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  • QuantOffice Strategy Server Monitor
  • EPAM Systems all rights reserved, 2022

    QuantOffice Strategy Server Monitor

    Strategy Server Monitor allows monitoring the current system state. Use it to monitor Strategy Server as a whole and also individual strategies running on the server. Strategy Server Monitor application interface is divided into several sections:

    Home Screen

    Home screen displays information for all running on the server strategies, orders and open positions.

    Strategies

    In the Strategies section you can monitor all running on the server strategies in real-time. Use Positions and Orders buttons in the section header to display/hide information about all current orders and open positions.

    Refer to Strategies for more information.

    Positions

    Positions section can be displayed/hidden on the home screen by clicking Positions button in the Strategies section header. This section displays information about positions opened by all running strategies.

    1. Click Close Position to liquidate a specific position.
    2. Click Close All Positions to liquidate all open positions.
    3. Specify TIF and Account in the Close All Positions window.
    4. Click Ok to submit action.

    Click Active Positions to display all non-empty positions. Click Active Strategies to display open positions just for the running strategies.

    Refer to Positions for more information about each strategy open positions.

    Orders

    Orders section can be displayed/hidden on the home screen by clicking Orders button in the Strategies section header. This screen displays all orders placed by running on the server strategies in real-time.

    Refer to Orders for orders placed by a specific strategy.

    Strategies

    In the Strategies section you can monitor all running on the server strategies in real-time and display information for each strategy separately. Use Positions and Orders buttons in the section header to display/hide information about all current orders and open positions for all strategies.

    You can perform the following actions on each strategy:

    The main information table displays the following strategy parameters:

    Actions

    Charts

    Charts screen displays bar chart for the selected strategy. You can display a bar chart for a specific trading instrument (Symbol) and time range (Period). Besides the price bars, the chart also displays custom indicators' lines, trading P&L, and orders' fills indicators.

    Details

    Details screen displays information about positions opened during the specific strategy execution and profit and loss (P&L) for each instrument traded by the selected strategy.

    Refer to Positions for more information.

    Undeploy

    1. Click Undeploy button, associated with the strategy that you wish to undeploy, to invoke a confirmation dialog.
    2. Select Cancel orders.
    3. Click Ok to submit the action.

    Halt Trading

    1. Click Halt Trading button, associated with the strategy you are going to halt trading for to invoke a confirmation window.
    2. Click Ok to submit halt trading.

    Positions

    Click strategy Details on the home screen to open the Positions screen. This screen displays information about positions opened during the selected strategy execution and profit and loss (P&L) for each instrument traded by this strategy.

    1. Click Close Position to liquidate a specific position.
    2. Click Close All Positions to liquidate all open positions.
    3. Specify TIF and Account in the Close All Positions window.
    4. Click Ok to submit action.

    Click Active Positions to display all non-empty positions. Click Active Strategies to display open positions just for the running strategies.

    Orders

    Click Orders to navigate to the Orders screen from the strategy Details screen. Orders screen displays active orders placed by the selected strategy. You can use this screen to monitor strategy orders, place manual orders or cancel any or all active orders.

    Canceling Orders

    To cancel an active order:

    1. Click Cancel Order associated with the order that you wish to cancel to invoke a conformation window.
    2. Click Ok to submit. After you click Ok, the order disappears from the table.
    3. Click Cancel All Orders to cancel all open orders for a specific module.

    Manual Orders

    You may place an order manually for any strategy on the Orders screen by clicking the Create Order button.

    1. Click Create Order to invoke an order form.
    2. Select order type: Limit, Market or Stop.
    3. In the Symbols box specify the instrument for which you are going to create the order. You can enter the first letter and then select the symbol from the dropdown list, which contains all symbols from TimeBase.
    4. Specify order's Size and Price and other order-related information in the form.
    5. Define Time In Force, order Expiration Time, order Destination exchange, and the Account number from which the order is placed.
    6. Click the Sell/Buy button to submit the corresponding order.

    Statistics

    You may navigate to the Statistics screen from each strategy Details. This screen displays statistics for a specific strategy for the selected time period: Last Minute, Last Five Minutes, Last Hour or Last Day.

    Info

    You may navigate to the Info screen from each strategy Details. This screen displays information about the strategy, meta attributes, and streams:

    Order Log

    You may navigate to the Order Log screen from each strategy Details. This screen displays information for all orders placed by the selected strategy. Use time picker to set the query time range, display live or offline records, halt trading and export orders records to CSV format.

    Execution Log

    You may navigate to the Execution Log screen from each strategy Details. This screen displays information for all deals closed by the selected strategy. Use time picker to set the query time range, display live or offline records, halt trading and export executions records to CSV format.

    Server Info

    Server Info section allows monitoring the entire server in real-time. This screen can display the following information, depending on the specific server configurations:

    Server Information

    Stream

    From the Server Info you can navigate to other screens where you can monitor positions, orders and order logs, execution logs, and server statistics.

    Positions

    Server Positions screen displays all open positions on the server level in real-time.

    Orders

    Server Orders screen displays orders on the server level in real-time.

    Order Log

    Server Order Log displays logs for all orders on the server level. Use time picker to set the query time range, display live or offline records, and export orders records to CSV format.

    Execution Log

    Server Order Log displays information for all deals on the server level. Use time picker to set the query time range, display live or offline records, and export executions records to CSV format.

    Statistics

    The Statistics screen displays various server telemetries:

    You may want to display statistics in charts with different periods using top panel controls: Last Minute, Last Five Minutes, Last Hour or Last Day.

    Event Log

    Strategy Server logs.

    Halt Trading

    HALT TRADING

    Use Halt Trading button in the top right corner of the screen to stop all trading activity on a server. You can use this command to prevent new orders submissions and reject all orders.

    1. Click Halt Trading to halt trading for all strategies deployed to Strategy Server.
    2. Click Ok in the dialog window to submit halt trading.

    Logout

    Click Logout to log out of Strategy Server Monitor application when you have finished working or to switch between users.