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<< >> English 中文 Русский 한국어 日本語 Español Français [2017-02-13 00:34:54] rapidtrades : yes i got it, still grappling with that the code does [2017-02-13 00:35:15] rapidtrades : i wasn't that far in the book :) [2017-02-13 00:36:12] rapidtrades : googleing is not very useful when u don't have the basics down i think [2017-02-13 00:36:47] MikeHunt : im thinking about making a total command station in C# [2017-02-13 00:37:15] MikeHunt : more automation [2017-02-13 00:37:17] micmix : yeah, you have to understand at least variables, assignments, if/else and loops before google helps [2017-02-13 00:37:22] MikeHunt : scanning news feedsfor blackswans etc. [2017-02-13 00:37:42] micmix : oh, and functions with parameters [2017-02-13 00:38:03] MikeHunt : learning programming is brutal but once u know 1 decent one ur set 4 life [2017-02-13 00:38:38] rapidtrades : micmix: I've got everything down but assignments [2017-02-13 00:39:15] sleger : rapidtrades: collecting market data should be your first objective [2017-02-13 00:40:53] rapidtrades : sleger: so I have some by the time I finish the basics? [2017-02-13 00:41:09] sleger : to start collecting data [2017-02-13 00:41:27] sleger : you will never be able to run backtests before the time you start collecting data, unless you trust someone elses data [2017-02-13 00:41:38] rapidtrades : right [2017-02-13 00:41:49] rapidtrades : that's a good tip [2017-02-13 00:41:53] MikeHunt : yarp [2017-02-13 00:43:24] rapidtrades : i only need data for bitcoin sites because for forex and others I plan to stay on longer tfs [2017-02-13 00:44:24] MikeHunt : u could try pinching data from charts [2017-02-13 00:45:29] j8 : you can get historical trade data from most exchanges api, but not orderbook data [2017-02-13 00:46:08] Dynamix : We going upp <3 [2017-02-13 00:46:45] rapidtrades : so what do i need for this....a bot to access the API and collect the data/ [2017-02-13 00:47:06] rapidtrades : how big is it gonna be? do i need to rent storage [2017-02-13 00:47:18] Sultan Pepper : Dynamix: yep, a little. Then down a little. Then up a little. Then down a little [2017-02-13 00:47:56] Dynamix : Sultan Pepper: myhh [2017-02-13 00:48:08] MikeHunt : rapidtrades: depends how much u wanna collect [2017-02-13 00:48:33] MikeHunt : u could potentially stream it to save space [2017-02-13 00:48:50] MikeHunt : for whats available via API [2017-02-13 00:48:54] rapidtrades : idk u tell me, how much data do i need for backtesting mm bots [2017-02-13 00:49:44] rapidtrades : I have to record the orderbook every few sec i imagine [2017-02-13 00:50:30] MikeHunt : once u know the number of characters and the time interval [2017-02-13 00:50:33] MikeHunt : ull have a good idea of how much [2017-02-13 00:51:00] rapidtrades : ok guess i gotta make the bot first then worry about storage [2017-02-13 00:51:06] j8 : mm is probably a lot harder to backtest than other strategies, because yeah you need orderbook data and it's hard to ignore the effect of your orders [2017-02-13 00:51:22] rapidtrades : exact [2017-02-13 00:51:58] Adriana : Looks like the Chinese are mass migrating to BTC-E. It has more volume than finex now [2017-02-13 00:52:20] rapidtrades : are u sure that's not from betting [2017-02-13 00:53:10] rapidtrades : they introduced betting today and ppl are manipulating the market so they win their bets [2017-02-13 00:54:38] MikeHunt : i'd like to see more bets here [2017-02-13 00:54:52] MikeHunt : especially regarding political stuff [2017-02-13 00:55:07] MikeHunt : rapidtrades: https://www.wealth-lab.com/Forum/Posts/Hard-drive-size-requirements-for-backtesting-on-large-data-sets-31375 [2017-02-13 00:55:23] sleger : rapidtrades: for btc if you have 1tb you're set for a while [2017-02-13 00:55:29] rapidtrades : are there any free bots for scrapping data I can take a look at [2017-02-13 