Ninjatrader start working slowly after connect through NtDirect.dll

[romulko]

Hello there.

I have java program (base on Spring Boot) that loads NtDirect.dll and connect to Ninjatrader through DllInterface. This communication work fine.

I've created simple strategy that:
1. Cancel all previous orders
2. Sends 10 buy limit orders after each bar close with fixed price gap between.
For example - if bar was closed on price 30.00, java sends 10 orders - 29.99, 29.98, 29.97...

There are ATM strategy with TP and SL 2 pips and local OCO simulation.

First 20-30 minutes everything works fine. Orders executes very fast. But after 30-40 minutes Ninjatrader start working very slow.

And when I stop my java program (respectively communication through dllInterface stops) - Ninjatrader start working as fast as at beginning.

Why Ninjatrader stucks after 30-40 minutes?

If you need any additional info - please let me know.
I can record a video session to reproduce this scenarios.

Thank you!

[NinjaTrader_ZacharyG]

Hello romulko,

Thank you for writing in.

Can you please provide a video demonstrating this? Do you see any errors appearing in your log? What is NinjaTrader's CPU usage in the Windows Task Manager when the platforms starts to work "very slow"?

[romulko]

Few words about java-client:

1. I load NtDirect into java like this:

http://take.ms/d2VNs

2. Then I create a command and send it to the NinjaTrader through NtDirect like this:

http://take.ms/UrMUn

Each command has next values (of course - action, stopPrice, orderId are different for each command):

command - PLACE
account - SIM101
instrument - CL 04-16
action - BUY
qty - 1
orderType - STOP
limitPrice - 0
stopPrice - 33.87
TIF - DAY
ocoId -
orderId - 91906F… (I generate it by calling dllInterface.NewOrderId())
strategy - atm

strategyId -

http://take.ms/AeR3g

3. I create additional thread in the java client with sleep interval for 1 second to determine of accepted order status by calling dllInterface.OrderStatus.

For example, if we have 10 pending orders dllInterface.OrderStatus function will be called 10 times per one second to determine order status.

That it. I think all these actions should not affect on NinjaTrader and should not make it very slow.

-------------

Here's the video session:

https://vimeo.com/155842317

password - ninjatrader

You can download this video with hight quality here:

https://docs.google.com/uc?id=0B9-J8ydYlQZETmhFQ1gwOTBHbnM&export=download

At the beginning NT process orders very fast. But after 15 minutes - CPU usage go up and windows of NT doesn't respond.

But what interesting - when I stop my java-client (26:23 time of the video) - everything with NT starts working fine.

Can you please give me any suggestion what to do? Thank you for your time.

[romulko]

Hello Zachary.
Maybe do you have any updates about this?

I can write a simple java spring-boot program that will demonstrate this issue, if this will help you. You'll be able to test it on your machine and take a look at the source code of java client.

[NinjaTrader_ChelseaB]

Hello romulko,

Support for using the NTDirect.dll is very limited.
I will not be able to accept or test your code created outside of the NinjaTrader Platform.
If you do have questions about the usage of the methods available I can assist with this.

Below is a link where using the NTDirect.dll and NinjaTrader.Client.dll is discussed among community members. Post #24 in this thread is an example application.
http://ninjatrader.com/support/forum...ead.php?t=6971