This is a mirror of the original BitMEX trollbox archive that used to be online here.
BitMEX disabled their archive after the DDOS attack so I have decided to make my mirror publicly available.

Well now, a few days after I made this mirror available to the public, the original archive from BitMEX is online again.
But since it is still limited (neutered to the last few hundred messages) I will keep my FULL mirror alive.

You have access to more than 50 million trollbox posts. This is more than 7 gigabyte of data hosted on a $5 server so please be patient or consider a donation

<<  >>  English  中文  Русский  한국어  日本語  Español  Français 
[2017-01-28 21:52:46] Ahhere : PARAFFIN: @-_-wair I'm nervous going long if you guys are long too.
[2017-01-28 21:52:49] PARAFFIN : -_-: OK
[2017-01-28 21:53:08] PARAFFIN : im always long
[2017-01-28 21:53:38] Ahhere : Always
[2017-01-28 21:55:00] arougkalos : whats the difference between xbt usd and xbtHusd?why someone to choose to trade xbtH instead of xbt?
[2017-01-28 21:58:42] BitMEX_Greg : arougkalos: XBTH is a future, expiry is in March. XBTUSD is a perpetual swap contract with no expiry. They are two different instruments.
[2017-01-28 22:00:39] arougkalos : and whats the point of this?is there anything special that will turn people to go to xbth instead of normal xbt and get in and out whenever they want?
[2017-01-28 22:04:30] BitMEX_Greg : You can enter and exit both contracts freely, The difference is that a future may trade at a significant basis (premium or discount) while the swap is anchored to the spot price. However the swap entails periodic funding payments, as such the two instruments have different needs for different types of traders
[2017-01-28 22:05:44] arougkalos : ok....thank you for the intro :)
[2017-01-28 22:06:22] arougkalos : i see you know what you are talking about
[2017-01-28 22:06:24] arougkalos : so tell me
[2017-01-28 22:06:29] arougkalos : long or short ?
[2017-01-28 22:06:30] arougkalos : :P
[2017-01-28 22:06:35] arougkalos : i am short
[2017-01-28 22:14:37] -_- : whales still not done selling. they got loads of btc to sell all the way up.
[2017-01-28 22:22:15] PARAFFIN : the drop from 1180 was crazy
[2017-01-28 22:51:56] cookielito : Hey guys can anyone tell me ehat the funding rate is?
[2017-01-28 22:52:03] cookielito : Cant see it on the phone
[2017-01-28 22:52:20] PARAFFIN : .008
[2017-01-28 22:52:37] cookielito : No more heavy duty negative rates
[2017-01-28 22:52:40] cookielito : Crap
[2017-01-28 23:58:05] Sultan Pepper : Yep, I held a 25x all-in long at 917 for 3 pay periods though! That was nice
[2017-01-28 23:58:49] Sultan Pepper : And I pushed out at 919 when the rates flipped back
[2017-01-29 00:15:20] Adriana : xmr pump. time to fomo buy
[2017-01-29 00:21:48] yungyang : too late fam
[2017-01-29 00:30:10] BTCKing : How come my withdrawals keep getting canceled?
[2017-01-29 00:30:59] BTCKing : I've been trying to get bitcoin out of here for 48 hours. It's only once a day they get processed and it's canceled twice, wtf?
[2017-01-29 00:31:58] sleger : arent you the scammer guy
[2017-01-29 00:37:26] Papou : are u confirming the withdrawl?
[2017-01-29 00:41:09] BTCKing : How do you confirm a withdrawal. What do you mean?
[2017-01-29 00:41:51] BTCKing : It says pending then I wait and after 13:00 UTC it says that it was canceled and the Bitcoin is left in my account
[2017-01-29 00:42:04] Papou : u have to click a link in ur email
[2017-01-29 00:42:07] Papou : to confirm
[2017-01-29 00:42:31] enki0182 : BTCKing: go long or short by 100x and wait 5 mins - account will be empty... problem solved
[2017-01-29 00:43:11] BTCKing : My accounts up because I don't do that...
[2017-01-29 00:44:06] BTCKing : Ah okay @Papou I didn't do that. That's why it's not working
[2017-01-29 00:51:15] ronensinger : enki0182: Hey enki
[2017-01-29 00:52:51] enki0182 : ronensinger: hiya
[2017-01-29 02:02:01] REKT : Liquidated short on `XBCH17`: buy 1000 @ 6369.5
[2017-01-29 02:34:16] Sultan Pepper : Yo this place is LIT
[2017-01-29 03:01:57] bullwhale : Sultan Pepper: awks
[2017-01-29 03:50:13] Ahhere : Sultan Pepper: @bullwhale lolz
[2017-01-29 04:44:58] Rado2 : BitMEX_Greg: .BVOL10M is reporting as 0 and messing up my MM bot
[2017-01-29 04:45:55] Rado2 : looks like it's back to 0.01
[2017-01-29 04:46:52] Rado2 : that was weird
[2017-01-29 04:49:51] micmix : Rado2: volatility indexes are rounded to 2 decimals and can be 0
[2017-01-29 04:53:22] micmix : 'indexes' or 'indices'? where is grammar police when you need it?
[2017-01-29 04:54:52] Rado2 : lol
[2017-01-29 04:55:24] Rado2 : micmix: back all the way to 0.11 now
[2017-01-29 04:55:49] Rado2 : when it went to 0 my bot executed all 3 of my step orders
[2017-01-29 04:56:10] micmix : 10m is not robust at all, jumps from 0 to 0.2 with no real volatility changes
[2017-01-29 04:56:36] micmix : Rado2: you have wrong math somewhere
[2017-01-29 04:56:36] Rado2 : I am noticing this first hand now
[2017-01-29 04:57:10] Rado2 : micmix: math is correct if the spread becomes 0
[2017-01-29 04:57:31] micmix : spread can't become 0, you should check for 1 tick
[2017-01-29 04:58:04] Rado2 : how is 1 tick going to help?
