Support Board
Support Board
Search Board
Control Panel
View My Posts / Threads
Direct MessagesDate/Time: Wed, 24 Apr 2024 22:10:02 +0000
Orders disappear during Bitmex system overload
View Count: 1611
| [2018-12-02 09:54:12] |
| anpy - Posts: 35 |
|
If I modify/move an attached order while Bitmex is overloaded the order will disappear from Sierra Chart. However the order is still shown in Bitmex web interface and modifying it from there seems to be the only way to get it back in SC. Thanks in advance!
|
| [2018-12-03 02:24:45] |
| |
|
This will be solved in the next release.
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 |
| [2018-12-13 13:17:56] |
| anpy - Posts: 35 |
|
Still happens in 1850. Should it be fixed in this release?
Date Time Of Last Edit: 2018-12-13 13:18:12
|
| [2018-12-30 18:00:30] |
| anpy - Posts: 35 |
|
Still an issue in 1852. Any ETA on this? thanks
|
| [2018-12-30 21:13:54] |
| |
|
We did resolve within a day of your request and if there still is a problem it would require more research but we are not able to spend the time on that now. We really do not like to spend our very valuable time on substandard interfaces like these crypto currencies exchanges have and come up with hacks to resolve things like this. The proper solution from their side is to have efficient systems like Sierra Chart has which do not overload. We are working on our own exchange. And then if her some reason a connection cannot be accepted due to an exceptional condition, it should just not allow the connection at all. It should not allow it and then subsequently not handle request properly if it is not capable of doing it properly. When there is a request for open orders and the server cannot serve those, it needs to reject the request. Sierra Chart already has proper handling for this condition. And it is being used in this particular case but we do not know what the issue is because it is not a condition which we can reproduce easily. 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: 2018-12-30 21:15:20
|
| [2018-12-31 21:38:20] |
| anpy - Posts: 35 |
|
I think you are usually way too quick to blame exchanges. From what I understand you are not sure what exactly causes the problem also you did not ask me to provide any logs or more detailed information but you already know that bitmex is to blame and that your own exchange will be the solution to all our problems. I'm sorry this is not helpful at all and leaves me with a critical issue. Even if bitmex was the most horrible exchange known to mankind I don't see any reason for orders which are evidently neither canceled nor filled to just disappear from SC. Date Time Of Last Edit: 2018-12-31 22:13:57
|
| [2019-01-03 18:06:40] |
| |
|
We understand the reason for the problem quite clearly. It is because when the open orders are requested and they are not provided, therefore they are determined to not exist and therefore they are marked to be in a canceled state within Sierra Chart. This is the proper behavior. However, there is special handling for checking for the type of response we think is coming where there are no orders provided and they are not cleared in that case but the response is obviously different than what we are expecting. We are going to add more logging into the next release and when you have the problem we want you to provide us the Message Log at that time to see exactly what they are sending. and that your own exchange will be the solution to all our problems. More than you realize. But obviously this is being done properly with a lot of consideration in so many different areas that it is not an easy project.
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: 2019-01-03 18:16:31
|
| [2019-01-04 10:03:45] |
| |
|
We have released version 1856 which has the additional logging so we can understand what needs to be done to prevent the issue, once we see the log during this overload condition.
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: 2019-01-04 17:34:02
|
| [2019-01-05 22:36:15] |
| anpy - Posts: 35 |
|
Thanks. I'm running 1856 and today I was able to reproduce the problem. Which logs do you need me to provide?
Date Time Of Last Edit: 2019-01-06 06:57:35
|
| [2019-01-06 00:20:05] |
| |
|
Provide a copy of the Message Log by following these instructions: Support Board Posting Information: How to Post Your Message Log (Required In Some Cases) When providing it, use the Send for Analysis command and it is important that you did not restart Sierra Chart after the condition occurred. And let us know when you do send the Message Log so we can look at it. 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: 2019-01-06 06:04:15
|
| [2019-01-06 17:30:45] |
| anpy - Posts: 35 |
|
I've just sent the message log after the problem occurred again. That was today at 18:19:50 UTC+1. However I don't see anything useful in the message log for this time. In the trade service log it's the usual "New order rejected - BITMEX Trading Direct error: the system is currently overloaded". Date Time Of Last Edit: 2019-01-06 17:41:59
|
| [2019-01-07 03:23:37] |
| |
|
If I modify/move an attached order while Bitmex is overloaded the order will disappear from Sierra Chart. However the order is still shown in Bitmex web interface and modifying it from there seems to be the only way to get it back in SC. Thanks in advance! Now that we have looked at the Message Log and we reread this, our understanding of the problem was not correct.At the time you notice a particular order "disappear", we want you to provide us the lines in the Trade Activity Log for that particular order and no other order. Here are instructions: Trade Activity Log: Providing Trade Activity Log Data Lines to Support Also tell us the internal order ID in case you happen to provide us more lines than just that order. 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: 2019-01-07 03:25:06
|
| [2019-01-07 08:34:56] |
| anpy - Posts: 35 |
|
ActivityType DateTime Symbol OrderActionSource InternalOrderID ServiceOrderID OrderType Quantity BuySell Price Price2 OrderStatus FillPrice FilledQuantity TradeAccount OpenClose ParentInternalOrderID PositionQuantity FillExecutionServiceID HighDuringPosition LowDuringPosition Note AccountBalance Order 2019-01-06 18:19:50.222 ETHUSD-BMEX ETHUSD-BMEX [M] 1 Min #1 | User order modification. Requested Price: 157.85. Requested Quantity: 1000 15038 8320e6c2-8306-74de-dee3-85eb29eb09e7 Limit 1000 Buy 156.85 Pending Modify 93799 Close -1000 default-volo.twconfig Order 2019-01-06 18:19:50.299 ETHUSD-BMEX New order rejected - BitMEX Trading Direct error: The system is currently overloaded. Please try again later 15038 8320e6c2-8306-74de-dee3-85eb29eb09e7 Limit 1000 Buy 156.85 Error 93799 Close -1000 default-volo.twconfig Date Time Of Last Edit: 2019-01-07 08:35:06
|
| [2019-01-07 08:53:57] |
| anpy - Posts: 35 |
|
...so the order modification request does get rejected by Bitmex and then the order disappears from the chart. The problem with this is that 1.) sometimes I think that the order was filled and only after some time realize that it's not or 2.) that an old order gets filled that I did not know still existed because it's not shown on the chart. Date Time Of Last Edit: 2019-01-07 08:58:18
|
| [2019-01-08 08:38:15] |
| |
|
The problem where an order goes into a canceled state after a failed modification or a failed cancellation, is now resolved with BitMex in version 1857.
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 |
To post a message in this thread, you need to log in with your Sierra Chart account: