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Date/Time: Fri, 29 Nov 2024 16:40:31 +0000



[Announcement] BitMEX testnet and mainnet trading

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[2016-03-19 03:48:57]
DTC Engineering - Posts: 320
Yes. Both.
[2016-03-23 03:40:49]
vbmithr - Posts: 204
Ok, you can go ahead for storing data from BitMEX data from my connector, please use "Bitsouk" (real data) and tell me if you have any problem with it. The symbols prefixed by . are indices, others are tradable symbols.
[2016-03-23 03:47:54]
DTC Engineering - Posts: 320
OK we will set this up.
[2016-03-23 17:55:28]
DTC Engineering - Posts: 320
When we tried to connect we got an "internal error" returned from the server in the logon response.
[2016-03-24 04:04:33]
vbmithr - Posts: 204
Fixed, I've revamped my auth process, if you just need data (the case here), please use an empty username.
BTW, SC freezes some seconds during the auth process, I'm wondering what happens there, I don't think it's my code since in empty username mode I reply immediately, if you have any idea…
Date Time Of Last Edit: 2016-03-24 04:12:47
[2016-03-26 06:19:57]
DTC Engineering - Posts: 320
We suspect the freezing is related to the insertion of Symbol Settings when the server is sending back security definitions for the symbols.

Make sure you are on the current version of Sierra Chart and clear out existing settings through Global Settings >> Symbol Settings >> Full Reset. This will make it much faster.

We still cannot connect using an empty username:
Bitsouk | Connecting to the server 37.187.116.20. Port 5569 | 2016-03-26 01:02:52
Socket (6) | Receive buffer size: 524288 | 2016-03-26 01:02:52
Socket (6) | Send buffer size: 32768 | 2016-03-26 01:02:52
Socket (6) | Connected. | 2016-03-26 01:02:52
Socket (6) | Starting TLS 1.2 connection. | 2016-03-26 01:02:52
Socket (6) | SSL connection established. | 2016-03-26 01:02:53
Socket (6) | Receive buffer size: 1048576 | 2016-03-26 01:02:53
Socket (6) | Send buffer size: 65536 | 2016-03-26 01:02:53
Bitsouk | Connected to server. | 2016-03-26 01:02:53
Bitsouk | Sending logon request message. | 2016-03-26 01:02:53
Bitsouk | Received logon response. | 2016-03-26 01:02:54
Bitsouk | Server Name: Bitsouk. | 2016-03-26 01:02:54
Bitsouk | Server protocol version: 7. Client protocol version: 7 | 2016-03-26 01:02:54
Bitsouk | Connection error: Internal error. | 2016-03-26 01:02:54

[2016-03-27 17:28:02]
vbmithr - Posts: 204
Done what you suggested, indeed it works much faster.
As for the unable to connect issue, I'm unable to reproduce. For me I have no problem logging in without login. Are you 100% sure that you did not send an username, like maybe an empty string or something?

Let me look at the logs.
[2016-03-27 17:32:05]
vbmithr - Posts: 204
Ok, finally seen your connection traces.
When you do connect, I have this:

{ Dtc_intf.Logon.Request.protocol_version = 7l;
username = "\000\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254";
password = <opaque>;
general_text_data = "\000\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\25
4\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254";
integer_1 = 0l; integer_2 = 0l; heartbeat_interval = 20l;
trade_mode = `Live;
trade_account = "\000\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254";
hardware_id = "\000\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\
254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254";
client_name = "Sierra Chart\000\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254\254" }

When I connect with my SC, I have this:

{ Dtc_intf.Logon.Request.protocol_version = 7l; username = "";
password = <opaque>; general_text_data = ""; integer_1 = 0l;
integer_2 = 0l; heartbeat_interval = 20l; trade_mode = `Live;
trade_account = ""; hardware_id = ""; client_name = "Sierra Chart" }