[2017-01-29 04:58:17] Rado2 : oh
[2017-01-29 04:58:18] Rado2 : I see
[2017-01-29 04:58:23] micmix : min spread is one tick, if it's already 1 tick it can't be improved
[2017-01-29 04:58:34] Rado2 : right
[2017-01-29 04:58:37] Rado2 : need to add this
[2017-01-29 04:58:48] micmix : yep, or you will end up paying taker fees
[2017-01-29 04:59:19] Rado2 : micmix: No, I have the parameter in my orders that will not allow taker fees
[2017-01-29 04:59:38] micmix : ok, that will save you ;-)
[2017-01-29 04:59:45] Rado2 : :-)
[2017-01-29 05:00:04] Rado2 : what should I use for volatility?
[2017-01-29 05:00:13] Rado2 : I know you said you calculate your own
[2017-01-29 05:00:24] micmix : calculate your own based on trade data
[2017-01-29 05:00:37] Rado2 : but is there anything simple I can use that is better than BVOL
[2017-01-29 05:01:11] Rado2 : micmix: based on BitMEX trade data?
[2017-01-29 05:01:32] micmix : even something simple like stdev of log change will work
[2017-01-29 05:02:34] micmix : bitmex trade data is the easiest way, look at BVOL formula in reference section and do something similar
[2017-01-29 05:03:05] Rado2 : thanks
[2017-01-29 05:03:23] Rado2 : will have to pull out the memories of my University years
[2017-01-29 05:03:48] micmix : np, but full disclosure: I'm not using bitmex trade data, I'm using data from multiple exchanges
[2017-01-29 05:04:05] Rado2 : I know
[2017-01-29 05:04:07] Rado2 : you told me
[2017-01-29 05:04:11] micmix : not using stdev either for that matter, but you asked for something simple ;-)
[2017-01-29 05:04:13] Rado2 : And I will get there one day
[2017-01-29 05:04:17] Rado2 : step by step
[2017-01-29 05:04:18] Rado2 : :-)
[2017-01-29 05:04:48] Rado2 : for me most important was that my logic makes sense and it's profitable
[2017-01-29 05:04:59] Rado2 : I think I have achieved this now
[2017-01-29 05:05:14] Rado2 : I have a list of things that I need to work on
[2017-01-29 05:05:17] micmix : that's great
[2017-01-29 05:05:19] Rado2 : need to prioratize :-)
[2017-01-29 05:05:31] Rado2 : prioritize
[2017-01-29 05:53:19] Apocalyptic : Rado2: is that you crowding the swap orderbook recently ?
[2017-01-29 05:53:55] Rado2 : Apocalyptic: lol
[2017-01-29 05:54:17] Apocalyptic : there's some new MM bot in town agressively killing the spread
[2017-01-29 05:54:45] micmix : ^^ that works until it doesn't when volatility returns :-)
[2017-01-29 05:55:01] Apocalyptic : micmix: can't wait
[2017-01-29 05:59:08] Apocalyptic : finally some action
[2017-01-29 05:59:45] Rado2 : Apocalyptic: I hated the 0.01 spread
[2017-01-29 06:00:01] Apocalyptic : Rado2: so you're not the one quoting it ?
[2017-01-29 06:00:34] Rado2 : no way
[2017-01-29 06:22:10] micmix : Apocalyptic: as far as I can see 1 tick spread is the result of multiple bots trying to outbid each other, it's not one MM quoting with 1 tick spread
[2017-01-29 06:23:55] Apocalyptic : micmix: that's sensible, but there's not really a way to tell
[2017-01-29 06:25:13] micmix : I can pretty much tell just by looking at the orderbook, I guess I've got a feel for it after staring at orderbooks for many years :smile:
[2017-01-29 06:25:55] Apocalyptic : micmix: how about this
[2017-01-29 06:26:22] Apocalyptic : it can be two bots trying to outbid each other, once the spread becames too tight one of the bots gives up
[2017-01-29 06:26:36] Apocalyptic : possibly resulting the other quoting the 1 tick spread
[2017-01-29 06:27:09] Apocalyptic : (which is a poor decision, but can happen if the bots doesn't have a floor on the spread)
[2017-01-29 06:27:40] thomaskikansha : wow suddenly the swap liquidity beats okc futures
[2017-01-29 06:27:41] micmix : that's exactly how it looks, 2-3 bigger ones plus 1-2 small ones
[2017-01-29 06:28:26] Apocalyptic : micmix: then this doesn't exclude the "one MM quoting with 1 tick spread" :)
[2017-01-29 06:29:51] micmix : Apocalyptic: no, it's two different bots, one on the bid side, another on the ask side. on regular markets you often have one MM on both sides with 1 tick spread
[2017-01-29 06:30:43] micmix : that's what I mean by "one MM quoting with 1 tick spread"
[2017-01-29 06:30:49] Apocalyptic : oh I see
[2017-01-29 07:04:50] Ugly_Old_Goat : Good evening ladies
[2017-01-29 07:09:21] Ugly_Old_Goat : March only 5 under, on its way to 20-30 over
[2017-01-29 07:11:10] Ugly_Old_Goat : If take out 930 tonight its off the races
[2017-01-29 07:11:46] micmix : okc quarterly is $901, it's not over
[2017-01-29 07:12:02] Ugly_Old_Goat : All those who got wiped out will be afraid to buy
[2017-01-29 07:13:34] Ugly_Old_Goat : It can end very quickly. My understanding is they are stuck with some very high loans and funds are tied up until they come due. but I don't trade on OKcoin, just hear about the problems
[2017-01-29 07:16:38] Ugly_Old_Goat : Had a minor coupe today. Decided to put 5% of my btc into XCP and averaged about 22. Shot up to 45 today. Looks like a solid platform. Got some ideas for it. Also bot some rate pepe cashtoday just for fun
[2017-01-29 07:36:43] Apocalyptic : micmix: any reason why the BVOL formula used by bitmex is a std-dev multiplied by the sqrt of the number of data points and not simply the stddev ?
