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Date/Time: Tue, 23 Jan 2018 20:12:23 +0000



Post From: Bitmex group orderbook depth

[2017-12-02 18:22:38]
Sierra Chart Engineering - Posts: 56412
This is now resolved. Let us know if there any issues. The depth issues were resolved couple of days ago on one of our servers but we did not want to do the release to the other server until we were sure everything was OK.

We want to explain why there have been so many issues with BitMEX market depth. In the Crypto currency markets, there can be a large number of market depth levels, and for crypto currencies like Bitcoin with high values, they should be combined into a larger increment.

We had developed new code which does very efficient combining rather than performing a full combined of an uncombined order book at every price update. This was worked on by one of the newer developers, and there were some problems with this, but really this code should not be used with BitMEX now that they have increased the increment to .5. So we have simply removed this code. It will be worked on later as we work on integration to other crypto currency exchanges and update the integration to the existing exchanges.
Sierra Chart Support - Engineering Level

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Date Time Of Last Edit: 2017-12-02 18:26:19