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Date/Time: Sun, 28 Apr 2024 09:35:43 +0000



Post From: How to disable orders being resubmitted

[2019-01-14 16:10:11]
User350717 - Posts: 10
I just had the unfortunate experience of having an order resubmitted multiple times due to an exchange overload. All of them hit the exchange at once and caused me to be in a very large losing position nearly 4x the size I had the order set as.

Now I am sure Sierra has removed any sort of liability for such an issue, but I would like to prevent it in the future by disabling order resubmitions since Sierra clearly cannot tell the difference between an order being rejected by the exchange or simply being delayed due to server overloads.

edit:
Log at time of error:

HTTPS www.bitmex.com:443 (1) | Creating socket. Using TLS 1.2. | 2019-01-14 10:05:23
HTTPS www.bitmex.com:443 (1) | Connecting to IP: 52.208.31.27. | 2019-01-14 10:05:23
SC DTC Data with Market Depth | Received security definition for symbol LTCH19-BMEX | 2019-01-14 10:11:40
SC DTC Data with Market Depth | Received security definition for symbol XRPH19-BMEX | 2019-01-14 10:11:40
SC DTC Data with Market Depth | Received security definition for symbol BCHH19-BMEX | 2019-01-14 10:11:40
SC DTC Data with Market Depth | Received security definition for symbol ADAH19-BMEX | 2019-01-14 10:11:40
SC DTC Data with Market Depth | Received security definition for symbol EOSH19-BMEX | 2019-01-14 10:11:40
SC DTC Data with Market Depth | Received security definition for symbol TRXH19-BMEX | 2019-01-14 10:11:40
HTTPS www.bitmex.com:443 (1) | Socket gracefully closed by remote side. | 2019-01-14 10:11:45
HTTPS www.bitmex.com:443 (1) | Signaling to core to close socket | 2019-01-14 10:11:45
HTTPS www.bitmex.com:443 (1) | Graceful close received or receive error. Shutdown complete. Closing socket now. | 2019-01-14 10:11:45
HTTPS www.bitmex.com:443 (1) | Closed. | 2019-01-14 10:11:45
HTTPS www.bitmex.com:443 (1) | Creating socket. Using TLS 1.2. | 2019-01-14 10:33:43
HTTPS www.bitmex.com:443 (1) | Connecting to IP: 54.76.147.246. | 2019-01-14 10:33:43
DTC Client socket (4) | Close event error. Windows error code 10053: An established connection was aborted by the software in your host machine. | 2019-01-14 10:36:04 *
DTC Client socket (4) | Socket receive error. Windows error code 10054: An existing connection was forcibly closed by the remote host. | 2019-01-14 10:36:04
DTC Client socket (4) | Signaling to core to close socket | 2019-01-14 10:36:04
DTC Client socket (4) | Graceful close received or receive error. Shutdown complete. Closing socket now. | 2019-01-14 10:36:04
DTC Client socket (4) | Closed. | 2019-01-14 10:36:04
SC DTC Data with Market Depth | Disconnected from the server. | 2019-01-14 10:36:04
SC DTC Data with Market Depth | Data feed disconnected. Will reconnect in 2 seconds. | 2019-01-14 10:36:04


Exchange shows 10:33.41 as the time the orders were submitted. I just had a stop-limit set and did not modify it or try to manually resubmit it at any point
Date Time Of Last Edit: 2019-01-14 17:45:21