[2017-01-29 07:40:08] Apocalyptic : seems like this has an impact of increasing the result when you have more data
[2017-01-29 07:40:51] Apocalyptic : without the data itself being more volatile
[2017-01-29 08:07:27] j8 : Apocalyptic: you multiply by a sqrt to change the units to daily, weekly or annualized volatility
[2017-01-29 08:08:49] Apocalyptic : j8: I don't follow, how does that change the units ?
[2017-01-29 08:09:26] Apocalyptic : you can have 500 data points or 1000 for the same amount of time
[2017-01-29 08:09:34] Apocalyptic : depending how you sample
[2017-01-29 08:09:39] j8 : it's the rule for time-scaling volatility, i guess based on random walk assumptions
[2017-01-29 08:10:34] j8 : if you have 1% daily volatility that implies 1%*sqrt(365) = 19.1% annualized
[2017-01-29 08:11:54] j8 : so if you use 288 5-minute samples for daily volatility, you multiply by sqrt(288), because you want it in daily terms, not 5 minute
[2017-01-29 08:12:46] Apocalyptic : j8: I see
[2017-01-29 08:13:09] Apocalyptic : but if I want just "instant" volatility I don't really need this scaling factor
[2017-01-29 08:13:44] j8 : it's just a scaling factor, doesn't change how "instant" the index is
[2017-01-29 08:13:58] Apocalyptic : indeed
[2017-01-29 08:14:57] j8 : but say you want to compare how volatile the last hour was compared to say weekly volatility. then you would want to do it in the same units
[2017-01-29 08:15:07] Apocalyptic : j8: the issue I was contemplating is that instead of having 5-minutes samples, my samples are direct trades
[2017-01-29 08:15:21] Apocalyptic : so my sample grows over time, until a certain max limit
[2017-01-29 08:15:57] Apocalyptic : and during this time, the formula would make volatility increase even though the new trades could all be at a constant price
[2017-01-29 08:16:09] Apocalyptic : see what I mean ?
[2017-01-29 08:16:45] Apocalyptic : because you just scale the thing you computed before
[2017-01-29 08:17:48] Apocalyptic : once the trade buffer is full, it indeed just becomes a constant scaling factor and it's not really an issue
[2017-01-29 08:18:28] j8 : yeah i think i dealt with that sort of thing a while back. one sec
[2017-01-29 08:19:16] Apocalyptic : I think I will just remove it
[2017-01-29 08:22:52] j8 : yeah so if you're accumulating more samples, you would still be multiplying by sqrt(288), not the number of samples
[2017-01-29 08:24:36] j8 : but if you're doing non-uniform samples (every trade) then things are gonna get complicated
[2017-01-29 08:28:37] Apocalyptic : j8: I admit the time non-uniformity does bother me a bit
[2017-01-29 08:28:56] Rado2 : j8 knows his shit
[2017-01-29 08:28:58] Apocalyptic : as It might skew the computations in a way I don't really want
[2017-01-29 08:29:08] Apocalyptic : but we'll see how it goes
[2017-01-29 08:30:50] j8 : well, you'll come up with something, which will be correlated to volatility at least :) what's it for?
[2017-01-29 08:31:05] Apocalyptic : j8: same thing as you I guess :)
[2017-01-29 08:39:07] j8 : i once got the idea that it would be cool to make a whole set of non-uniform indicators that update every tick... and pretty much gave up after EMA
[2017-01-29 08:39:57] Apocalyptic : heh, I was contemplating doing RSI that way
[2017-01-29 08:40:07] Apocalyptic : good thing I didn't start
[2017-01-29 08:40:51] Apocalyptic : but for some use of volatility I think on-tick updating makes sense
[2017-01-29 08:41:51] j8 : what i used to do was precalculate the next uniform sample on every tick
[2017-01-29 08:42:40] j8 : so if you're doing 5-minute samples you're calculating what the next one will be if the price doesn't change
[2017-01-29 08:43:01] Apocalyptic : that's smart
[2017-01-29 08:43:08] Apocalyptic : why are you no longer doing it ?
[2017-01-29 08:43:50] j8 : i still think it's a good idea, at the time it was for a very specific purpose
[2017-01-29 08:44:08] j8 : which was trading the BVOL futures, when they existed
[2017-01-29 08:59:43] Apocalyptic : j8: why were they discontinued ?
[2017-01-29 09:00:23] j8 : because no one wanted to trade with me :(
[2017-01-29 09:01:15] j8 : the liquidity was bad, no one really wanted to quote it
[2017-01-29 09:02:01] Apocalyptic : if you look at some alts here the liquidity is really bad too
[2017-01-29 09:02:41] Rado2 : Apocalyptic: it used to be better when they were moving
[2017-01-29 09:03:08] Apocalyptic : Rado2: when I came here there was this nice monthly LTC swap
[2017-01-29 09:04:36] Apocalyptic : and even when it wasn't moving much the book was thicker than LTC7D now
[2017-01-29 09:09:04] Derreck : so the Chinese New Year started. We have 2-3 days for the promised big moves
[2017-01-29 09:09:37] Yuppie : I am still happy and surprised with got some market makers here quoting reasonable sizes. After the massive selloff I expected most of them to be completely wiped out...very difficult to do good mm in such an environment
[2017-01-29 09:16:58] dodic : i kind of like quiet trollbox while i lurk smart people's bot conversations
[2017-01-29 09:17:18] dodic : Things were getting kind polo-ish
[2017-01-29 09:17:27] dodic : kind of*
[2017-01-29 09:22:19] Yuppie : Seems now mainly heavily involved people here
[2017-01-29 09:23:01] Yuppie : Who got nothing better to do on the weekend like myself ?
[2017-01-29 09:29:24] FreeBitcoins : BTC entering the last stretch of this triangle and will be forced to make a move. Expecting violent volatility to resume
[2017-01-29 09:36:32] Yuppie : Don't like the price action...just took some chips off the table
[2017-01-29 11:15:02] Ahhere : this is the worst time to be watching charts. setting alarms and going to live my life until bitcoin kicks asses again later today
[2017-01-29 11:18:01] micmix : Apocalyptic: yes, @j8 is correct. sqrt in the BVOL formula is time scaling factor based on the assumption that log returns follow GBM
[2017-01-29 11:19:43] micmix : Apocalyptic: using stdev and time scaling that way breaks down on shorter time intervals bc market microstructure noise starts to dominate and volatility becomes greatly overestimated
[2017-01-29 11:20:35] Apocalyptic : micmix: GBM ?
