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Direct MessagesDate/Time: Thu, 02 May 2024 11:05:27 +0000
Bitmex - rate limiting GET /api/v1/execution/tradeHistory
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| [2020-01-30 19:22:10] |
| T44 - Posts: 363 |
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I'm (trying to) run a relatively high frequency strategy through ACSIL + Sierra on Bitmex. Getting rate limited - today had my IP auto banned during volatile trading. Can you please confirm whether the Sierra Chart "cancel all orders" feature either 1) calls the "bulk cancel" feature in the Bitmex REST API; or 2) attempts to cancel each working order individually Also, Bitmex tell me that I was rate limited due to too many requests to GET /api/v1/execution/tradeHistory This isn't something I do manually, so could Sierra Chart Engineering please look at whether Sierra calls that more often than the exchange would like. Please see https://www.bitmex.com/app/restAPI#Rate-Limits |
| [2020-01-31 03:23:31] |
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2) attempts to cancel each working order individually Yes this is the case.Bitmex tell me that I was rate limited due to too many requests to GET /api/v1/execution/tradeHistory In the next release we make sure there are no more than 14 days requested. There could have been scenarios where a lot more days of data was requested.
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: 2020-01-31 03:23:53
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| [2020-02-02 09:34:22] |
| T44 - Posts: 363 |
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In the next release we make sure there are no more than 14 days requested. There could have been scenarios where a lot more days of data was requested.
In my case I was only connected for a few days. On the day I was rate limited, it was a busy day in the contract and I placed 5999 distinct trades. Could this have contributed to the issue? Thank you for addressing this in the next update. Date Time Of Last Edit: 2020-02-02 09:39:57
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| [2020-02-02 10:53:21] |
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We have absolutely no idea and we will not spend any further time on this at all.
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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