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Date/Time: Fri, 29 Mar 2024 10:03:04 +0000



BitMEX testnet connection - unactual orders in SierraChart

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[2019-02-08 23:19:36]
User517260 - Posts: 97
Dear Support,
I wrote bot to work with BitMEX. I ran bot on BitMEX testnet. As you may see on first 20 seconds of video https://youtu.be/OuXsgiCP1Bk - Buy Stop order #258 in SierraChart list of orders is active and open. Bot is trying to modify it. But as you may see after 21st second of video on BitMEX order #258 was executed and is not active and return errors after bot is trying to modify this order. I use following code to get fresh data about orders:

//----------------------------------
s_SCTradeOrder OrderDetails;
sc.GetOrderByOrderID(OrderID, OrderDetails);
s_OrderInfo OrderInfo;
  
OrderInfo.OrderStatusCode     = OrderDetails.OrderStatusCode;
OrderInfo.Price1       = OrderDetails.Price1;
OrderInfo.AvgFillPrice       = OrderDetails.AvgFillPrice;
OrderInfo.OrderQuantity      = OrderDetails.OrderQuantity;
//----------------------------------

So, why does bot get wrong info about order #258?
As you may see on next video https://youtu.be/d1mJxd6nz5c next Sell Limit order #259 aslo is shown in SierraChart as active and open but in reality on BitMEX testnet it is closed.

It is a big problem because my customer trades by this bot and loses money on real account because of this problem. Please help me asap!

Waiting for your reply, Alex.
Date Time Of Last Edit: 2019-02-08 23:43:09
[2019-02-11 18:34:17]
User517260 - Posts: 97
I will be very thanksfull if you will reply today - we are stopped in work and trading because of this problem. Thanks, waiting for your reply asap, Alex.
[2019-02-12 19:11:45]
Sierra Chart Engineering - Posts: 104368
We are working on this now.
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
[2019-02-12 19:26:54]
Sierra Chart Engineering - Posts: 104368
Version 1873 should resolve the issue but we made some additional BitMex order update processing changes as well and we are releasing 1874 in about 20 minutes.
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 19:27:26
[2019-02-12 20:35:07]
Sierra Chart Engineering - Posts: 104368
1874 is now out.
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
[2019-02-12 22:42:02]
User517260 - Posts: 97
Thanks!
[2019-02-22 11:05:32]
User517260 - Posts: 97
Dear support, I'm still have strange things with orders in SierraChart - as you may see on attached screenshot - orders #215 and #216 have empty fields.
You also may look video https://youtu.be/Bk1roC-tYUI . Could you help me to understand a problem? I use 1875 version of SC.

Thanks!

Waiting for your reply, Alex.
imageTo SC support.jpg / V - Attached On 2019-02-22 11:01:18 UTC - Size: 562.23 KB - 299 views
[2019-02-22 16:22:49]
User517260 - Posts: 97
one more problem - like first one in this chat - SierraChart shows opened position but in reality BitMEX acxcount has no opened positions - you may se it on video https://youtu.be/DA8akzrPmHA it shown after 14:00 time of video. I restarted SierraCDhart, reconnected to BitMEX, it is testnet BitMEX account, not Live.

Waiting for your reply asap, Alex.
Date Time Of Last Edit: 2019-02-22 16:25:19
[2019-02-22 18:55:22]
Sierra Chart Engineering - Posts: 104368
First, we do not accept videos:
Support Board Posting Information: Do Not Post Videos Unless Requested!

In regards to post #8, refer to:
Trading Information Windows: Incorrectly Reported Trade Position Quantity
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
[2019-02-22 21:23:50]
User517260 - Posts: 97
Dear Support, I attached 2 screens, as you may see - we have open short position 215 contracts. During last hour we had problems with internet and after reconnects I see in SierraChart 5 fake trades. They also are printed to chart.

Trade >> Use Fill Calculated Positions-Global is Unchecked
Trade >> Trade Simulation Mode is Unchecked
DOM shows correct, only one short position 215 contracts

Please help us to decide this problem. Thanks! Alex.
Date Time Of Last Edit: 2019-02-22 21:49:15
imageFor support.png / V - Attached On 2019-02-22 21:23:40 UTC - Size: 312.97 KB - 308 views
imageFor support 2.png / V - Attached On 2019-02-22 21:23:44 UTC - Size: 435.55 KB - 308 views
[2019-02-24 02:31:34]
Sierra Chart Engineering - Posts: 104368
We are not understanding this. We cannot make any sense of these complex images. You need to understand what you are doing and explain it to us in an understandable way. We have no idea what is meant by a fake trade.

This is going to be chargeable, refer to:
Trade Activity Log Analysis: Support Assisted Trade Activity Log Analysis


We really do not want to look at this because we do not see this as anything being wrong on the Sierra Chart side.
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: 2019-02-24 05:06:38
[2019-02-24 05:05:58]
Sierra Chart Engineering - Posts: 104368
In regards to post #7, the issue with the buy/sell field being blank would mean that BitMex did not provide that field for that order and that order did not originally originate in Sierra Chart.

In the case of open/close, that field is not provided by BitMex:
https://www.bitmex.com/api/explorer/#!/Order/Order_getOrders
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
[2019-02-25 20:00:52]
User517260 - Posts: 97
As you may see on attached screenshot, there is short position XBTUSD-BMEXT 215 contracts. this position was really opened 2019-02-22 14:19:33 (105 + 20 + 10 + 80 contracts). It was filled Sell Limit order on level 3920,5.

After internet was reconnected - I found 5 ghost short trades with timestamp 2019-02-22 15:00:00.077 with same volume = 215 contracts for every of 5 trades with price 3928,5 as you may see on chart and in Trade Activity Log. But Orders and Positions show only 1 trade -215 contracts The rest 5 trades was unreal, fake trade. As you may see on second screenshot from BitMEX - only 215 contracts short position was really opened.

The question is - why fake trade are drawn on my SC chart and are present in Trade Activity Log and how I can avoid this in future?

Thanks, Alex.
imageFor support.png / V - Attached On 2019-02-25 19:48:18 UTC - Size: 312.97 KB - 277 views
imageFor support 2.png / V - Attached On 2019-02-25 19:57:29 UTC - Size: 435.55 KB - 302 views
[2019-02-28 07:24:29]
Sierra Chart Engineering - Posts: 104368
- I found 5 ghost short trades with timestamp 2019-02-22 15:00:00.077 with same volume = 215 contracts for every of 5 trades with price 3928,5
Check the Trade Activity Log for the underlying order fills. This would be a problem where BitMex is providing different fill execution IDs for these order fills.

And that is why you see duplicates because when missing order fills are downloaded from BitMex, if they are using different execution IDs for the same fill, there will be duplicates in the Trade Activity Log.


You just need to select those and delete them through the Trade Activity Log Edit 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: 2019-02-28 07:27:17

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