AlgoTraderAlgoTrader Documentation

Chapter 28. Metrics

28.1. Configuration
28.2. Metrics Reporting

In Simulation Mode the performance objective of the system is high-throughput, whereas in Live Trading Mode the objective is low latency. To pinpoint potential performance bottlenecks, AlgoTrader has a built-in metrics functionality.

To enable this feature:

<event-type name="StatementMetric" class="ch.algotrader.vo.StatementMetricVO"/>

// in simulation
<metrics-reporting enabled="true" engine-interval="-1" statement-interval="86400000" />

// in live trading
<metrics-reporting enabled="true" engine-interval="-1" statement-interval="10000" /> 

AlgoTrader Metrics Reporting logs a detailed summary of all metrics as well as statement time consumption to the console. Displayed values are Execution time (in nano seconds) and Execution Count.

In Simulation Mode (if metrics are enabled) there will be a metrics report at the end of each simulation run