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Date/Time: Fri, 26 Apr 2024 15:17:45 +0000



bitmex live trading problem

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[2017-05-24 05:19:04]
User85195 - Posts: 60
for 2 days, I've been live trading bitcoins via Sierra Chart on bitmex.

everything worked on the first day. the orders I placed were displayed on Sierra chart, as well as properly synced on the bitmex web platform.

but today nothing worked. I was doing the same thing as yesterday. when I place an order, I can see it plus the attached orders on sierra chart, but not on bitmex webplatform. as soon as the order got triggered, it disappeared from sierra chart, no lines whatsoever indicating that I have a running position in the market. and on the bitmex platform, only the main order is shown. nowhere are both the attached orders.

so every time I had to manually place or adjust the stoploss or takeprofit orders. as a result, quite a bit of profit had evaporated and some unnecessary losses had occurred.

please tell me what is going on here. what happened to your integratipon with bitmex?
[2017-05-24 05:28:28]
Sierra Chart Engineering - Posts: 104368
First, is Trade >> Trade Simulation Mode disabled?

Sierra Chart does not use direct integration to BitMEX. It is through another software layer that they are running.


Could you follow through the instructions here:
Trade Activity Log Analysis: Support Assisted Trade Activity Log Analysis

There is no cost for this. So there is no need to make a payment for this.

If we are finding this is unreliable, then we will have no choice to drop support for BitMEX if this software layer is unreliable . We will then have to work on direct integration which we do not have time for now.

We cannot spend the time analyzing these cases if this is an ongoing issue and we cannot have cases where users are having these kinds of problems.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2017-05-24 05:30:24
[2017-05-24 21:55:33]
Sierra Chart Engineering - Posts: 104368
We do need to look into this.


Just let us know the approximate date and time this happened and the time zone, and the symbol and we will check the log files on our server. This is all that we need to know.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2017-05-25 06:51:20]
User85195 - Posts: 60
attached is my entire trade activity log from the last three days.

the problem started occurring from approximately two days ago (May 23 - ).

the symbol traded is XBTUSD-BMEX.

I have set the timezone of my charts to Tokyo time +9 JST.

I've got in touch with Bitmex customer support. they are also looking into this.
Private File
[2017-05-25 07:06:02]
User85195 - Posts: 60
as you can see from my activity log, the problem had been sporadic. today I placed a few orders. some of them got through no problem. others went haywire. there are still two limit take profit orders displayed on my SC chart at around 2480, when price has already climbed way past them. and I can't delete them from my chart. not even by freshing trade data from service.
image2017-05-25_15-57-16.png / V - Attached On 2017-05-25 07:05:57 UTC - Size: 18.63 KB - 341 views
[2017-05-25 12:21:09]
Sierra Chart Engineering - Posts: 104368
We are going to be analyzing this and contacting BitMEX about it. The problem with the status of open orders not being updated, is on the BitMEX side.

When there are so many problems like this, what we do is start with one or two of them. That should lead them in the right direction. Once one of them is corrected, others may be corrected. We do not want to make this too complicated at the start.

We have reset the connection to the BitMEX server and the open orders shown in post #5 which are no longer actually open, are now marked as canceled.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2017-05-25 12:31:21]
User85195 - Posts: 60
thanks for the update!

on the positive side, the last few orders I placed all went through without any problem. and even the manually placed limit orders on the bitmex platform got updated correctly on sierra chart. this is very puzzling indeed.
[2017-05-25 12:37:59]
Sierra Chart Engineering - Posts: 104368
There are definitely problems with this software layer that they are running. This is obvious and it needs to get resolved.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2017-05-27 00:18:37]
User85195 - Posts: 60
yesterday it was working most of the time. but it is completely broken now. sc is no longer syncing with bitmex
[2017-05-27 05:23:47]
Sierra Chart Engineering - Posts: 104368
We have reported to BitMEX the issue where when an order is no longer working, the updated status is not updated from the DTC connection from the server

The Trade Activity Log contain a lot of data, and it helps us tremendously when you give us a specific Internal Order ID of one of the orders with an issue. The problem is going to be resolved much more quickly by providing precisely the information requested here:

Trade Activity Log Analysis: Support Assisted Trade Activity Log Analysis

but it is completely broken now. sc is no longer syncing with bitmex
Not exactly certain what you mean by this wording, but we now have looked into a case where the BitMEX server is not processing the order sent by Sierra Chart. We have located several of those cases among your orders. We are going to submit one of them to BitMEX.

