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Direct MessagesDate/Time: Sat, 20 Apr 2024 16:31:45 +0000
Wbsocket issues with Proxy
View Count: 1053
| [2019-02-02 21:03:20] |
| User852086 - Posts: 41 |
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Hi there I've been having issues connecting to the Bitmex webscocket via proxy on the current version. Logs BitMEX Trading Direct | Header line. Sec-WebSocket-Version: 13 | 2019-02-02 19:48:42 BitMEX Trading Direct | Header line. WebSocket-Server: uWebSockets | 2019-02-02 19:48:42 BitMEX Trading Direct | Header line. Strict-Transport-Security: max-age=31536000; includeSubDomains | 2019-02-02 19:48:42 BitMEX Trading Direct | Header line. | 2019-02-02 19:48:42 BitMEX Trading Direct | Web socket state is now open. | 2019-02-02 19:48:42 BitMEX Trading Direct | Connected to data and trading server. | 2019-02-02 19:48:42 BitMEX Trading Direct | Error sending message on WebSocket. | 2019-02-02 19:48:42 * BitMEX Trading Direct socket (1) | Buffer limit reached. Closing socket. | 2019-02-02 19:48:42 * BitMEX Trading Direct | Network socket for WebSocket has been closed by remote side. | 2019-02-02 19:48:42 It works direct and on older versions though. Can you please take a look when you get a chance. Date Time Of Last Edit: 2019-02-11 10:26:43
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| [2019-02-02 23:54:51] |
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This is very unusual to get a buffer limit reached. We cannot see technically why that would occur. We will add logging to see what the buffer limit actually is at the time this is encountered.
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: 2019-02-02 23:55:15
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| [2019-02-03 02:28:07] |
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Actually it just occurred to us why there is a problem. This will be resolved in the next release coming out tomorrow.
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 |
| [2019-02-05 11:56:35] |
| User852086 - Posts: 41 |
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I can confirm this problem has been resolved on the pre-release. Can you check why there is no data coming for short dated 4250 put strikes of Deribit |
| [2019-02-05 17:44:03] |
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We have reset the connection to Deribit on one of our servers. See if that resolves the issue.
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 |
| [2019-02-11 10:29:08] |
| User852086 - Posts: 41 |
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That works, Thanks, 1.I've noticed on the new versions coming this year handling of the orders has been deteriorated significantly on Bitmex. Is this something you are aware of and working to address? 2.Any plans to introduce Deribit to trade on? Bitmex is not very reliable for any intraday trading. If no, what solution would you recommend to integrate SC with external API (FIX or Websocket) for trade routing? Date Time Of Last Edit: 2019-02-12 08:56:10
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| [2019-02-12 18:22:58] |
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1. Not sure why you are saying this. It is the exact opposite. Although there generally has not been much change. We only corrected a couple of issues in recent months. But we did become aware today of a parsing error with our new updated JSON parser that has been fixed in Sierra Chart version 1873. But this was only an issue with versions released since near the end of January 2019. So not long. We are not aware of any outstanding issues on our side at all. 2. No but you could use the DTC Service in Sierra Chart to connect to a server you develop: Data and Trading Communications (DTC) Protocol Test Client 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 05:04:53
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| [2019-02-12 20:34:14] |
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1. If there is any outstanding issue we need to know precisely what it is and see if we can help with 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: 2019-02-12 20:34:41
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| [2019-02-13 02:44:43] |
| User852086 - Posts: 41 |
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orders are not updating (looks like a sync issues), working orders levels on DOM are out of sync, json parsing errors, etc..
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| [2019-02-13 04:07:11] |
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As we said above the parsing error has been solved in the Sierra Chart version 1873. Update immediately: Software Download: Fast Update The version you are running, has been locked out so when you restart you will not be able to connect anyway. working orders levels on DOM are out of sync, This sounds like a market data issue in which case we do not have control over 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: 2019-02-13 04:08:19
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| [2019-02-13 04:49:50] |
| User852086 - Posts: 41 |
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The out of sync/stale orders are always cleared on the restart in which case it makes me think this could be not related to the market data but the process in which this data is being handled by the software. Those problems appear to surface on the last few releases. For some reason also the positions are being displayed at different levels than on the bitmex.
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| [2019-02-13 05:03:16] |
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What is the purpose of telling us this, when we have told you to update to a new version which corrects a parsing issue of data on the websocket which carries order updates. For some reason also the positions are being displayed at different levels than on the bitmex. Refer to:Trading Information Windows: How Average Price for Positions Is Calculated and Used 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 06:03:29
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| [2019-02-13 05:16:08] |
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We think part of the issue here is we were not completely precise as to what our answers were in response to. orders are not updating (looks like a sync issues),, json parsing errors, etc.. These are directly related. This was our answer:As we said above the parsing error has been solved in the Sierra Chart version 1873. Update immediately:
Software Download: Fast Update working orders levels on DOM are out of sync In response to this we said:This sounds like a market data issue in which case we do not have control over it.
We thought you were referring to market depth data being that you already mentioned orders not updating previous to this. Our answer remains the same if this is the 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: 2019-02-13 05:17:20
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| [2019-02-13 07:28:15] |
| User852086 - Posts: 41 |
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I've been on the 1873 since pre-release due to the initial problems with the proxy/websocket Yet another problem with connection today BitMEX Trading Direct socket (1) | Socks5 sending connection instructions | 2019-02-14 18:42:01 BitMEX Trading Direct socket (1) | Socks5 connected | 2019-02-14 18:42:01 BitMEX Trading Direct | Opening WebSocket. | 2019-02-14 18:42:01 BitMEX Trading Direct | Sending WebSocket handshake. | 2019-02-14 18:42:01 BitMEX Trading Direct | Header line. HTTP/1.1 403 Forbidden | 2019-02-14 18:42:02 BitMEX Trading Direct | WebSocket not connected. Handshake acknowledgment: HTTP/1.1 403 Forbidden | 2019-02-14 18:42:02 BitMEX Trading Direct | WebSocket closed. | 2019-02-14 18:42:02 Regarding the DTC, From what I understand I need to connect my instance of SC as a client to my own DTC server for the order processing. Can you please suggest the protocol selection/flow past the SC instance in the high-level to point me in the right direction. There is no straight forward guide from what I can see. Date Time Of Last Edit: 2019-02-14 11:44:47
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