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Date/Time: Wed, 15 Jan 2025 15:29:37 +0000



Post From: submitted Saturday

[2017-07-31 21:26:21]
User143414 - Posts: 18
Hello,

I submitted this (below) to Bitmex and SierraChart on Saturday. I submitted to SierraChart not through this support system but to support@sierrachart.com, so perhaps you didn't get it.

I realize this was Saturday, but the Bitmex brokerage was up and running. However, as you can see from the message that the integration with SierraChart was completely broken in the live market.

they told me they were fixing the problem. I will wait until after August 1st and then start testing again in the live market with tiny amounts, to watch the fills, and settlements, etc.

What do you think is going on here? Is Bitmex flaky? (I was a software engineer for many years...)

Also, I think last week I notified them and you, three or four times, that the Bid/Ask was broken in SierraChart data feed. I think it was Friday that it was broken most of the US trading day. Orders placed at bid and ask were completely wrong when the streaming was broken. The price chart worked as normal, but the bid and ask were wrong.

Well, I really like SierraChart, and I really ilke the Bitmex price action, and sure hope that this combination becomes stable without bugs, soon.

Please keep me posted of any issues...I want to go live soon with beyond test amounts, but need to know everything is solid...

Thanks


----------------------------------------------------------------------------------------------------------

I'm testing with just very small amounts Live

The DTC client in SierraChart, in this session, was not communicating well with the Bitmex DTC server....under these conditions it would absolutely be impossible to use SierraChart with Bitmex.

I would submit a Limit Order in SierraChart and it would remain in a Pending Open status. Then I would try to Cancel it in SierraChart, and perhaps it would remain in a Pending Cancel.

BUT some of them executed at the Bitmex exchange WITHOUT showing on the SierraChart as an open position.

I could manage the orders from the Bitmex Web interface, but on SierraChart it was TOTAL confusion.

I exited SierraChart, but the DTC connection still did not report an open position...et cetera.

This is a real mess...

Haven't you guys tested this interface?


===================================================================================================================


