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Bitmex group orderbook depth

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[2017-08-31 08:37:06] #1 [Go To First Post]
N!co - Posts: 140
Hi, Could you please ad the option to group the orderbook depth each 0.5, 1, 2.5, 5, 10 or whatever multiplier of the ticksize right now the volatilitie of Bitcoin is way to big in order to use the chart DOM trading options and all its features attached a few examples of how the orderbook can be grouped in the BitMex frondend thank you very much !! Date Time Of Last Edit: 2017-08-31 16:52:35


orderbook3.png / V - Attached On 2017-08-31 08:36:08 UTC - Size: 727.67 KB - 681 views orderbook4.png / V - Attached On 2017-08-31 08:36:17 UTC - Size: 742.99 KB - 506 views orderbook5.png / V - Attached On 2017-08-31 08:36:26 UTC - Size: 1011.82 KB - 775 views Private File

[2017-08-31 16:50:47] #2 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We understand and we are developing this capability. 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

[2017-10-21 23:06:17] #3 [Go To First Post]
User198817 - Posts: 56
Any updates on this?

[2017-10-22 00:10:36] #4 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Yes, we will have this done in a few hours. 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

[2017-10-22 10:43:25] #5 [Go To First Post]
User198817 - Posts: 56
Very nice. Will it be a part of 1627 release? When is it due for release?

[2017-10-22 19:19:25] #6 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We did not get this finished last evening. We are working on this now. Just give us a few more hours. The lower-level details of the implementation are not likely to be completely as we want, but we are doing our best with this. There are some extensive changes which are needed that we cannot get done short-term. It should be reasonable for the time being. 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

[2017-10-22 19:30:23] #7 [Go To First Post]
User198817 - Posts: 56
Thanks for replying so swiftly. Looking forward to test the functionality.

[2017-10-23 04:24:27] #8 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Update Sierra Chart with Help >> Download Prerelease. Refer to: Software Download: Fast Update After this, go to the particular chart where you want to combine market depth values and select Chart >> Chart Settings >> Advanced Settings 3. Set the Market Depth Combine Increment in Ticks to the number of ticks you want to market depth prices to be in. This is going to reduce the number of depth levels displayed, but this will be improved upon in an upcoming version. 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: 2017-10-23 04:25:18

[2017-10-23 10:08:55] #10 [Go To First Post]
User198817 - Posts: 56
In Chart Settings -> Main Settings * Disabled "Auto-set from data feed" * Changed display format to 1 * Changed tick size to 1.0 In Chart >> Chart Settings >> Advanced Settings 3. Set increment to 10. I now have what looks to be what I wanted in the attached screenshot. Thanks very much.


ladder2.PNG / V - Attached On 2017-10-23 10:06:39 UTC - Size: 43.77 KB - 537 views

[2017-10-23 10:28:42] #11 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
Yes, post #10 does make sense. That is good. 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

[2017-10-30 14:18:17] #12 [Go To First Post]
User198817 - Posts: 56
Hi, There are some discrepancies in the orderbook / depth of market in the TradingDOM and probably elsewhere. I'm going to try to attach a video capture of the orderbook as displayed through websockets on the bitmex website and through their api in general, comparing it to Sierra Chart.


Private File

[2017-10-30 14:28:39] #13 [Go To First Post]
N!co - Posts: 140
are you refering to this ? Market Depth Combine Increment in Ticks.

[2017-10-30 14:41:24] #14 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We do not accept videos: Support Board Posting Information: Do Not Post Videos Unless Requested! We see you are using BitMEX Testnet which has different data compared to the BitMEX live system. Make sure you are using the service named "BitMEX" and not the one with Testnet. This is set through Global Settings >> Data/Trade Service Settings >> Service. 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

[2017-10-30 14:44:52] #15 [Go To First Post]
User198817 - Posts: 56
No, I'm not using the testnet. I'm trading live. Sorry for posting a video, i'll try to explain my self in pictures and word next time. Date Time Of Last Edit: 2017-10-30 14:46:36

[2017-10-30 14:57:47] #16 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
You can provide chart images which also show the market depth window. Refer to: https://www.sierrachart.com/index.php?page=PostingInformation.php#Image 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

[2017-10-30 16:52:58] #17 [Go To First Post]
User198817 - Posts: 56
I will not upload the chart as the guide you linked too is directing me to, since it includes my username and other identifiable information. I manually captured a screenshot, removing that extra information. Attached are two screenshots, one where the precision is divided by 10, the other without any modification. I use the following settings for the adjusted order book data. In Chart Settings -> Main Settings * Disabled "Auto-set from data feed" * Changed display format to 1 * Changed tick size to 1.0 In Chart >> Chart Settings >> Advanced Settings 3. Set increment to 10. As you can see, there are holes in the bid/ask on several price levels on the precision adjusted chart. What more information do you need?


image2.PNG / V - Attached On 2017-10-30 16:50:14 UTC - Size: 1.1 MB - 629 views image3.PNG / V - Attached On 2017-10-30 16:50:23 UTC - Size: 1.05 MB - 672 views

[2017-10-30 22:14:38] #18 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
You just needed to use Edit >> Screen Images >> Upload Chart and that will not include the attached Trade Window. Or you could detach the Trade Window and hide it. As you can see, there are holes in the bid/ask on several price levels on the precision adjusted chart. This can just simply be due to differences in rounding. We do not know how BitMEX does rounding. In Sierra Chart, when you are combining to 1.0 units, .5 through .9 is rounded up and .1 through .4 is rounded down. The other problem is when you are comparing the uncombined market depth in Sierra Chart to BitMEX, the BitMEX depth you are showing is still combining to 1.0. The only valid comparison is to look uncombined market depth data from BitMEX, and compare that to the uncombined market depth you see in Sierra Chart. 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: 2017-10-30 22:16:01

[2017-10-31 23:13:11] #19 [Go To First Post]
User198817 - Posts: 56
http://www.sierrachart.com/image.php?Image=1509491446358.png Here is chart, uploaded in the manner specified. A 1 million ask @ 6400 is not there. How is that a matter of rounding? I have other sources for this book and it is clearly there. I can give many other examples of data missing. I can't understand that this is a rounding issue. Is this an issue with Bitmex implementation of your DTC layer? Date Time Of Last Edit: 2017-11-01 18:25:02

[2017-11-01 18:24:49] #20 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
We are doing additional work related to the processing of the market depth data from BitMEX. Any issues that exist, we expect to be resolved. Just allow about another day or so. 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

[2017-11-03 17:52:24] #21 [Go To First Post]
User198817 - Posts: 56
Great. Let me know how it goes

[2017-11-03 18:20:45] #22 [Go To First Post]
Sierra Chart Engineering - Posts: 104368
This is taking more time than expected. We should happen this done today. 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

[2017-11-10 11:11:51] #23 [Go To First Post]
User198817 - Posts: 56
http://www.sierrachart.com/image.php?Image=1510312269128.png The market depth suddenly appeared strange today. Take a look at image. Price levels are missing data, some levels doesn't seem to refresh. Have restarted a SC a couple of times without luck. Every 2.5 ASK/BID is not there. PLEASE FIX ASAP. I can't be bothered with this ustability in the trading platform all the time. Date Time Of Last Edit: 2017-11-10 11:24:14

[2017-11-10 16:37:32] #25 [Go To First Post]
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: 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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