We also identified an issue on our side. Since BitMEX frequently adds and remove symbols, the Tick Size and Value Format for a symbol are determined from security definitions dynamically. Sierra Chart was not handling this exactly correct because it is somewhat nonstandard for how Sierra Chart normally handles these values. Therefore, the Value Format was defaulting to 0. This was causing order prices to be rounded off to the nearest 1 when submitting to BitMEX.

This is not the cause of any of the problems you have reported, but it is something which is now resolved in 1562 which we will release in about 20 minutes.

At this point, everything now is in the hands of BitMEX. We have done all we can.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2017-05-27 05:50:22
[2017-05-27 13:50:39]
User85195 - Posts: 60
symbol: XBTUSD-BMEX

identifier: 29299

date time: from 2017-5-27 6:29 to 13:39

time zone: Tokyo JST +9

internal order id: 1844 - 1889

service order id: looking back now, too many orders, not sure exactly which are the relevant ones. from 15459 to 16025

problem description: when placing orders with attached orders, only main order gets through. no attached orders appear on bitmex web platform. although lines were drawn on SC chart at the correct prices, when trying to modify these orders by dragging the lines up or down, immediately gets error message 'order modification failed'.
Private File
[2017-05-27 17:37:52]
Sierra Chart Engineering - Posts: 104368
This is what you are referring to:
Order modification failed | BitMEX order update (Order cancel/replace reject). Info: Order modification failed | Tick Size is not known. Unable to modify order

This is a new problem related to the changes we made to properly determine the Value Format and Tick Size for a BitMEX symbol. We are working on resolving this now.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2017-05-27 17:38:14
[2017-05-27 18:43:26]
Sierra Chart Engineering - Posts: 104368
when placing orders with attached orders, only main order gets through. no attached orders appear on bitmex web platform.
The reason for this is documented here:
Attached Orders: Handling of Attached Orders when Sierra Chart Intermediary Server is Used

Update Sierra Chart again with Help >> Download Prerelease to resolve the issue with order modifications. The version number will be the same.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2017-05-27 23:32:49]
User85195 - Posts: 60
thank you! I've just successfully modified orders by dragging. can not tell you enough how much this helps, you guys are geniuses and life savers!

another recurring though less urgent problem is that, sometimes an order can get partially filled, and then later the remainder also gets filled. the main order is correctly synced between SC and bitmex. but the attached orders are sometimes not correctly synced. like it just happened a few minutes ago.

symbol: XBTUSD-BMEX

identifier: 29299

date time: from 2017-5-28 8:11:29 to 8:16:02 time zone: Tokyo JST +9

internal order id: 2075 - 2079 ?

service order id: 16466 - 16471
Private File
[2017-05-30 05:07:05]
Sierra Chart Engineering - Posts: 104368

another recurring though less urgent problem is that, sometimes an order can get partially filled, and then later the remainder also gets filled. the main order is correctly synced between SC and bitmex. but the attached orders are sometimes not correctly synced. like it just happened a few minutes ago.

We have not yet gone through the Trade Activity Log for this but most likely this is caused by the same underlying issues we have already reported to BitMEX. Let us first wait until they get those resolved.


can not tell you enough how much this helps, you guys are geniuses and life savers!
We appreciate the comment, but this problem should never have existed to begin with.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2017-05-30 05:07:53
[2017-06-29 03:33:54]
Sierra Chart Engineering - Posts: 104368
another recurring though less urgent problem is that, sometimes an order can get partially filled, and then later the remainder also gets filled. the main order is correctly synced between SC and bitmex. but the attached orders are sometimes not correctly synced. like it just happened a few minutes ago.

Are you having this problem any further?
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2017-07-26 13:38:31]
User280716 - Posts: 4
Is Sierra Chart now running smoothly with Bitmex or are there still issues?
[2017-07-26 14:10:12]
Sierra Chart Engineering - Posts: 104368
Still issues, but we expect these to be cleared up in a couple of weeks.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing
[2017-07-27 13:00:48]
User280716 - Posts: 4
Ok thank you very much for the update!

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