Trade Activity Log: File read result: 1125 records inserted. 152 fill records inserted. 0 records filtered. | 2017-07-28 23:20:23
Trade Activity Log: File date-time limits: Sim records date-time limit is 2017-07-14 00:00:00. Non-sim records date-time limit is 2017-04-27 00:00:00. Non-sim fill record date-time limit is 2016-07-29 00:00:00. | 2017-07-28 23:20:23
BitMEX | Requesting trade accounts from server. | 2017-07-28 23:20:33
BitMEX | Received 1 accounts from service. | 2017-07-28 23:20:33
BitMEX | Requesting historical order fills for all trade accounts. Number of days: 2 | 2017-07-28 23:20:33
BitMEX | Received 2 order fills. Inserting the ones that do not exist. | 2017-07-28 23:20:33
BitMEX | Requesting Trade Positions data. | 2017-07-28 23:20:38
BitMEX | No Trade Positions reported by DTC Server. Clearing existing Trade Positions. | 2017-07-28 23:20:38
BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429577. Service Order ID: 86608. Symbol: XBTUSD-BMEX | 2017-07-28 23:26:17 *
BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429578. Service Order ID: 86609. Symbol: XBTUSD-BMEX | 2017-07-28 23:26:27 *
Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429579 | 2017-07-28 23:29:36 *
BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429579. Service Order ID: 86610. Symbol: XBTUSD-BMEX | 2017-07-28 23:29:57 *
Order Error - 'Trade >> Trading Locked' is enabled. Internal Order ID: 429580. Service Order ID: (none). Symbol: XBTUSD-BMEX | 2017-07-28 23:31:46 *
Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429581 | 2017-07-28 23:34:06 *
BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429581. Service Order ID: 86611. Symbol: XBTUSD-BMEX | 2017-07-28 23:34:37 *
Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429582 | 2017-07-28 23:36:46 *
Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429582 | 2017-07-28 23:37:56 *
BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429583. Service Order ID: 86613. Symbol: XBTUSD-BMEX | 2017-07-28 23:37:57 *
Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429582 | 2017-07-28 23:39:06 *
BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429585. Service Order ID: 86615. Symbol: XBTUSD-BMEX | 2017-07-28 23:39:17 *
BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429584. Service Order ID: 86614. Symbol: XBTUSD-BMEX | 2017-07-28 23:39:17 *
Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429582 | 2017-07-28 23:40:06 *
BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429582. Service Order ID: 86612. Symbol: XBTUSD-BMEX | 2017-07-28 23:40:37 *
BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429587. Service Order ID: 86617. Symbol: XBTUSD-BMEX | 2017-07-28 23:47:47 *
Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429586 | 2017-07-28 23:47:56 *
BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429586. Service Order ID: 86616. Symbol: XBTUSD-BMEX | 2017-07-28 23:48:27 *
BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429588. Service Order ID: 86618. Symbol: XBTUSD-BMEX | 2017-07-28 23:52:18 *
BitMEX | Requesting trade accounts from server. | 2017-07-28 23:54:31
BitMEX | Received 1 accounts from service. | 2017-07-28 23:54:31
BitMEX | Requesting historical order fills for all trade accounts. Number of days: 2 | 2017-07-28 23:54:31
BitMEX | Received 2 order fills. Inserting the ones that do not exist. | 2017-07-28 23:54:32
BitMEX | Requesting Trade Positions data. | 2017-07-28 23:54:36
BitMEX | No Trade Positions reported by DTC Server. Clearing existing Trade Positions. | 2017-07-28 23:54:36
Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429589 | 2017-07-29 00:00:16 *
BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429589. Service Order ID: 86620. Symbol: XBTUSD-BMEX | 2017-07-29 00:00:48 *
Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429590 | 2017-07-29 00:06:46 *
Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429591 | 2017-07-29 00:06:46 *
BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429590. Service Order ID: 86621. Symbol: XBTUSD-BMEX | 2017-07-29 00:07:18 *
BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429592. Service Order ID: 86623. Symbol: XBTUSD-BMEX | 2017-07-29 00:07:48 *
Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429591 | 2017-07-29 00:08:06 *
BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429591. Service Order ID: 86622. Symbol: XBTUSD-BMEX | 2017-07-29 00:08:38 *
Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429594 | 2017-07-29 00:09:36 *
BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429593. Service Order ID: 86624. Symbol: XBTUSD-BMEX | 2017-07-29 00:09:38 *
BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429595. Service Order ID: 86626. Symbol: XBTUSD-BMEX | 2017-07-29 00:10:08 *
BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429594. Service Order ID: 86625. Symbol: XBTUSD-BMEX | 2017-07-29 00:10:08 *
BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429596. Service Order ID: 86627. Symbol: XBTUSD-BMEX | 2017-07-29 00:10:18 *
BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429597. Service Order ID: 86628. Symbol: XBTUSD-BMEX | 2017-07-29 00:10:18 *
BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429598. Service Order ID: 86629. Symbol: XBTUSD-BMEX | 2017-07-29 00:10:28 *
BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429599. Service Order ID: 86630. Symbol: XBTUSD-BMEX | 2017-07-29 00:11:18 *
BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429600. Service Order ID: 86631. Symbol: XBTUSD-BMEX | 2017-07-29 00:12:18 *
Unable to Flatten or Reverse because a Position does not exist. Working orders will be canceled | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | 2017-07-29 00:12:29 *
Unable to Flatten or Reverse because a Position does not exist. Working orders will be canceled | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | 2017-07-29 00:12:34 *
Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429601 | 2017-07-29 00:13:16 *
Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429602 | 2017-07-29 00:13:16 *
BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429602. Service Order ID: 86633. Symbol: XBTUSD-BMEX | 2017-07-29 00:13:48 *
BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429601. Service Order ID: 86632. Symbol: XBTUSD-BMEX | 2017-07-29 00:13:48 *
BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429603. Service Order ID: 86634. Symbol: XBTUSD-BMEX | 2017-07-29 00:14:48 *
Requesting order status for non-responsive order. | Symbol: XBTUSD-BMEX | TradeAccount: slulay:40872 | InternalOrderID: 429604 | 2017-07-29 00:16:26 *
BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429605. Service Order ID: 86636. Symbol: XBTUSD-BMEX | 2017-07-29 00:16:48 *
BitMEX order update (Order reject). Info: Order Error - Order timed-out waiting for response from service/exchange server. Internal Order ID: 429604. Service Order ID: 86635. Symbol: XBTUSD-BMEX | 2017-07-29 00:16:58 *



