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Why CTP Position Updates May Lag After a Fill

Article vn.py community

Summary

A trader reports that a filled order appears before the corresponding position change becomes visible in the position screen. The reply explains that, when using the CTP gateway, positions are queried on a six-second schedule rather than pushed immediately. That polling interval can make a position update visibly lag the fill.

The exchange is a brief troubleshooting note, not a general comparison of gateway behavior or a measured latency study. It does not describe how to configure the polling interval, whether other gateways behave similarly, or how order and position events should be reconciled in a trading system. The explanation applies specifically to the stated CTP gateway behavior, so users should confirm the details for their own version and setup.

Key ideas

  • The reported delay is between seeing a fill and seeing the position change.
  • The reply attributes the delay to periodic position queries in the CTP gateway.
  • The stated query interval is six seconds.
  • The exchange does not establish behavior for other gateways or configurations.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.