfully-reconciled orders, Synthetic SE resumes working the synthetic orders. Synthetic SE puts synthetic orders that could not be reconciled into Unmanaged state.
Synthetic SE maintains all unmanaged orders so that traders can track them to reconcile their order books. Orders in Unmanaged state cannot be restarted, only deleted. However, order parameters for unmanaged orders can be saved and re-loaded. For more information, see the X_TRADER Help System.