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Date/Time: Fri, 26 Apr 2024 05:00:06 +0000



Bitmex group orderbook depth

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[2017-11-10 16:37:32]
Sierra Chart Engineering - Posts: 104368
This is 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:
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[2017-12-02 13:01:32]
User198817 - Posts: 56
Ask side is not in sync with the actual market depth.

http://www.sierrachart.com/image.php?Image=1512219635920.png

Issue has been around the whole day.
Date Time Of Last Edit: 2017-12-02 13:42:29
[2017-12-02 18:22:38]
Sierra Chart Engineering - Posts: 104368
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

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: 2017-12-02 18:26:19
[2017-12-02 18:38:37]
N!co - Posts: 140
Support ,

I have to disagree with your statement "but really this code should not be used with BitMEX now that they have increased the increment to .5"
Bitcoin is VERY volatile
eazy it moves +300$ ( @0.5 that makes 600 ! ticks) in 1 minute , see screenshot
the DOM is nearly imposible to read without combining the increment of ticks
so please do NOT remove this code

also I want to ask you to resolve the issue in the following thread as it is related to this ( screenshot)

chart dom
Date Time Of Last Edit: 2017-12-02 18:40:34
imagebitmex_1min.png / V - Attached On 2017-12-02 18:37:56 UTC - Size: 27.02 KB - 389 views
imagechartdom.png / V - Attached On 2017-12-02 18:38:16 UTC - Size: 117.69 KB - 595 views
[2017-12-15 19:29:31]
rocdjc - Posts: 10
Can you please add decimal to the Advanced Settings "Market Depth Combine Increment in Ticks" please? Many Crypto coins are sub .0

Thank you.
[2017-12-15 19:36:48]
Sierra Chart Engineering - Posts: 104368
Can you please add decimal to the Advanced Settings "Market Depth Combine Increment in Ticks" please? Many Crypto coins are sub .0

No, this does not make sense because that setting is based on ticks. You need to alter the Tick Size to your requirements:
Chart Settings: Tick Size (Chart >> Chart Settings >> Symbol >> Symbol Settings menu)
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: 2017-12-15 19:37:54
[2017-12-15 19:44:19]
N!co - Posts: 140
Support ,

please adress this issue in this post

chart dom

i post it again here because it seems that the original post does not receive any response

thx
[2017-12-16 21:32:29]
Sierra Chart Engineering - Posts: 104368
We did respond already to that thread.
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

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