===================================================================================================================

transactTime  symbol  execType  side  lastQty  lastPx  execCost  commission  execComm  ordType  orderQty  leavesQty  price  text  orderID          
7/29/2017, 12:15:44 AM  XBTUSD  Trade  Sell  1  2676.9  37357  -0.00025  -9  StopLimit  1  0  2676.9  Triggered: Order stop price reached
Submitted via API.  2cc66596-2022-c6d0-6ea0-0c56bf3fb180    
7/29/2017, 12:10:53 AM  XBTUSD  Trade  Sell  1  2691.3  37157  0.00075  28  StopLimit  1  0  2690.3  Triggered: Order stop price reached
Submitted via API.  99a5477c-c899-5ff0-fbeb-114dac8a91b3    
7/29/2017, 12:10:06 AM  XBTUSD  Trade  Sell  1  2683.6  37263  0.00075  28  StopLimit  1  0  2683.5  Triggered: Order stop price reached
Submitted via API.  5bd3c38f-e706-cdcf-3d8c-2ddcf582ad13    
7/29/2017, 12:09:47 AM  XBTUSD  Trade  Buy  1  2686.2  -37227  -0.00025  -9  StopLimit  1  0  2686.2  Triggered: Order stop price reached
Submitted via API.  158ee261-5946-21a6-d678-c0ea325a76a6    
7/29/2017, 12:09:29 AM  XBTUSD  Trade  Buy  1  2688.2  -37200  -0.00025  -9  StopLimit  1  0  2688.2  Triggered: Order stop price reached
Submitted via API.  63f9feb6-f60b-3227-5f45-bc9af9aa384d    
7/29/2017, 12:09:04 AM  XBTUSD  Trade  Buy  1  2691.7  -37151  -0.00025  -9  StopLimit  1  0  2691.7  Triggered: Order stop price reached
Submitted via API.  8db7fa3c-a6f1-aba7-491a-88172f6f5d85    
7/29/2017, 12:08:30 AM  XBTUSD  Trade  Sell  1  2688.2  37200  -0.00025  -9  StopLimit  1  0  2688.2  Triggered: Order stop price reached
Submitted via API.  c97e0aec-b0cf-5e87-d229-b4eaabb630d0    
7/29/2017, 12:08:28 AM  XBTUSD  Trade  Buy  1  2683.6  -37263  0.00075  28  StopLimit  1  0  2683.6  Triggered: Order stop price reached
Submitted via API.  7413458a-4de5-a10f-67bb-09472af9823b    
7/29/2017, 12:05:15 AM  XBTUSD  Trade  Buy  1  2665.9  -37511  0.00075  28  StopLimit  1  0  2666.4  Triggered: Order stop price reached
Submitted via API.  19f88dcb-f289-69d7-c48b-e3dc236b9ec2    
7/29/2017, 12:04:58 AM  XBTUSD  Trade  Sell  1  2668.6  37473  -0.00025  -9  StopLimit  1  0  2668.6  Triggered: Order stop price reached
Submitted via API.  c785322e-3763-af97-ee2f-d6c0a02956cd    
7/28/2017, 11:59:34 PM  XBTUSD  Trade  Sell  1  2699.1  37049  -0.00025  -9  StopLimit  1  0  2699.1  Triggered: Order stop price reached
Submitted via API.  43a6669f-3084-aa1f-aa9c-a5f66e95890b    
7/28/2017, 11:36:51 PM  XBTUSD  Trade  Buy  1  2738.1  -36522  -0.00025  -9  StopLimit  1  0  2738.1  Triggered: Order stop price reached
Submitted via API.  0d3c58d8-f355-0252-6e5e-dc3cfbad7fe4    
7/28/2017, 11:35:33 PM  XBTUSD  Trade  Buy  1  2738.1  -36522  -0.00025  -9  StopLimit  1  0  2738.1  Triggered: Order stop price reached
Submitted via API.  2d0e78f4-08d0-44e4-6436-cb6963900715    
7/28/2017, 11:35:31 PM  XBTUSD  Trade  Sell  1  2737.9  36524  -0.00025  -9  StopLimit  1  0  2737.9  Triggered: Order stop price reached
Submitted via API.  8669a356-37d7-bb67-2b68-92ec8c8a6562    
7/27/2017, 8:53:59 PM  XBTUSD  Trade  Sell  1  2703  36996  0.00075  28  Market  1  0  2703  Submitted via API.  3978f678-044a-a482-455a-8019e42732bf    
7/27/2017, 8:53:46 PM  XBTUSD  Trade  Buy  1  2700.7  -37027  0.00075  28  Limit  1  0  2701.4  Submitted via API.  a5a31712-4e6d-4ba7-52a9-f7d7a573ade2    



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