BIG delay between order id received from place order API and timestamp showing up on kite web

tapanjbhatt
Hello,

As per our system logs, we have placed below orders at mentioned timestamps. These timestamps are printed after we received order id, that means the orders were sent to kite successfully. Note it carefully that these are market orders so we dont expect delay in execution as these are the most liquid instruments on indian bourses (NF and BNF current month futures).

09:30:00.398166 220509300395420
09:30:00.412167 220509300395421
09:30:01.061204 220509300395523
09:30:01.063204 220509300395522

However, these two orders got executed with 36 secs and 42 secs latency as shown on kite web:

09:30:37 220509300395522
09:30:43 220509300395421

So the question is, if orders were sent to kite at 9:30:01, why would they show up on kite web with timestamp 09:30:37?

We seriously suspect that kite place order API is causing big delays. It returns order id on timely fashion to us, but does not reflect on kite web at the same time. I saw other threads on this, and many users have been complaining this.

In your solution, please do not talk about COLO. We are simply not capable of it. All we expect is, if order id is we received at 9:30:01, they should show up on kite web at the same time. Execution may take 1-2 secs that is acceptable, based on quantity. Why kite web would show that order were sent 9:30:37, that is a very big why.

Please justify.
  • sujith
    What type of order is that?
    Are you referring to order_timestamp of the orderbook?
  • sujith
    Did you check the order history?
  • akraghavendran
    akraghavendran edited May 9
    i am Experiencing same delay today but time gap is about 10 seconds.
  • tapanjbhatt
    tapanjbhatt edited May 9

    @sujith ,

    order type: MARKET

    The delay i am observing in the order history, see the image attached:



    The order id's were received from kite place order id are taken from the our logs:

    09:30:00.412167 220509300395421
    09:30:01.063204 220509300395522

    So we received order id for both orders around 9:30:00 but order history shows it at 9:30:37 for one order and 9:30:42 for another.

    To simplify: kite order history shows one order was placed at 9:30:37, but we received order id at 9:30:00. So where was this order for 37 seconds?

    I hope I am able to clarify more now.
  • tapanjbhatt
    also to mention, delay occurred for only two orders out of four. two were placed and executed on correct time.
  • tapanjbhatt
    tapanjbhatt edited May 9
    @sujith ,

    Yes, we saw order_timestamp in ON_ORDER_UPDATE is also 'order_timestamp': '2022-05-09 09:30:37' for order id 220509300395522.

    But big question is, we have sent order at 9:30:01 and proof of it is we recieved the order_id.
  • rakeshr
    rakeshr edited May 9
    We inspected your order_id 220509300395522, and it was because of the higher than usual order queue at the today's market start because of market volatility. You can go through this article to know more.
  • tapanjbhatt
    tapanjbhatt edited May 24
    @rakeshr @sujith

    We are observing this issue during times other than the market start also. It's occurring consistently, see below order id and it's log:

    placing order for qty: 200 at time 2022-05-23 14:15:05.547956
    Order id added to Q at time 2022-05-23 14:15:10.998501. ID is: 220523302112561

    The "placing order" is printed before calling place_order API.
    The "Order id is added to Q" is printed immediately after place_order API returned order id.

    This order was not placed during market start, you see it was sent at 14:15:05 and in order book it shows at 14:15:10.

    Why this issue occurs during non market start also? I do not think it's exchange capacity issue as mentioned in above article. It seems to be the capacity issue of zerodha's (broker) own order queue.

    Can you give satisfactory answer here? We feel quite uncomfortable with this 5 sec delay.
  • tapanjbhatt
    @rakeshr @sujith @SRIJAN ,

    any update on this?
  • rakeshr
    Can you please give us order id's for the current day? So, we can inspect it in detail.
  • tapanjbhatt
    hi @rakeshr

    order id: 220526402241686,
    sent from our system at: 13:15:06.535000
    order book shows at: 13:15:25

    so 19 sec it took to execute.
  • rakeshr
    order id: 220526402241686
    We checked for this order and can see that, it was initiated at 26May2022 13:15:25.201593, with no time delay between order requested to order open pending at exchange. You can check order history for the same.
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