Are Orders & Portfolio tied to the underlying broker, or just an estimated copy?

IB does not permit multiple logins to the same account. If you attempt to login to TWS it will log the algorithm out.

The algorithm models the portfolio of IB fairly accurately. Over the last 6 years, we've fine-tuned the models to be almost perfect. Each day the cash is synchronized at 745am to correct small discrepancies from interest rate charges etc

Hi;

Ok, good to know about no dual logins. When you say cash, I assume you mean cache (although checking as cash does have a legit meaning in your sentence).

thanks - dave

Hi Dave,

Not to speak for Jared but I think he meant cash and not cache here. Basing this on “to correct small discrepancies from interest rate charges etc”

Thanks!

Ok, so what if the following occurs:

1. Buy order on market passed to IB
2. IB buys the stock
3. IB replies to QC that the stock was purchased
4. QC receives the message packet and acknowledges packet receipt.
5. IB “knows” QC is aware of the purchase
6. QC is about to process the packet, adding this to the portfolio
7. The power supply on the server dies. Or the server is rebooted to apply an O/S update. Or…
8. The algo is restarted on another server

In this case, won't they now be out of sync as QC will never know that order was executed while IB is confident that QC is aware of it?

Or is this situation handled? For example, when the algo starts up does it ask IB for all recent transactions and then apply any it was unaware of?

??? - thanks - dave

ps - I ask because this was a giant issue in game programming (which I did back in the day) where each client game was using its cached values of what the server was at. You have to do that for performance reasons. And yet, as programmers are imperfect, they would get out of sync.

We had a number of tricks we used to synchronize at times without the user seeing a pause. But in a game we could also allow a divergence between client and server and the worst that happened was units died slower/faster than they should. In investing it's money.

IB retains the state / is the state-"master" and will restore the state on the next load of the algorithm.

We have dealt with most thread-safety issues over the last 6 years of live trading more than 250,000 user strategies. We cannot answer edge cases like described above in documentation because it's not applicable to most users.