[2017-01-29 11:20:47] micmix : Geometric Brownian Motion
[2017-01-29 11:21:03] Apocalyptic : micmix: thank you
[2017-01-29 11:22:47] micmix : if you start using ticks with similar formula all your volatility comes from microstructure noise. prices are not continuous, they jump from bid to ask and back. that will be the main factor for high stdev
[2017-01-29 11:23:18] Apocalyptic : micmix: I'm experimenting this way of computation indeed
[2017-01-29 11:23:49] Apocalyptic : although on a large enough sample so that the noise is somewhat filtered out
[2017-01-29 11:24:33] Apocalyptic : even though as I take the log ratio of successive ticks it may still have an impact
[2017-01-29 11:25:20] Apocalyptic : I guess that way my measurement takes into account the spread as well
[2017-01-29 11:26:36] micmix : you will not be able to filter out that noise so easily bc spreads in bitcoin are quite large. there are different approaches to estimating high-frequency volatility, like multisampling, Zhou estimator and its modifications etc.
[2017-01-29 11:28:40] Apocalyptic : micmix: I'm not aware of these approaches, will research that
[2017-01-29 11:31:59] micmix : Apocalyptic: I'm not sure how deep you want to go. It's bitcoin, I'm pretty sure you can come up with something simpler that works reasonably well if you just want to adjust spreads based on volatility
[2017-01-29 11:32:57] Apocalyptic : micmix: it's always good to have some room for improvement and general ideas for how to do that :)
[2017-01-29 11:33:16] Apocalyptic : but yes I will start with something simpler and work up from that
[2017-01-29 11:34:23] micmix : yeah, don't overthink it too much ;-) (disclosure: I'm not a quant, I just play one in trollbox)
[2017-01-29 11:34:48] Apocalyptic : I'm quite sure you are, or used to be ;)
[2017-01-29 11:35:24] micmix : I'm a dev but I've been around some smart people :smile:
[2017-01-29 11:43:33] laisee : what micmix said. using a simple model u understand beats trying out complex stuff u dont.
[2017-01-29 11:44:28] micmix : Apocalyptic: found this to be a good intro if you want to dig deeper: http://cims.nyu.edu/~almgren/timeseries/notes7.pdf
[2017-01-29 11:44:49] micmix : what @laisee said ;-)
[2017-01-29 11:44:55] Apocalyptic : micmix: I hope those smart people won't come MM here :)
[2017-01-29 11:46:00] Apocalyptic : micmix: thanks for the link
[2017-01-29 11:46:20] micmix : no, those people have zero interest in our kiddie pools ;-)
[2017-01-29 11:47:32] laisee : heh, true. Bitmex is a shallow pool for the big sharks ... too much visbility.
[2017-01-29 11:48:29] micmix : I remember doing a presentation and showing monthly volumes on BTC/CNY markets (when those volumes where huge) and the comment was "Those must be daily volumes, they look way too small to be monthly"
[2017-01-29 11:49:04] micmix : so we are safe for now :smile:
[2017-01-29 11:51:51] Apocalyptic : "As mentioned above, if quote data is available the best price val- ues to use are the bid-offer midpoint, evaluated at the times of the trades." from your paper
[2017-01-29 11:52:01] Apocalyptic : this may be good enough for what I need
[2017-01-29 11:52:28] micmix : yep, should be, mid price is more stable
[2017-01-29 12:41:55] birdie numn : Trollbox - powered by chynabots
[2017-01-29 12:43:44] FreeBitcoins : Open value decreased by 1000 BTC
[2017-01-29 13:30:02] coolio : recent trades in XBTUSD spell out: 1337
[2017-01-29 13:31:30] enki0182 : coolio: your an old btce trader form 3 years ago arent you?
[2017-01-29 13:31:55] enki0182 : recognise the name.
[2017-01-29 13:32:17] Tetsuo : https://www.cryptocoinsnews.com/bitfinexs-hacked-bitcoins-move-5-recovery-bounty-offered/
[2017-01-29 13:32:30] Tetsuo : "“The hacker transferred the coins… to a variety of exchanges, some well known… Right now it looks like they are testing to see how different exchanges react to these initial small deposits.”
[2017-01-29 13:33:07] coolio : must be conquincidence, just picked a random cool nick
[2017-01-29 13:33:18] enki0182 : lol ok
[2017-01-29 13:33:48] Tetsuo : btce was "koolio" not "coolio"
[2017-01-29 13:35:24] Tetsuo : if the hacker who is now transferring coins to spot exchanges is also the one with the 380k contracts (probably short) position on okcoin then....
[2017-01-29 13:39:03] enki0182 : Tetsuo: thanks... was not blaming coolio for koolio's stuff.... at the same time I think the finex hackors will be caught and punished.
[2017-01-29 13:39:57] Tetsuo : how many times before have exchange "hackers"(aka insiders/owners) been caught and punished?
[2017-01-29 13:40:12] Tetsuo : 1 out of 10?
[2017-01-29 13:40:16] Tetsuo : 1 out of 50?
[2017-01-29 13:52:45] enki0182 : they will be caught and punished
[2017-01-29 13:55:48] enki0182 : when further regulation come in it will be retrospective- and if you dont think the alphabet agencies got the tech to track it - you aint got the knowledge to be a hacker. ao i advise behaviour. (good behaviour). The very element of btc and others is watched closely.... and will some into, under thir won rules.
[2017-01-29 13:56:06] enki0182 : and they aint gunna let any amount over $10k go to waste
[2017-01-29 13:57:15] enki0182 : be warned. be legit from the start - or face it later.
[2017-01-29 14:04:41] enki0182 : and stay tf away from monero.