00:55:33] sleger : storage NOT an issue [2017-02-13 00:56:03] rapidtrades : i don't but it won't cost much to rent that or buy a portable hd [2017-02-13 00:56:43] sleger : i didnt think you'd have a ssd [2017-02-13 00:57:27] rapidtrades : oh....do i need an ssd? [2017-02-13 00:57:55] j8 : no [2017-02-13 00:58:00] sleger : no [2017-02-13 00:58:17] sleger : but how is it possible to NOT have a ssd AND not 1tb ?? [2017-02-13 00:58:35] rapidtrades : how? i have a small portable laptop that's how [2017-02-13 00:58:45] sleger : from the 90s [2017-02-13 00:58:55] sleger : thats why bitmex is slow for you [2017-02-13 00:59:06] rapidtrades : its slow for a lot of ppl [2017-02-13 00:59:13] MikeHunt : rapidtrades: does ur laptop have a removable disk drive? [2017-02-13 00:59:16] sleger : only seen you complain [2017-02-13 00:59:23] j8 : i complained too [2017-02-13 00:59:39] j8 : and then sam got me to send him a javascript cpu profile [2017-02-13 00:59:39] sleger : still ? [2017-02-13 00:59:44] rapidtrades : this is like the 2nd worst site in terms of slowness [2017-02-13 00:59:53] rapidtrades : after bitfinex [2017-02-13 00:59:56] j8 : and there are optimizations coming soon (tm) [2017-02-13 00:59:57] sleger : it used to use a lot of cpu [2017-02-13 01:00:04] sleger : but never slow unless liq were happening [2017-02-13 01:00:10] sleger : but that was the engine, not the site [2017-02-13 01:00:16] sleger : it's always been fast for me [2017-02-13 01:00:25] sleger : on a macbook pro i7 [2017-02-13 01:00:30] Sultan Pepper : Overclock that bish! [2017-02-13 01:00:44] j8 : it was fine and then recently it was really bad. now it seems possibly better [2017-02-13 01:00:53] Sultan Pepper : i5 running at 4.8ghz here [2017-02-13 01:01:10] rapidtrades : it's just bad choise from the get go, u can't use web browsers for trading [2017-02-13 01:01:25] sleger : i use chome and macos obv [2017-02-13 01:01:30] rapidtrades : it has to be standalone client [2017-02-13 01:01:32] sleger : no issue [2017-02-13 01:01:38] j8 : i agree, i will be trading browser free soon [2017-02-13 01:01:39] Adriana : rapidtrades: one of the possible reasons. But I think BTC-E is a pretty logical choice for a migration. One of the shadiest and simultaneously repute exchanges [2017-02-13 01:01:49] MikeHunt : rapidtrades: whats ur laptop make/model? [2017-02-13 01:02:03] sleger : but even on win7 chrome no issue [2017-02-13 01:02:27] rapidtrades : i7 is top of the line for laptops, that can't be used as a benchmark [2017-02-13 01:02:52] MikeHunt : rapidtrades: rapidtrades: whats ur laptop make/model? [2017-02-13 01:02:54] rapidtrades : sotfware needs to be optimized for 2-3 years old hardware at a minimum [2017-02-13 01:02:59] Sultan Pepper : Which i7? [2017-02-13 01:03:29] MikeHunt : unless he tells us what hes got there is no way to no how shit it is [2017-02-13 01:03:44] rapidtrades : it's pretty shit, not denying that [2017-02-13 01:03:54] rapidtrades : but still almost all sites are faster then bitmex [2017-02-13 01:03:59] micmix : right now I'm on old Core 2, Win 7 with Chrome and have no issues. but I have chart disabled [2017-02-13 01:04:04] Sultan Pepper : I7s have been around for yeeears [2017-02-13 01:04:24] rapidtrades : Sultan Pepper: and they're still expensive [2017-02-13 01:04:44] rapidtrades : most i7 laptops that don't weigh a ton are +1k [2017-02-13 01:05:03] Sultan Pepper : Oh I know, but new ones eat old ones alive [2017-02-13 01:05:31] rapidtrades : micmix: how do u have chart disabled? [2017-02-13 01:05:37] micmix : Intel Core 2 Duo E7400 @ 2.8 GHz [2017-02-13 01:05:46] sleger : rapidtrades: you reduce it [2017-02-13 01:05:55] micmix : rapidtrades: switch to advanced layout and reduce it [2017-02-13 01:06:04] rapidtrades : that's similar to mine.....whats ur CPU usage right now? [2017-02-13 01:06:10] micmix : resize the chart to the min size [2017-02-13 01:06:17] Sultan Pepper : like I said, my i5 4690k runs at 4.8ghz [2017-02-13 01:06:19] rapidtrades : advanced is way too laggy for me [2017-02-13 01:06:36] micmix : 5%-10% CPU usage [2017-02-13 01:06:39] sleger : i am at 5% and runing kodi on external screen [2017-02-13 01:06:56] micmix : you have something else eating resources @rapidtrades [2017-02-13 01:07:09] Sultan Pepper : Porn [2017-02-13 01:07:17] sleger : you know there are ways to know what is using your cpu,... @rapidtrades [2017-02-13 01:07:21] Sultan Pepper : porn links [2017-02-13 01:07:27] Sultan Pepper : porn saves [2017-02-13 01:07:36] Sultan Pepper : porn downloads [2017-02-13 01:07:41] rapidtrades : impossible, its the only tab in forefox and it uses the most CPU and memory [2017-02-13 01:07:42] Sultan Pepper : porn related hacks [2017-02-13 01:07:45] Adriana : There is a talk in Russian trollbox on BTCE-e now, that a lot of new bots started running within last 24 hours. People think that they are mostly Chinese [2017-02-13 01:08:03] rapidtrades : they'er not bots, they're betting walls [2017-02-13 01:08:11] micmix : rapidtrades: swithc to chrome, I can't use firefox with bitmex on this old pc [2017-02-13 01:08:29] rapidtrades : that helps but it still uses a lot of cpu @micmix [2017-02-13 01:08:51] micmix : firefox eats 50-60% CPU compared to Chrome 5-10% [2017-02-13 01:09:18] j8 : i few days ago my bitmex tab was taking 80-120% cpu, with nothing else running. it's a 2 year old i7. now it's showing like 25% [2017-02-13 01:09:44] Nutella : hi [2017-02-13 01:10:03] micmix : rapidtrades: switch to Chrome, advanced layout doesn't lag in Chrome, then minimize the chart [2017-02-13 01:10:04] Nutella : price not move [2017-02-13 01:10:11] Nutella : no many :( [2017-02-13 01:10:22] YOLOCOIN : boat [2017-02-13 01:11:01] REKT : Liquidated long on `XBCH17`: sell 1900 @ 6656.2 [2017-02-13 01:11:25] Sultan Pepper : What was that? [2017-02-13 01:11:27] micmix : Nutella: price will move soon [2017-02-13 01:11:59] MikeHunt : rapidtrades: check ur power management settings [2017-02-13 01:12:57] rapidtrades : micmix: my CPU and memory usage exploded until advanced...now how do i kill the chart [2017-02-13 01:13:10] rapidtrades : under* [2017-02-13 01:13:19] sleger : rapidtrades: resize down [2017-02-13 01:13:30] sleger : make it tiny tiny like your wee wee [2017-02-13 01:13:31] micmix : rapidtrades: drag it to the bottom, then resize to min size [2017-02-13 01:13:39] -_- : bbands tight on lower time frame [2017-02-13 01:13:41] sleger : micmix: thats what I said [2017-02-13 01:13:56] micmix : sleger: you type faster ;-) [2017-02-13 01:14:06] sleger : must be the i7 [2017-02-13 01:14:22] micmix : robot hands :smile: [2017-02-13 01:15:36] micmix : I have monster desktop but I'm too lazy to go upstairs to the office lol [2017-02-13 01:15:49] rapidtrades : no it definitely uses most resources under advanced [2017-02-13 01:16:03] rapidtrades : even with chart minimize [2017-02-13 01:16:06] micmix : even with chart disabled? [2017-02-13 01:16:10] micmix : weird [2017-02-13 01:16:57] Dynamix : Up we goo [2017-02-13 01:17:05] micmix : rapidtrades: try Ctrl+F5 to reload [2017-02-13 01:17:22] micmix : after disabling the chart [2017-02-13 01:17:24] rapidtrades : i tried [2017-02-13 01:17:44] rapidtrades : f5 [2017-02-13 01:18:43] j8 : oh i forgot, you need more than 0.1 btc deposited to unlock high performance mode [2017-02-13 01:18:57] j8 : that's gotta be it [2017-02-13 01:19:12] rapidtrades : must be [2017-02-13 01:20:01] micmix : idk what to say, your CPU should be fine. I have 20+ tabs in firefox, chrome with bitmex and cryptowatch, Outlook, Visual Studio, 2 remote desktop sessions right now and no issues... [2017-02-13 01:20:37] rapidtrades : wtf [2017-02-13 01:20:37] micmix : and this Core 2 thing is 8 years old I think [2017-02-13 01:20:57] rapidtrades : i have a signle tab open right now [2017-02-13 01:21:30] sleger : maybe try to open more tabs [2017-02-13 01:21:36] sleger : or replace your 56K modem [2017-02-13 01:22:20] sleger : or try uninstall reinstall your firefox/chrome [2017-02-13 01:22:21] micmix : open task manager, Processes tab, click "Show processes from all users" and sort by CPU. you might have something else eating all your CPU [2017-02-13 01:22:34] sleger : he said its firefox [2017-02-13 01:23:14] rapidtrades : micmix: i know :) [2017-02-13 01:23:18] MikeHunt : rapidtrades: tell us ur laptop make n model [2017-02-13 01:23:32] rapidtrades : NO [2017-02-13 01:23:47] MikeHunt : rapidtrades: lol u troll [2017-02-13 01:24:08] rapidtrades : its similar to micmix but mine is AMD [2017-02-13 01:24:22] rapidtrades : so that explains the shit performance i guess [2017-02-13 01:24:27] MikeHunt : rapidtrades: amd i7 sure its not amd k7 ? [2017-02-13 01:24:28] sleger : might use more electricity than its worth [2017-02-13 01:24:30] micmix : AMD CPUs were much slower [2017-02-13 01:24:44] rapidtrades : i hate AMD [2017-02-13 01:25:08] micmix : than Intel 7-8 years ago [2017-02-13 01:25:24] MikeHunt : rapidtrades: amd dont make i7, u buy from choyna? [2017-02-13 01:25:31] rapidtrades : i think my laptop is 5y old tops [2017-02-13 01:26:09] MikeHunt : My cpu is 6 yrs old and still benches near a 6700k [2017-02-13 01:26:26] micmix : but CPU model is most likely 6-7 years old, so it is much slower than my Intel Core 2 [2017-02-13 01:26:30] sleger : yes but like you its used to bend over @MikeHunt [2017-02-13 01:26:36] rapidtrades : micmix: maybe [2017-02-13 01:27:17] sleger : rapidtrades: if trading is where you hope to make money you should have at least half decent gear [2017-02-13 01:27:37] rapidtrades : 'hope to make money' [2017-02-13 01:27:49] rapidtrades : I already make my money here bish [2017-02-13 01:28:01] sleger : so you could afford a not 8 y old laptop ? [2017-02-13 01:28:28] rapidtrades : ofc i can....i spend a lot more then that on travel etc [2017-02-13 01:28:51] sleger : yes but you should invest in your bread and butter [2017-02-13 01:29:02] rapidtrades : maybe [2017-02-13 01:29:06] sleger : if you make money like that spend a bit to have a half decent setup [2017-02-13 01:29:18] sleger : how much did you lose becuase of those latencies ? [2017-02-13 01:29:35] sleger : in the grand scheme of things hardware is nothing [2017-02-13 01:29:47] rapidtrades : hard to say....i only need speed for the arbs and its not clear that they are +EV longterm [2017-02-13 01:30:10] rapidtrades : it could be just taking on counter-party risk [2017-02-13 01:30:38] micmix : agree with sleger, hardware cost is nothing. my main problem with upgrading is the time it takes to customize the OS and install everything I use [2017-02-13 01:30:56] rapidtrades : i mostly trade longterm so I need minimal hardware [2017-02-13 01:31:01] sleger : micmix: not with mac os, for your home setup [2017-02-13 01:31:23] sleger : otherwise on things like centos its easy to reinstall everything [2017-02-13 01:31:33] sleger : including os config, core assignment etc [2017-02-13 01:32:10] micmix : I know but I use Windows for dev, nothing beats Visual Studio for C++ debugging [2017-02-13 01:32:58] sleger : micmix: sublime for c++ [2017-02-13 01:33:30] micmix : not the same. VS has debugger, profiler, thread monitoring etc. [2017-02-13 01:33:43] micmix : sublime is just an editor [2017-02-13 01:34:17] sleger : yes but if you use c++ for perf then why use windows [2017-02-13 01:34:53] sleger : hft usually run algos in c++ but on linux with cpu assignment etc... [2017-02-13 01:35:04] micmix : I use Windows for dev only, deployment on centos [2017-02-13 01:35:50] micmix : portable code using Boost runs on both platforms, I prefer Windows for dev and debugging [2017-02-13 01:36:30] sleger : only works if you use windows compatible everywhere [2017-02-13 01:36:35] sleger : posix wouldnt