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Date/Time: Thu, 28 Mar 2024 14:04:07 +0000



How to disable orders being resubmitted

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[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
[2019-01-14 18:10:51]
Sierra Chart Engineering - Posts: 104368
Sierra Chart has no functionality at all to resubmit an order. The issue must be somewhere else.

And we did carefully run a review just now to ensure that there is no resubmission code. That functionality just does not exist in Sierra Chart.


You can verify this yourself through the Trade Activity Log:
Trade Activity Log: Viewing Historical Trade Activity

Unless the problem would be at the HTTP level due to retries from a lost connection or a failed request related to pipelining, but the order quantity would not change in this case. We are going to look at HTTP related retries. And make sure there are no retries at that level. But as we said the order quantity would not change in that case.
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: 2019-01-14 20:48:04
[2019-01-15 18:03:05]
Sierra Chart Engineering - Posts: 104368
We want you know that we have spent a fair amount of time looking into this and the only potential of a resend of an order would be at the HTTP level and the most that potentially could occur would be a single retry. There is clear safety mechanisms in place to prevent anything further and that retry only occurs on a lost socket connection with no acknowledgment from the remote side. And this relates to pipelining support where a retry would be necessary in the event that the server does not support pipelining. And that retry would only be on a new connection to the server.

The problem is your log above does not show any reconnection to BitMex at the time so at this point this does not appear to have been an issue on the Sierra Chart side. We have heard about an issue like this one time before from someone in Russia and based upon what we are seeing here, we see no evidence that this was a problem at all on our side. And that is what we thought at the time as well.

Nevertheless we are still going to make some lower level changes to ensure there is no possibility whatsoever of even a single retry and we are going to remove support for HTTP pipelining because that whole concept is flawed to begin with. We have read that modern web browsers no longer have that enabled.
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: 2019-01-15 18:06:31
[2019-01-15 20:11:48]
User350717 - Posts: 10
Thank you, great support as always.

If it helps I did remember a crucial detail that led me to believe it may have been Sierra resubmitting orders - During the chaos a log window first appeared with the server overload error, I quickly closed it out and moved to cancel my pending orders (at this point the price had moved through them but they had not filled at all on my screen due to the overload), While attempting to cancel another log window appeared that I unfortunately only glanced at but I did see it said something about "resubmitting partial fills" or "resubmitting partial fill 1 of 11...2 of 11... etc."

I checked my trade activity log and it is quite suspicious. As far as I can tell, the log shows 2 trade errors due to overload, then one got through for a sum of 12,000 contracts, then the next line is my order to flatten the position of, now, 45.8k(!) contracts.

Looking at the log my only other theory is that I had modified the order a few times, but maybe there was an error that caused new orders on the exchange but sierra thought they were just modified?

Happy to send the activity log for the day if that would help.

Thanks!
[2019-01-16 01:07:52]
Sierra Chart Engineering - Posts: 104368
We can look at the log but the reason for the problem does not sound like anything that Sierra Chart would have done wrong based on what you are describing and also knowing how everything works and also based on the prior Message Log.

You need to follow through the instructions here:
Trade Activity Log Analysis: Support Assisted Trade Activity Log Analysis

There is no cost for the analysis in this case.
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: 2019-01-16 01:08:09
[2019-01-22 18:02:53]
User350717 - Posts: 10
Thank you!

Trading symbol: XBTUSD-BMEX
Time: 1/14/19 10:00am Eastern Standard Time, Bitmex overloaded around 10:33
account identifier: 732558
InternalOrderID: Orders 1736-1751. It was originally a bracket order and was edited several times. Order 1751 is the order I sent to Flatten the position. I believe I had an open position of -1200 at the start of the session, which would contribute towards the -45.8k position I ended up with before flattening.
Private File
Attachment Deleted.
[2019-02-13 06:36:20]
Sierra Chart Engineering - Posts: 104368
We are starting to look at this, although we are quite certain the issue was never on the Sierra Chart side. The log you gave above does prove that.

But we have sent BitMex this question about one of the orders:
A user modified an order and then this error was received: Invalid triggered: StopOrderTriggered. This is the order ID: ced3f002-4ebe-6bad-8c06-8b520588d66c  . The status also indicated rejected. But the order was not actually rejected because it later filled.

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
[2019-02-13 17:11:00]
Sierra Chart Engineering - Posts: 104368
In regards to this:
A user modified an order and then this error was received: Invalid triggered: StopOrderTriggered. This is the order ID: ced3f002-4ebe-6bad-8c06-8b520588d66c . The status also indicated rejected. But the order was not actually rejected because it later filled.

The problem was in the version you are running an order modification reject was not properly handled. This has already been resolved. You need to update to the current version of Sierra Chart:
Software Download: Fast Update

We have also reactivated your Sierra Chart account at no cost.
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: 2019-02-13 17:12:19

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