quik-lua-heartbeat

It's a simple lua script to track what's going on with a QUIK trading terminal. The script is to be run from inside QUIK so that it always knows what's happening.

The metrics file is meant to be polled by an external tool to write its updates for subsequent analysis & alerts if something goes wrong

Installation

1. Download this repo to the computer with QUIK to be monitored installed
2. Adjust the settings in heartbeat.lua if the default ones don't match your needs. This step is optional
3. Launch the terminal
4. Run heartbeat.lua via Services -> Lua scripts as you would run any other .lua script
5. If everything works as expected you'd end up having some data written into REPO_PATH\metrics\metrics.txt where REPO_PATH is the folder you installed this repo into.
6. After that configure your monitoring system to pick up the data from this file

Metrics format

Here's an example of a single line written to the metrics file:

1557650470:avg_ping_duration:0.093
1557650470:orders:32
1557650470:trades:39
1557650470:account_balance:0
1557650470:stop_orders:1
1557650470:futures_client_holding:1
1557650470:is_connected:1
1557650470:avg_rect:288
1557650470:max_ping_duration:0.281

The format is as follows: <timestamp>:<key>:<value>\r\n

• timestamp - UNIX timestamp indicating when the key/value was collected by the script
• key - what's tracked
• value - the value for the respective key

Configuration

The settings can be changed in the heartbeat.lua itself

• METRICS_PATH - where the metrics file needs to be written to
• REWRITE_EVERY_N_RECORDS - how often the metrics file needs to be truncated to avoid its infinite growth
• SLEEP_PERIOD_MSEC - the delay between metrics collection/writes. It's set to 1 minute by default. Feel free to set any meaningful value

Example

This is how it might look like when the metrics are dispatched to Amazon CloudWatch:

How to use it with AWS

Please check out this service - it solves exactly this problem on Windows boxes