work for example [2017-02-13 01:37:09] sleger : we use some low level OS calls that wouldnt run on windows [2017-02-13 01:39:22] micmix : I know but most libraries I use are portable, and it's easier for me to do most dev and debug on Windows, and testing/fixing on the target OS after that. Maybe I'm just used to Visual Studio after 15+ years [2017-02-13 01:39:48] micmix : ok, gotta run, talk to you later [2017-02-13 01:39:52] sleger : yes i agree vs is convenient [2017-02-13 01:39:57] sleger : bye [2017-02-13 01:48:00] -_- : bitfinex and stamp got buyers like crazy [2017-02-13 01:48:42] MikeHunt : -_-: trying to hold on to 1k [2017-02-13 01:49:43] Dynamix : Bfx going uppp mad [2017-02-13 01:52:56] Sultan Pepper : It went up a little. Here even less... [2017-02-13 01:53:28] Sultan Pepper : Down on swap [2017-02-13 01:55:18] Sultan Pepper : Dynamix: did you hit it? [2017-02-13 01:56:01] REKT : Liquidated short on `XBTH17`: buy 1500 @ 986.66 [2017-02-13 01:56:13] JT : things are happening [2017-02-13 01:56:48] Dynamix : That spiike [2017-02-13 01:57:12] Dynamix : Moon ? time [2017-02-13 01:57:59] Sultan Pepper : :rolleyes: [2017-02-13 01:58:02] MikeHunt : been a few spikes like that already [2017-02-13 01:58:11] YOLOCOIN : nog [2017-02-13 01:58:28] Sultan Pepper : Boat? [2017-02-13 01:58:31] Sultan Pepper : nog? [2017-02-13 01:58:46] Sultan Pepper : Wtf yolocoin? [2017-02-13 02:01:54] JT : bears trying to keep it below 1k [2017-02-13 02:09:12] Ugly_Old_Goat : Time to start selling perp against long march and collect funding' [2017-02-13 02:09:54] MikeHunt : i suspect chinese wanna buy up cheap on okc in 10 days so crash west in mean time [2017-02-13 02:09:57] MikeHunt : /conspiracy [2017-02-13 02:22:16] BitBIT : hello guys [2017-02-13 02:22:31] BitBIT : good day [2017-02-13 02:23:09] Sultan Pepper : Hey pal [2017-02-13 02:24:11] MikeHunt : wazza [2017-02-13 02:27:59] Dynamix : I got wntries at 985 977 and 965 can i go to bed ? [2017-02-13 02:28:04] Dynamix : hehe [2017-02-13 02:28:14] Dynamix : all my moneyz in positions lel [2017-02-13 02:31:48] MikeHunt : leng or shert? [2017-02-13 02:32:39] Dynamix : Longs [2017-02-13 02:33:19] -_- : new money hitting exchanges soon [2017-02-13 02:33:30] MikeHunt : Dynamix: well if there low lvg u shud b fine [2017-02-13 02:33:31] -_- : buyers got the etf fever [2017-02-13 02:33:34] -_- : only cure is more bitcoins [2017-02-13 02:33:52] Dynamix : 25x lvg [2017-02-13 02:33:57] MikeHunt : -_-: yeh it does have that saucepan look on charts [2017-02-13 02:33:59] Dynamix : -_-: myh [2017-02-13 02:35:03] MikeHunt : although even coindesk has been pretty negative about ETF [2017-02-13 02:49:51] Sultan Pepper : Finally, a little action [2017-02-13 02:50:16] MikeHunt : damn buttstamp leave my short alone [2017-02-13 03:06:22] YOLOCOIN : might pamp [2017-02-13 03:16:35] keith123 : hi all [2017-02-13 03:16:50] keith123 : anyone have suffered from POLO's wrong market data feed lately? [2017-02-13 03:17:34] keith123 : for example, their etc_btc fu-cked up with a ticker 5% above its previous tick yesterday [2017-02-13 03:17:46] ubba : pboc going to inspect coinbase [2017-02-13 03:18:04] keith123 : coinbase isn't even operating in china man' [2017-02-13 03:18:23] ubba : its reliable outsider information [2017-02-13 03:18:25] keith123 : wally you around? [2017-02-13 03:18:45] keith123 : ubba: reliable outsider lol [2017-02-13 03:19:00] keith123 : wally around? [2017-02-13 03:19:49] BitMEX_Sam : Hey keith123 [2017-02-13 03:19:53] BitMEX_Sam : Do you have a question? [2017-02-13 03:19:59] keith123 : BitMEX_Sam: Hi Sam, yes [2017-02-13 03:20:02] MikeHunt : ubba: think u mean IRS [2017-02-13 03:20:28] keith123 : BitMEX_Sam: I am wondering if the index .ETCXBT, is it a snapshot of that second, or the average of that one minute? [2017-02-13 03:21:02] BitMEX_Sam : It is a snapshot at that second [2017-02-13 03:21:22] keith123 : BitMEX_Sam: reason I am asking is, the polo restful / websocket market data fuc-ked up itself so frequently [2017-02-13 03:22:06] keith123 : BitMEX_Sam: last night (HKT) it suddenly pushed a ticker which is 5% above actual price on ETCBTC pair [2017-02-13 03:22:23] BitMEX_Sam : We backfill in case of outages - let me check with Wally re: inconsistent data [2017-02-13 03:22:37] keith123 : it wasn't an outage tho [2017-02-13 03:22:38] keith123 : yea [2017-02-13 03:22:42] keith123 : it is a wrong data [2017-02-13 03:22:59] keith123 : never really traded at that point but both restful and websocket sending that tick over [2017-02-13 03:23:05] keith123 : as if it has been there [2017-02-13 03:23:14] keith123 : but it wasn't on the chart of polo [2017-02-13 03:23:30] keith123 : and it lasted for like 20 seconds [2017-02-13 03:24:05] keith123 : i am checking with polo as well but you know they are slow [2017-02-13 03:24:12] keith123 : in responding emails [2017-02-13 03:24:30] keith123 : just want to see how you and ben deal with that [2017-02-13 03:25:08] BitMEX_Sam : Asking them now, I'll have them respond here [2017-02-13 03:25:45] BitMEX_Jinming : keith123: Which time period did you see the wrong price? [2017-02-13 03:25:59] keith123 : 19:43-19:50 last night HKT [2017-02-13 03:26:31] rapidtrades : oh shit...the famous POLO will come in our chat? [2017-02-13 03:26:41] keith123 : you can look for bid 0.00128528, ask 0.00128539 on ETC XBT [2017-02-13 03:27:21] keith123 : only this bid ask was fuc-king being sent via websocket and restful [2017-02-13 03:27:26] Nutella : who is this POLO? [2017-02-13 03:27:35] Nutella : he has many? [2017-02-13 03:28:16] keith123 : BitMEX_Jinming: how do you currently deal with such data or just trust whatever they send [2017-02-13 03:29:12] BitMEX_Jinming : keith123: yes we just use their trade prices [2017-02-13 03:31:51] REKT : Liquidated short on `XBTH17`: buy 4000 @ 993.05 [2017-02-13 03:33:51] BitMEX_Wally : keith123: The highest trade in the last 24 hours for BTC_ETC from Poloniex was 0.0012301 [2017-02-13 03:34:12] BitMEX_Jinming : keith123: yeah I see the bid/ask were pushed up for a short period. But we are using trade price, so it doesn't affect us. [2017-02-13 03:35:05] micmix : keith123: implement bad tick filtering with customizable range, like +/-2% [2017-02-13 03:35:35] keith123 : BitMEX_Jinming: do you see this tick in history? the last in the same json was 0.00128538 [2017-02-13 03:35:47] BitMEX_Wally : keith123: Yes we see it in the ticker history [2017-02-13 03:35:56] micmix : polo and finex push wrong bid/ask quite often [2017-02-13 03:36:03] BitMEX_Wally : bid/offer was 0.0012853 / 0.0012854 [2017-02-13 03:36:08] MikeHunt : stamp up everyone else down wtf [2017-02-13 03:36:31] keith123 : BitMEX_Wally: yea but it was never there [2017-02-13 03:36:58] keith123 : BitMEX_Wally: in the same json the last price was somewhere around 0.00128 as well [2017-02-13 03:37:05] BitMEX_Wally : Interestingly the lastPrice from the ticker feed was [2017-02-13 03:37:07] BitMEX_Wally : 0.0012854 [2017-02-13 03:37:12] keith123 : BitMEX_Wally: yep [2017-02-13 03:37:37] BitMEX_Wally : Yes, and we do take the last price from the ticker feed for marking purposes [2017-02-13 03:37:42] keith123 : BitMEX_Wally: that's why i m wondering what's the best way to deal with such shit [2017-02-13 03:38:10] keith123 : micmix: 2% is too small for alt coins man [2017-02-13 03:38:50] micmix : that's why I said customizable, ideally it should be adjusted based on past volatility [2017-02-13 03:39:21] micmix : I have it in 2%-5% range for alts [2017-02-13 03:39:48] MadDog : Such one thousand [2017-02-13 03:39:50] keith123 : micmix: will have wrong alerts all the times then [2017-02-13 03:40:10] BitMEX_Wally : Last time the trade price was actually 1.9127324 was at 2016.11.16 07:43:13 UTC (according to Poloniex trade feed) [2017-02-13 