[2017-01-29 14:05:36] enki0182 : be legit - or be incarcerated - be wrned.
[2017-01-29 14:05:48] enki0182 : peace... goodnight.
[2017-01-29 14:15:02] Apocalyptic : enki0182: coolio was a guy hanging out on IRC too
[2017-01-29 14:15:34] coolio : lol, lets change the nick to avoid confusion
[2017-01-29 14:15:35] Apocalyptic : he overdosed a couple years back
[2017-01-29 14:18:10] enki0182 : sorry to hear that - but still a msg to btcers... be legit - or get fd. seriously. no running or hiding... and pay the taxes owed in your "state" of the planet.
[2017-01-29 14:19:57] enki0182 : Im a "believer" and those that aint buyin btc now - will be in two years... keep ya shit clean.. pay ya taxes and be happy.
[2017-01-29 14:20:21] enki0182 : im out.... sorry to hear the bad news,
[2017-01-29 14:20:43] enki0182 : OD serious... I do understandd
[2017-01-29 14:20:49] enki0182 : bye
[2017-01-29 14:21:24] enki0182 : and the fenix hackers - they gunna be caught. sure as hell.
[2017-01-29 14:21:27] enki0182 : bye
[2017-01-29 14:25:15] Tetsuo : Apocalyptic: btce koolio really dead?overdosed on buyin too much LTC>30$?
[2017-01-29 14:27:13] Apocalyptic : Tetsuo: I don't know about kooli with a 'k', but coolio really dead
[2017-01-29 14:27:36] Tetsuo : ok, thx
[2017-01-29 14:45:53] yungyang : Apocalyptic: HAAAA
[2017-01-29 17:17:32] birdie numn : quick, a bandaid! btc is bleeding out
[2017-01-29 17:22:01] REKT : Liquidated long on `XBCH17`: sell 1700 @ 6304.5
[2017-01-29 17:42:21] REKT : Liquidated long on `XBTUSD`: sell 3500 @ 915.40
[2017-01-29 17:42:21] REKT : Liquidated long on `XBTUSD`: sell 10390 @ 914.90
[2017-01-29 17:42:22] aethlios : DUUUUUUUUUUUMP.
[2017-01-29 17:42:26] REKT : Liquidated long on `XBTUSD`: sell 6800 @ 914.81
[2017-01-29 17:43:27] Derreck : that was quick
[2017-01-29 17:44:17] thomaskikansha : dipped $6 bought back up in 1 minute
[2017-01-29 17:44:46] -_- : xbth17 yeah cause it follows 0kcoin quarterly which doesnt take much
[2017-01-29 17:45:01] -_- : shit dumped $7 on 10,000 contracts being sold
[2017-01-29 17:45:31] -_- : 1 dump on 0kcoin.cn and down we go
[2017-01-29 17:48:20] Tetsuo : okcoin.com quarterlys are not following okcoin.cn anymore, it´s a beast of it´s own
[2017-01-29 17:49:46] Tetsuo : woodkunts quarterlys are the new spot
[2017-01-29 17:53:35] Tetsuo : http://www.imdb.com/title/tt5028002/plotsummary?ref_=tt_ov_pl new amazon series ´focused on digital currencies
[2017-01-29 17:53:44] Tetsuo : pilot was pretty good
[2017-01-29 18:00:01] Ahhere : Nice to see a big volume bar finally shame no real movement. Soooon
[2017-01-29 18:29:57] MKARAMI : I cannot amend or cancel my order!
[2017-01-29 18:30:17] sleger : which one ? I can hit it maybe ?
[2017-01-29 18:30:39] Rado2 : MKARAMI: try refreshing your page
[2017-01-29 18:30:43] Rado2 : maybe it was executed
[2017-01-29 18:33:56] REKT : Liquidated long on `XBTUSD`: sell 3600 @ 913.70
[2017-01-29 18:48:16] REKT : Liquidated long on `XBTUSD`: sell 200 @ 913.63
[2017-01-29 18:57:13] Noobz : So much for the 930-940-950 this weekend
[2017-01-29 18:57:21] REKT : Liquidated long on `XBTUSD`: sell 8081 @ 913.43
[2017-01-29 18:57:29] Yuppie : Unbelievable again weaknesd of future vs spot
[2017-01-29 18:58:16] REKT : Liquidated long on `XBTUSD`: sell 2150 @ 913.21
[2017-01-29 18:58:16] REKT : Liquidated long on `XBTUSD`: sell 10500 @ 913.18
[2017-01-29 19:01:04] Yuppie : Moved more funds to okcoin future at 20 dollar discount over there
[2017-01-29 19:01:55] Yuppie : Seems best value if you want to go long
[2017-01-29 19:04:08] j8 : yeah that okc quarterly has been bearish as hell. it's actually more like 25-30 dollar discount relative to their index
[2017-01-29 19:04:34] sleger : yes i just bought some at 32
[2017-01-29 19:11:23] j8 : market is acting like it's a confirmed downtrend when it's not. good opportunity for contrarians
[2017-01-29 19:15:25] Tetsuo : good opportunities rarely last that long
[2017-01-29 19:31:17] Ahhere : Buy when theres blood in the band aid?
[2017-01-29 19:39:07] KyllingLolsson : duummppp
[2017-01-29 19:39:39] KyllingLolsson : target 870?
[2017-01-29 19:39:57] Ahhere : KyllingLolsson: dump for amoebas
[2017-01-29 19:40:11] KyllingLolsson : eh
[2017-01-29 19:40:28] KyllingLolsson : long for trump supporters
[2017-01-29 19:41:11] Ahhere : tiny
[2017-01-29 19:41:43] Ahhere : hands
[2017-01-29 19:45:17] Ahhere : this place was more fun when noganoo was still around anyone else miss that degenerate?
