I have been using the API for the last few months. I have experiencing SEVERE delays with order executions. Comparing the timestamps I have found delays of 4-8- 12 (and up to 15!!) seconds from the time the order call has been placed to the time it is placed on the exchange - I am not talking about the time taken to fill a limit order.
Orders are placed during the morning opening time. I understand that there may be traffic. However, the delay of this scale is at the least undesirable and more so borderline unacceptable. I can share screen shots and order data with Zerodha support if needed.
@ forum users - does anyone else also observe something similar and how have you negotiated the delay.
@ Zerodha - is there a way of mitigating the delays and associated slippages/lost trades. I am already using limit orders.
Kite Connect is not meant for latency based strategies or HFT. We don't guarantee any timeline for carrying out a request. If you are looking for faster execution, I would suggest setting up a colo server at NSE. The cost is 18lakh upwards per annum. You can write to kiteconnect(at)zerodha.com for more information.
I would agree that there are no guarantees but it would be my aim to understand the boundaries that I would need to work to and any non=colo solutions around them. I do not currently run HFT strategies.
I am also looking to check if what I am seeing is normal and expected. I was also looking to poll other users to share their experiences.
@girish20099 I experience similar delays during peak time. Its Zerodha's RMS that is slow. I am looking into upstox now. But they also seem to have similar problems. Keep me posted if you find a solution
I just need to ask, if my api place order at 10:10:01:12456, it get processed at 10:10:03:21121, i can understand latency -- say 1 second or 1. some milliseconds, but it is of 2. some milliseconds, that too I am placing market order. How can I reduce it to 1 seconds. I am using python.
I would agree that there are no guarantees but it would be my aim to understand the boundaries that I would need to work to and any non=colo solutions around them. I do not currently run HFT strategies.
I am also looking to check if what I am seeing is normal and expected. I was also looking to poll other users to share their experiences.
is actual kite web and kite mobile oms server is in nse colocation or outside like amazon ?
You can go for a colo setup. You can write to kiteconnect(at)zerodha.com for assistance.
How can I reduce it to 1 seconds. I am using python.