Support Board
Date/Time: Mon, 25 Nov 2024 14:54:04 +0000
Post From: Notice: Binance
| [2023-12-11 19:34:05] |
| Sierra_Chart Engineering - Posts: 17174 |
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Some additional changes with Binance completed and upcoming: 1. Market depth data has been removed (already stated and completed) 2. We determined, the interface we developed for Binance that we were using a single request for the best bid ask data for all symbols rather than individual requests. This caused all of the bid and ask data to be coming across a single connection rather than multiple connections that we implemented more than a year ago. This has been solved. And now the top level best bid and ask data is distributed across multiple connections. We use a single socket connection for every 10 symbols. A single connection should be sufficient and is cleanest, but due to the apparent small outgoing buffer size that Binance is using, it is a problem for them. It is this particular item, which should be the final item which will bring much more stability to the Binance feed. (Completed) 3. We are shuffling the list of symbols we get from Binance because we notice that the most heavily traded ones like BTC and ETH are at the beginning of the list. This places most of the bandwidth usage, on the first connection. The shuffling will bring randomization to all symbols across all of the different connections. (Completed) 4. We are setting up a second server to process Binance data, outside of the US. This will ensure there is no missed data at all from Binance. And reduces by 50%, when there is an interruption to Binance that you would notice it. Also, it ensures there is no missed data. Previously repeating this last point. (upcoming) Ultimately none of this should be necessary, other than item 4, and is only an indication of limitations on the Binance side. 4 was not previously done because we do not have other data servers outside of the US other than what we use for EUREX. 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, use the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2023-12-11 19:37:21
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