[2017-01-29 19:46:59] rapidgains : sorta
[2017-01-29 19:55:33] Tetsuo : no
[2017-01-29 20:01:03] Ahhere : So 66% miss noganoo is that enough to resurrect
[2017-01-29 20:01:56] REKT : Liquidated long on `XBTUSD`: sell 5000 @ 912.35
[2017-01-29 20:06:24] kilrari : Ahhh nothing like a good ol poop while trading with a tablet
[2017-01-29 20:06:42] kilrari : Don't pretend you guys dont
[2017-01-29 20:07:44] Ugly_Old_Goat : Time to start paying me again fellas. Thank you for your support. Buy derivative under spot and get paid for holding it.
[2017-01-29 20:17:47] Ahhere : kilrari: we've all been there broseph
[2017-01-29 20:18:32] Ahhere : poop n dump
[2017-01-29 20:46:06] Yuppie : Is OKCoin Futures liquidation also triggered by index or last trade?
[2017-01-29 20:47:28] sleger : futures are usually marked to market
[2017-01-29 20:50:57] Ahhere : Ooh stuff happnin
[2017-01-29 20:52:30] -_- : last trade Yuppie
[2017-01-29 21:21:06] REKT : Liquidated short on `FCT7D`: buy 42 @ 0.003676
[2017-01-29 21:41:32] -_- : quarterly futures 0kcoin pumping
[2017-01-29 21:41:42] -_- : up $8
[2017-01-29 21:48:05] Rado2 : -_-: I shall call you dots
[2017-01-29 21:48:55] -_- : i thought btc was gonna dump but i guess it has other plans
[2017-01-29 21:50:51] Rado2 : j8: how much for a function that calculates volatility based on XBTUSD trading?
[2017-01-29 21:51:26] j8 : Rado2: you want to buy one?
[2017-01-29 21:51:40] Rado2 : yes
[2017-01-29 21:51:58] Rado2 : I was reading your posts about the calculation
[2017-01-29 21:54:08] j8 : isn't it more fun to figure it out yourself?
[2017-01-29 21:54:15] Rado2 : he he
[2017-01-29 21:54:18] Rado2 : it is fun
[2017-01-29 21:54:30] Rado2 : but I have about 100 projects that I want to do
[2017-01-29 21:55:19] Rado2 : with the skew and the dynamic spread my MM bit is finally performing close to my expectations
[2017-01-29 21:55:38] Rado2 : needs very small tweaks from here
[2017-01-29 21:56:07] Rado2 : *bot
[2017-01-29 21:56:29] ronensinger : Rado2: Cool
[2017-01-29 21:56:33] ronensinger : What language is it in
[2017-01-29 21:56:49] Rado2 : python
[2017-01-29 21:56:59] ronensinger : I have one in python as well
[2017-01-29 21:57:02] ronensinger : What are its returns
[2017-01-29 21:57:04] rapidtrades : Rado2: explain ur greek to me
[2017-01-29 21:57:07] j8 : well i think you don't need anything too complicated for volatility.
[2017-01-29 21:57:40] j8 : you could even just use bband width
[2017-01-29 21:57:56] ronensinger : Why do you even calculate volatility
[2017-01-29 21:57:56] ronensinger : ?
[2017-01-29 21:58:21] Rado2 : ronensinger: need to change my spread when the contract is moving
[2017-01-29 21:58:31] Rado2 : if you don't change it in time you are fucked
[2017-01-29 21:58:32] ronensinger : Lol
[2017-01-29 21:58:43] ronensinger : I don't change it at all and I'm doing fantastic
[2017-01-29 21:58:53] ronensinger : Could I have your email so we cou;d discuss a project I have in mind?
[2017-01-29 21:59:03] Rado2 : ronensinger: you must have not ran it during the big drops
[2017-01-29 21:59:14] ronensinger : I did
[2017-01-29 21:59:31] ronensinger : Instead i put limits on how far it could go
[2017-01-29 22:00:03] Rado2 : limits are great, but what do you do when you are at your limit and you bought at 1100, but the price is now 900
[2017-01-29 22:00:13] ronensinger : Lol
[2017-01-29 22:00:22] ronensinger : You get your bot to sell them ASAP
[2017-01-29 22:00:27] rapidtrades : hey, the CSV file doesn't output the BTC paid, only the %
[2017-01-29 22:00:29] rapidtrades : wtf bitmex
[2017-01-29 22:00:34] rapidtrades : what the fcuk
[2017-01-29 22:00:38] Rado2 : at a big loss
[2017-01-29 22:00:46] ronensinger : Rado2: Could I get your email/
[2017-01-29 22:01:11] Rado2 : ronensinger: are you on IRC?
[2017-01-29 22:01:12] rapidtrades : i paid 4% in funding...what the fkcu
[2017-01-29 22:01:16] ronensinger : Giveme a second
[2017-01-29 22:01:20] Rado2 : rapidtrades: 4%?
[2017-01-29 22:01:28] rapidtrades : YES
[2017-01-29 22:01:32] ronensinger : Rado2: Yep
[2017-01-29 22:01:37] ronensinger : My username is ronen
[2017-01-29 22:01:43] rapidtrades : from 966>916
[2017-01-29 22:01:55] rapidtrades : what a joke
[2017-01-29 22:03:21] BitMEX_Sam : rapidtrades: `execComm`
[2017-01-29 22:03:26] MikeHunt : rapidtrades: over time?
[2017-01-29 22:03:40] rapidtrades : BitMEX_Sam: yes i figured it out but its in satohis
[2017-01-29 22:03:48] BitMEX_Sam : Everything is in satoshis
[2017-01-29 22:03:54] BitMEX_Sam : We don't use floats in our engine
[2017-01-29 22:04:03] Rado2 : rapidtrades: you can add a formula in Excel
[2017-01-29 22:04:17] Rado2 : BitMEX_Sam: ?
[2017-01-29 22:04:55] ronensinger : BitMEX_Sam: You use only strings?
[2017-01-29 22:05:11] Rado2 : ronensinger: no, he said no floats
[2017-01-29 22:05:20] BitMEX_Sam : No... 64-bit ints.
[2017-01-29 22:05:23] Rado2 : integers
[2017-01-29 22:05:39] ronensinger : BitMEX_Sam: Do you use MYSQL?
