The first order after a quiet stretch fills slower than the rest
Posted: Sat Oct 31, 2026 11:01 am
Something that shows up in execution logs for anyone who looks: after the platform has been idle for a while, the first order often takes noticeably longer to confirm than the ones that follow.
Several things can sit behind it, and which one applies depends on the setup. An idle connection may have been quietly dropped by a router, firewall or gateway, so the first request has to re-establish the session before anything goes through. A VPS or computer may have throttled the network adapter or the process to save power. Cached routing or DNS entries may have expired.
None of this is visible on the chart, because price keeps streaming while the order path sits cold. The ping figure reflects the quote connection, not the cold order channel.
A cheap workaround some traders use is keeping the path warm with a harmless periodic request, though sending too many of those runs into the request limits that exist on most servers. Disabling power saving on the machine is a better first step.
Has anyone measured the gap between a cold first order and a warm one on their own setup, and how big was it?
Several things can sit behind it, and which one applies depends on the setup. An idle connection may have been quietly dropped by a router, firewall or gateway, so the first request has to re-establish the session before anything goes through. A VPS or computer may have throttled the network adapter or the process to save power. Cached routing or DNS entries may have expired.
None of this is visible on the chart, because price keeps streaming while the order path sits cold. The ping figure reflects the quote connection, not the cold order channel.
A cheap workaround some traders use is keeping the path warm with a harmless periodic request, though sending too many of those runs into the request limits that exist on most servers. Disabling power saving on the machine is a better first step.
Has anyone measured the gap between a cold first order and a warm one on their own setup, and how big was it?