Operational Tunables and Settings¶

tradedesk centralizes operational tunables — timeouts, retry counts, and polling cadences — in the tradedesk.settings module. Each setting has an environment variable override so operators can adjust behaviour without editing code.

Naming Conventions¶

• Suffix _S denotes a duration in seconds (float).
• Suffix _RETRIES / _ATTEMPTS denotes a count (int).
• Environment variable overrides are case-sensitive and default to sensible values if unset or unparseable.

For IG credentials (API key, username, password, environment, account ID), see tradedesk.execution.ig.settings.

Lightstreamer (Price Stream) Tunables¶

TRADEDESK_STREAM_SUB_MAX_RETRIES (default: 3)¶

Maximum retry attempts for a failed Lightstreamer subscription before giving up and logging an error. Count.

TRADEDESK_STREAM_SUB_RETRY_BASE_DELAY_S (default: 2.0)¶

Base delay for the subscription-retry schedule. Retries use exponential backoff with full jitter, bounded by TRADEDESK_STREAM_SUB_RETRY_MAX_DELAY_S:

delay = min(BASE * 2 ** retry, MAX) * uniform(0.5, 1.5)

where retry is 0-indexed. The jitter multiplier spreads retries across instruments so a group-wide subscription failure (e.g. IG 21 Invalid group) does not produce a thundering herd of synchronised resubscriptions. Seconds.

Example: with base delay 2s and max delay 30s, the deterministic part of the schedule grows 2s, 4s, 8s, 16s, 30s, 30s, … and each actual delay is then multiplied by a random factor in [0.5, 1.5).

TRADEDESK_STREAM_SUB_RETRY_MAX_DELAY_S (default: 30.0)¶

Ceiling on the deterministic part of the subscription-retry delay (before jitter is applied), bounding the exponential growth seeded by TRADEDESK_STREAM_SUB_RETRY_BASE_DELAY_S. Seconds.

TRADEDESK_STREAM_HEARTBEAT_SLEEP_S (default: 10)¶

Heartbeat monitor sleep cadence — how often the staleness check runs. Seconds.

TRADEDESK_STREAM_MAX_STALE_S (default: 300.0)¶

Default ceiling on stream silence before reconnect is initiated. Can be overridden per-instance via Lightstreamer(max_stale_seconds=...). Seconds.

TRADEDESK_STREAM_RECONNECT_DELAY_S (default: 5.0)¶

Default delay between reconnect attempts after a stale-stream event. Can be overridden per-instance via Lightstreamer(reconnect_delay=...). Seconds.

TRADEDESK_STREAM_SILENCE_SUPPRESS_S (default: 300.0)¶

Stream silence threshold beyond which heartbeat warnings are suppressed until data resumes. Avoids log spam during weekend market closes. Seconds.

TRADEDESK_STREAM_HEARTBEAT_SUPPRESSED_SLEEP_S (default: 60)¶

Sleep cadence used when heartbeat warnings are suppressed. Seconds.

TRADEDESK_STREAM_UNPRODUCTIVE_RECONNECT_CAP (default: 3)¶

Cap on consecutive unproductive reconnect attempts before UnproductiveReconnectError is escalated. A reconnect is "unproductive" when the LS connection reaches CONNECTED:* but no real-time updates arrive within TRADEDESK_STREAM_UNPRODUCTIVE_GRACE_S, or when the pre-reconnect IG /session refresh fails. Escalation surfaces the failure to the supervising process (systemd, orchestrator) so the host can restart instead of looping in-process forever with stale tokens. Count. Overridable per-instance via Lightstreamer(unproductive_reconnect_cap=...).

TRADEDESK_STREAM_UNPRODUCTIVE_GRACE_S (default: 60.0)¶

Grace window after CONNECTED:* to wait for the first real-time update before treating the session as unproductive. Tune higher if the stream subscribes only to long-period charts (e.g. ≥ 5MINUTE) where the first bar close may legitimately take longer than 60s. Seconds. Overridable per-instance via Lightstreamer(unproductive_grace_seconds=...).

IG REST: Authentication & Order Confirmation¶

IG_AUTH_MIN_INTERVAL_S (default: 5.0)¶

Minimum interval between successive IG /session auth attempts. Used to protect against the IG public-API key allowance. Seconds.

Important: Do not reduce this below 5 seconds; IG enforces rate limits on session creation.

IG_DEAL_CONFIRM_TIMEOUT_S (default: 10.0)¶

Maximum time to poll /confirms/{ref} for a non-PENDING dealStatus before raising TimeoutError. Seconds.

IG_DEAL_CONFIRM_POLL_S (default: 0.25)¶

Sleep between successive /confirms polls. Seconds.

Order Request Bus¶

TRADEDESK_ORDER_REQUEST_TIMEOUT_S (default: 30.0)¶

Safety-net timeout for request_order() to wait for the order handler to resolve the future. In normal operation the handler resolves synchronously inside publish(). Seconds.

Usage Example¶

Override settings via environment variables:

TRADEDESK_STREAM_MAX_STALE_S=60.0 \
IG_AUTH_MIN_INTERVAL_S=10.0 \
TRADEDESK_ORDER_REQUEST_TIMEOUT_S=60.0 \
python your_live_runner.py

Unparseable values are logged with a warning and the default is used:

TRADEDESK_STREAM_MAX_STALE_S=not_a_number python your_runner.py
# WARNING:tradedesk.settings:Invalid float for TRADEDESK_STREAM_MAX_STALE_S='not_a_number'; using default 300.0

Tuning Guidelines¶

• For reliable price streams: Increase TRADEDESK_STREAM_MAX_STALE_S if you experience frequent reconnects on high-latency connections (300s → 600s).
• For order confirmation: Increase IG_DEAL_CONFIRM_TIMEOUT_S if IG experiences elevated confirmation latency (10s → 20s).
• For backtest performance: Settings have no effect on backtest runs; they only govern live broker behaviour.

See Also¶

• tradedesk/settings.py — source code with inline defaults
• tradedesk/execution/ig/settings.py — IG credential and broker-specific settings