[2017-01-29 22:05:43] BitMEX_Sam : No, we use kdb+/q
[2017-01-29 22:06:14] ronensinger : BitMEX_Sam: What is the backend coded in? Node.js?
[2017-01-29 22:06:33] BitMEX_Sam : API & Frontend servers are Node but the engine is kdb+
[2017-01-29 22:07:19] ronensinger : BitMEX_Sam: Nice
[2017-01-29 22:08:20] ronensinger : BitMEX_Sam: What's the max number of trades per second the system can handle?
[2017-01-29 22:08:52] BitMEX_Sam : We run paranoid risk checks so fewer than you may think, but we tune it to the workload; depends very much on the number of open positions we need to margin
[2017-01-29 22:09:02] Rado2 : rapidtrades: I am going to create a site for me initially to have better reporting for multiple BitMEX accounts as well as some alerts and in the future trading. Let me know if you are interested to try it out when I have the alpha
[2017-01-29 22:09:04] yungyang : ronensinger asking everyone for their email like "for just 19,99/mo you too can be a part of history"
[2017-01-29 22:10:13] rapidtrades : Rado2: sure why not
[2017-01-29 22:10:17] ronensinger : Damn these spreads have gotten so tight
[2017-01-29 22:10:33] ronensinger : Last week they were about $0.50 on average
[2017-01-29 22:10:41] Rado2 : rapidtrades: will let you know. Leaving on Feb 9 and will have more time to start developing
[2017-01-29 22:10:41] BitMEX_Sam : Looks like two competing bots one-upping each other
[2017-01-29 22:10:49] ronensinger : Its on of my bots
[2017-01-29 22:10:53] ronensinger : One
[2017-01-29 22:11:02] Rado2 : ronensinger: they were $2 at one point
[2017-01-29 22:11:04] rapidtrades : Rado2: cool, whats ur first stop?
[2017-01-29 22:11:15] Rado2 : Maui
[2017-01-29 22:11:20] ronensinger : I wonder if I split my orders up
[2017-01-29 22:11:22] rapidtrades : wow nice
[2017-01-29 22:11:30] ronensinger : I bet you the other bots would ignore me
[2017-01-29 22:11:51] Rado2 : rapidtrades: http://globallife365.com/world-trip/
[2017-01-29 22:12:10] rapidtrades : is that ur site?
[2017-01-29 22:12:14] Rado2 : ronensinger: they already ignore you :-)
[2017-01-29 22:12:18] Rado2 : rapidtrades: yes
[2017-01-29 22:12:35] Rado2 : haven't posted much yet, but will try to do it regularly on the trip
[2017-01-29 22:12:46] ronensinger : Rado2: Nah. They a;lways undercut me by 1 cent
[2017-01-29 22:12:59] Rado2 : ronensinger: of course
[2017-01-29 22:13:13] Rado2 : that's why I get even with their price instead of trying to beat them
[2017-01-29 22:13:24] ronensinger : Rado2: Thats smart.
[2017-01-29 22:13:32] ronensinger : They always seem to walk to a certain point
[2017-01-29 22:13:38] ronensinger : And then they jump back
[2017-01-29 22:13:42] ronensinger : And the cycle starts over again
[2017-01-29 22:15:06] sleger : thats because 2 decimals is too much for the product
[2017-01-29 22:15:28] sleger : there is no value given for time priority when you can frontrun by only 0.01
[2017-01-29 22:17:19] rapidtrades : meh spreads are still bad
[2017-01-29 22:17:50] rapidtrades : its 4 cents for like 4 btc each side
[2017-01-29 22:18:08] sleger : 40 cents maybe ?
[2017-01-29 22:18:11] rapidtrades : 44 cents...so 0.05%
[2017-01-29 22:18:26] rapidtrades : that's 5x what the euro has with much worse liqudity
[2017-01-29 22:18:56] ronensinger : rapidtrades: Forex is a different world though
[2017-01-29 22:19:10] ronensinger : rapidtrades: You can't even access the market directly
[2017-01-29 22:19:30] rapidtrades : it's 2.5$ for 25k
[2017-01-29 22:19:56] ronensinger : Unless your broker sucks
[2017-01-29 22:20:12] ronensinger : My broker, OANDA, usually has a spread of 0.02-0.03%
[2017-01-29 22:20:28] rapidtrades : 0.27% for 25k here
[2017-01-29 22:21:14] rapidtrades : for 100k spread is 4.35$
[2017-01-29 22:21:36] rapidtrades : almost 0.5%
[2017-01-29 22:22:13] rapidtrades : Rado2: do u quote on futures
[2017-01-29 22:22:29] Rado2 : not yet
[2017-01-29 22:22:33] Rado2 : but will do soon
[2017-01-29 22:22:42] Rado2 : was waiting to get stable
[2017-01-29 22:36:21] rapidtrades : Rado2: you'll wait a long time for stable ....
[2017-01-29 22:36:24] rapidtrades : ...b1tch
[2017-01-29 22:36:41] Rado2 : why
[2017-01-29 22:36:53] Rado2 : you don't believe in me :(
[2017-01-29 22:36:55] rapidtrades : I'm implying we'll crash
[2017-01-29 22:37:09] Rado2 : I meant stable code
[2017-01-29 22:37:15] Rado2 : I don't care how the market moves
[2017-01-29 22:37:18] rapidtrades : ah
[2017-01-29 22:41:34] ronensinger : Rado2: I wish bitmex let you submit orders through websockets
[2017-01-29 22:44:22] j8 : ronensinger: why?
[2017-01-29 22:46:03] ronensinger : j8: Its faster and more efficient
[2017-01-29 22:46:12] rapidtrades : true dat
[2017-01-29 22:46:18] j8 : don't think it is
[2017-01-29 22:46:34] ronensinger : rapidtrades: Do you have any bots running?
[2017-01-29 22:47:06] j8 : there is HTTPS keep-alive, so you only spend time on that on the first call
[2017-01-29 22:47:42] rapidtrades : ronensinger: working on it
[2017-01-29 22:47:48] ronensinger : j8: Yep, but it is still not as efficient as soley websockets
[2017-01-29 22:47:53] ronensinger : rapidtrades: Is it python?