Any explanation?
[2016-03-27 17:37:31]
vbmithr - Posts: 204
Ok, so this is a "bug" in the way I extract strings from the datastructure. I require that all data after the first \000 should be \000. I'm gonna lift this restriction. It is however strange that your client sends a different msg than my client (latest SC prerelease 1388).
Date Time Of Last Edit: 2016-03-27 17:38:22
[2016-03-27 18:17:52]
DTC Engineering - Posts: 320
I require that all data after the first \000 should be \000

This could be because we use a debug build, but we will set all of the remaining bytes to zero after the first null terminator in a DTC message string.
[2016-03-28 01:50:41]
vbmithr - Posts: 204
Anyway this is definitely more "my" bug than yours. Fixing this.
[2016-03-28 01:55:17]
DTC Engineering - Posts: 320
Letting you know we can connect now.
[2016-04-02 22:57:49]
DTC Engineering - Posts: 320
We connected to Bitsouk without a username and made a market data request for all symbols but no market data is been received other than a small amount of data for .FCTXBT-PLNX on March 31.
[2016-04-02 22:58:37]
DTC Engineering - Posts: 320
We tried reconnecting just now and we cannot connect:
Bitsouk | Connecting to the server 37.187.116.20. Port 5569 | 2016-04-02 18:57:59
Socket (6078) | Receive buffer size: 524288 | 2016-04-02 18:57:59
Socket (6078) | Send buffer size: 32768 | 2016-04-02 18:57:59
Socket (6078) | Connected. | 2016-04-02 18:58:00
Socket (6078) | Starting TLS 1.2 connection. | 2016-04-02 18:58:00
Socket (6078) | SSL connection timed out. | 2016-04-02 18:58:10
Socket (6078) | SSL connection failed. | 2016-04-02 18:58:10
Socket (6078) | SSL object has been freed. SSL state is now disconnected. | 2016-04-02 18:58:10
Socket (6078) | Shutdown and closed. | 2016-04-02 18:58:10

[2016-04-03 00:08:12]
vbmithr - Posts: 204
Have an ugly issue of fd leak apparently… will keep you posted, sorry for this.
[2016-04-03 08:26:40]
DTC Engineering - Posts: 320
What is "fd"?
[2016-04-03 09:54:56]
vbmithr - Posts: 204
File descriptor
[2016-04-03 14:27:13]
vbmithr - Posts: 204
Ok, I think I fixed it, please try again when you have time.
EDIT: My data is corrupted in some way, let me fix it first.
Date Time Of Last Edit: 2016-04-03 14:44:29
[2016-04-03 15:34:08]
vbmithr - Posts: 204
Ok, try to go ahead :)
One day I hope I will manage to get this correctly!
[2016-04-05 03:54:01]
vbmithr - Posts: 204
Apparently not fixed yet.

I have now an error when trying to use SSL with SC, not sure what it is:

Socket (85) | Error reading. SSL Error: error:1408F10B:SSL routines:SSL3_GET_RECORD:wrong version number | 2016-04-05 11:50:52 *

[2016-04-05 03:57:26]
DTC Engineering - Posts: 320
This is from Open SSL.

So you can run an Internet search for it:
error:1408F10B:SSL routines:SSL3_GET_RECORD:wrong version number

Sierra Chart uses TLS version 1.2. So it seems as though this relates to the particular TLS version your server is running.
[2016-04-05 04:04:00]
vbmithr - Posts: 204
Yeah, I think it's my issue, let me fix…
[2016-04-05 04:20:03]
vbmithr - Posts: 204
Fixed, another really stupid bug introduced when trying to fix something else :/
[2016-04-10 04:43:40]
vbmithr - Posts: 204
Can you retry now?
[2016-04-10 23:42:06]
DTC Engineering - Posts: 320
Yes we are able to connect to the Bitsouk data feed. We are recording data for all of the symbols.

We will monitor this over the next couple of days.

Which one is the most active symbol?
[2016-04-11 01:04:00]
vbmithr - Posts: 204
The most liquid contracts are:

- ETH7D (7 days ethereum futures contracts)
- XBT42H XBT7D (resp. 1 day and 7 day quanto bitcoin futures contracts)

Probably the single most active one is ETH7D.
Date Time Of Last Edit: 2016-04-11 01:04:21

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