[2017-01-29 22:47:59] rapidtrades : yes it is
[2017-01-29 22:48:21] ronensinger : rapidtrades: Do you think I could get your email as well?
[2017-01-29 22:48:38] rapidtrades : not here no
[2017-01-29 22:48:51] ronensinger : rapidtrades: You could send it to me as a private message on IRC
[2017-01-29 22:49:48] rapidtrades : ronensinger: https://www.reddit.com/r/bitfinexcal/
[2017-01-29 22:49:53] rapidtrades : im the mod
[2017-01-29 22:50:34] ronensinger : I'll send you a message there soon
[2017-01-29 22:50:41] ronensinger : Perhaps we could work on something together
[2017-01-29 22:58:14] rapidtrades : what do u guys think about bitfinex coins moving?
[2017-01-29 22:58:20] rapidtrades : some scam here imo
[2017-01-29 22:58:57] rapidtrades : why did he wait 5 months to move them? now he's trying them out on different sites
[2017-01-29 22:59:13] sleger : a scam ? or a hack
[2017-01-29 22:59:25] rapidtrades : I bet u all of a sudden bitfinex is gonna recover the coins and pay 5% to some address
[2017-01-29 23:00:42] rapidtrades : their stock scam failed so this is their only option now
[2017-01-29 23:00:58] rapidtrades : they were prolly short BTC all along, running fractional reserve
[2017-01-29 23:01:50] rapidtrades : they never provided audited results so they just made up their totals so that it all adds up
[2017-01-29 23:05:59] ronensinger : rapidtrades: Bitfinex is beyond sammy
[2017-01-29 23:06:02] ronensinger : Scammy
[2017-01-29 23:06:18] ronensinger : rapidtrades: They even don't pay out what they earn to the BFX owners
[2017-01-29 23:06:58] rapidtrades : lol u can trade forex on btce mt4 now
[2017-01-29 23:07:04] rapidtrades : be careful where u click :)
[2017-01-29 23:07:32] rapidtrades : it's a 3x leverage tho lol @that
[2017-01-29 23:08:37] ronensinger : rapidtrades: 3x. Lmao. Most brokers offer 50x leverage for forex minimum
[2017-01-29 23:12:56] MikeHunt : bitmex needs unlimited leverage
[2017-01-29 23:18:29] Tetsuo : since when is xbtce.com that big? https://exchangewar.info/
[2017-01-29 23:27:21] ronensinger : Tetsuo: Its not thats fake volume
[2017-01-29 23:29:10] MikeHunt : 0% = shit magnet
[2017-01-29 23:41:10] rangle : chinese exchange volume is so low now
[2017-01-29 23:53:26] -_- : btc new low
[2017-01-29 23:55:33] sleger : new low ?
[2017-01-29 23:55:50] sleger : you born yesterday ?
[2017-01-29 23:57:54] -_- : new 2 day low
[2017-01-30 00:12:16] REKT : Liquidated long on `XBTUSD`: sell 50000 @ 911.55 **MEGA-REKT** :boom:
[2017-01-30 00:12:56] abbey : weee
[2017-01-30 00:34:02] micmix : so where is that guy who didn't believe in backwardation?
[2017-01-30 00:34:20] arbitrage101 : who
[2017-01-30 00:34:31] micmix : something_goat
[2017-01-30 00:34:40] rapidgains : old_ulgy_goat
[2017-01-30 00:34:44] sleger : ugly_stupid_goat
[2017-01-30 00:34:46] arbitrage101 : if contango is possible, then backwardation is also
[2017-01-30 00:34:46] micmix : are yeah
[2017-01-30 00:34:53] arbitrage101 : ying and yang
[2017-01-30 00:35:35] arbitrage101 : tight trading range
[2017-01-30 00:35:43] micmix : yeah, discount is getting bigger on okc
[2017-01-30 00:36:01] arbitrage101 : around 1.1% here
[2017-01-30 00:36:03] arbitrage101 : how is okc
[2017-01-30 00:36:18] micmix : quarterly @ $888
[2017-01-30 00:36:23] arbitrage101 : wow
[2017-01-30 00:36:24] sleger : 30$
[2017-01-30 00:36:31] arbitrage101 : look like a nice buy
[2017-01-30 00:36:44] arbitrage101 : hedge i mean
[2017-01-30 00:36:55] arbitrage101 : buy there, hedge elsewhere
[2017-01-30 00:37:15] arbitrage101 : better than money sitting in bank
[2017-01-30 00:38:45] micmix : nothing is better than money in the bank :smile: well maybe coins in cold storage
[2017-01-30 00:39:27] arbitrage101 : micmix: inflation rate is high in asia
[2017-01-30 00:39:32] abbey : wooo
[2017-01-30 00:39:39] arbitrage101 : and most asset here have negative yield
[2017-01-30 00:39:50] micmix : yes, that's true
[2017-01-30 00:40:58] sleger : buy real estate
[2017-01-30 00:41:14] arbitrage101 : sleger: high risk and negative yield
[2017-01-30 00:41:23] sleger : negative ?
[2017-01-30 00:41:31] arbitrage101 : yes
[2017-01-30 00:41:43] sleger : do you give your tenants money for rent ?
[2017-01-30 00:41:52] sleger : cause thats not how you're supposed to do it
[2017-01-30 00:41:58] sleger : you're supposed to ask them for money
[2017-01-30 00:42:00] arbitrage101 : rent or income derived from assets lower than interest rate
[2017-01-30 00:42:15] sleger : yes but thats the whole point
[2017-01-30 00:42:26] sleger : real estate follows (and beats) inflation on average
[2017-01-30 00:42:33] sleger : so your asset (the house) beats inflation
[2017-01-30 00:42:40] sleger : and you get rent (dividends)
[2017-01-30 00:42:56] arbitrage101 : dividend is lower than bank rate where i am now
[2017-01-30 00:43:14] sleger : doesnt matter, thats on top of the inflation hedge