03:40:16] micmix : worse case scenario you skip couple of ticks of correct data [2017-02-13 03:40:37] BitMEX_Wally : *was actually 0.0012854 [2017-02-13 03:40:47] keith123 : back in nov.. [2017-02-13 03:40:59] keith123 : what the hell is wrong with them [2017-02-13 03:41:19] micmix : also I found that ticker data is less reliable that ws trade and orderbook feeds [2017-02-13 03:41:33] micmix : *than [2017-02-13 03:41:36] keith123 : micmix: no, ws and orderbook feed also fuc-ked up [2017-02-13 03:44:00] keith123 : BitMEX_Wally: i gotta go - catch up with you afterwards on this [2017-02-13 03:44:07] keith123 : thanks man [2017-02-13 03:44:08] BitMEX_Wally : keith123: Cool [2017-02-13 03:44:19] micmix : as far as I see my filter filtered out that bad data. yes, with a filter it's possible to lose 20-30 sec when the alt really jumps 3% but it's better than trading using bad ticks [2017-02-13 03:45:10] micmix : plus if you are using orderbook bid/ask it never really jumps 3-5% in one orderbook update [2017-02-13 03:45:13] keith123 : micmix: the bad tick / orderbook lasted for at most 50 seconds [2017-02-13 03:45:57] BitMEX_Wally : I don't have historical order book data but it feels like maybe these were aggressive limit orders that matched against the order book and should never have been published [2017-02-13 03:46:55] micmix : I don't store ETC orderbook data either, can't say for sure [2017-02-13 03:47:02] keith123 : but the chart on polo does not have that tick at all [2017-02-13 03:47:57] Ugly_Old_Goat : Please pay my short btc in 12 minutes [2017-02-13 03:48:12] arbitrage101 : Ugly_Old_Goat: is your short hedged? [2017-02-13 03:48:12] BitMEX_Wally : Actually from looking at the ticker history it looks like they were just pushing stale data, the high price and low price jumped too [2017-02-13 03:48:49] Ugly_Old_Goat : Yup, starting to sell perp agains bocoo long Martch [2017-02-13 03:49:12] BitMEX_Wally : keith123: The chart is probably just from the trade history [2017-02-13 03:49:40] BitMEX_Wally : Maybe they brought up a stale API server and it served this bad data, but that doesn't explain why they had up-to-date timestamps on the data [2017-02-13 03:50:14] micmix : BitMEX_Wally: Are you using last price from the ticker feed or trades from the trade feed for marking? [2017-02-13 03:50:25] degen : monster short squeeze incoming? [2017-02-13 03:51:01] arbitrage101 : micmix: all methods will have pro and con [2017-02-13 03:51:06] BitMEX_Wally : The .ETCXBT index prints every minute using the trade feed, but we use the ticker feed to update it for marking purposes [2017-02-13 03:51:21] arbitrage101 : and people will always find a way to exploit [2017-02-13 03:51:50] Ugly_Old_Goat : First time I have been a seller since before the last crash. My averabge long is now 910 . Plan to scale up sell 1./4 of my position from here to 1050 [2017-02-13 03:52:36] micmix : BitMEX_Wally: maybe it's better to be consistent? I saw more instances when the ticker feed is messed and trade feed is ok compared to the other way around. [2017-02-13 03:53:03] Ugly_Old_Goat : May as well collect the funding rather than liquidate March at a price under perp. [2017-02-13 03:54:04] Ugly_Old_Goat : It is simply a win/win trade. A matter of when to start selling. I am not bearish but I also am not greedy and always take some home. [2017-02-13 03:55:16] Sultan Pepper : You selling march goat? [2017-02-13 03:55:29] Sultan Pepper : or selling swap and holding march? [2017-02-13 03:55:40] Sultan Pepper : teach me your ways! [2017-02-13 03:56:06] jose : Sultan Pepper: you should sell swao and hold march [2017-02-13 03:56:07] Sultan Pepper : Ugly_old_goat [2017-02-13 03:56:29] Ugly_Old_Goat : What will China do next? Good video https://www.youtube.com/watch?v=MPdmwvZJZ5U&feature=em-lss [2017-02-13 03:56:33] arbitrage101 : Sultan Pepper: i am selling march [2017-02-13 03:58:18] Papou : ur crazy [2017-02-13 03:58:42] arbitrage101 : Papou: how so [2017-02-13 03:58:51] arbitrage101 : XBTH17 -21640 [2017-02-13 03:59:01] arbitrage101 : XBTUSD -38469 [2017-02-13 03:59:37] Papou : u are gonna get burned bro [2017-02-13 03:59:38] Papou : what entry? [2017-02-13 03:59:49] arbitrage101 : around 998 [2017-02-13 03:59:53] Papou : ouch [2017-02-13 03:59:59] Papou : we going to 1020+ soon [2017-02-13 04:00:02] Papou : 1020-1040 [2017-02-13 04:01:51] MadDog : 3BMEX28RkLCr6qt9xLGARKCTpc87GEZFNx [2017-02-13 04:05:06] MikeHunt : MadDog: u begging again? [2017-02-13 04:05:09] MadDog : Yes [2017-02-13 04:05:28] arbitrage101 : MadDog: any tips for me? [2017-02-13 04:05:29] MadDog : I am depressed [2017-02-13 04:05:35] arbitrage101 : my begging skill is too low [2017-02-13 04:05:44] MadDog : Tell your life story [2017-02-13 04:05:45] arbitrage101 : i am depressed also [2017-02-13 04:05:48] MadDog : people will feel sorry for you [2017-02-13 04:05:50] arbitrage101 : o [2017-02-13 04:05:54] arbitrage101 : my wife dump me [2017-02-13 04:06:01] MadDog : my ferret died [2017-02-13 04:06:04] MadDog : i feel your pain [2017-02-13 04:06:04] arbitrage101 : parents abandon me [2017-02-13 04:06:13] arbitrage101 : children spite on me [2017-02-13 04:06:15] MadDog : my parents beat me all the time too 3BMEX28RkLCr6qt9xLGARKCTpc87GEZFNx [2017-02-13 04:06:41] MadDog : See, then you slip it in there like that [2017-02-13 04:06:53] Ahhere : I shorted the internet of money [2017-02-13 04:07:18] MadDog : Ahhere you wanna put me in? [2017-02-13 04:07:26] MikeHunt : starting to see a lot more pumping by USA [2017-02-13 04:07:27] MadDog : I'm back at the casino baby [2017-02-13 04:07:39] MadDog : 5 dollar alley here we come [2017-02-13 04:08:08] Ahhere : MadDog: no goin back to bed [2017-02-13 04:08:18] MadDog : I am so tired [2017-02-13 04:08:32] MadDog : Someone is stalking me on steemit now [2017-02-13 04:08:44] MadDog : from anonymous account.. they are hating on anti-vaxxers too [2017-02-13 04:09:11] MadDog : they must have been vaxxed.. XD [2017-02-13 04:10:04] MadDog : So yeah micmix proved today I am indeed down 0.7 btc here [2017-02-13 04:10:23] MadDog : and I didn't even get a free night in the Bitmex Hotel [2017-02-13 04:10:26] yungyang : MikeHunt: its sunday night in usa you idiot [2017-02-13 04:11:06] MikeHunt : yungyang: fiatleak [2017-02-13 04:11:17] yungyang : go on [2017-02-13 04:11:49] MikeHunt : yungyang: china/usa were near equal in buying [2017-02-13 04:12:49] yungyang : whats fiatleak [2017-02-13 04:13:05] yungyang : that silly website [2017-02-13 04:13:16] yungyang : is it location based ? (how) [2017-02-13 04:13:19] yungyang : or just currency based [2017-02-13 04:26:54] MikeHunt : yungyang: whoes buying btc in what country [2017-02-13 04:45:36] MichaelKade : Is there any drops expected? [2017-02-13 04:46:03] MichaelKade : in the next 24 hours? [2017-02-13 04:55:37] MikeHunt : everyone seems to have different ideas [2017-02-13 05:01:43] Papou : there is only one way and that is long [2017-02-13 05:02:24] Papou : we are in the year of the rooster [2017-02-13 05:02:26] Papou : ARISE CHIKUN [2017-02-13 05:11:54] dodic : chikun arise [2017-02-13 05:37:44] Sinterklaas : MichaelKade: NL? [2017-02-13 05:39:44] Sinterklaas : Papou: still here? i longed it at 995 before i went to sleep 4 BTC+. thanks for the Long tip (confirmation) Papou... [2017-02-13 05:40:06] Papou : np [2017-02-13 05:40:31] Papou : i would stay long though, just reduce and take profit 1020-1040 [2017-02-13 05:41:09] Papou : dont bank on the dip, stay safe and buy it [2017-02-13 05:43:33] Sinterklaas : Papou: you think it will go to 1020+ soon? or are we going sideways for a while? [2017-02-13 05:46:56] Papou : i think we will see 1040 within 24-48 hours [2017-02-13 05:47:06] Papou : consolidation getting tight [2017-02-13 05:47:27] Papou : the buy support at 1000 honestly though tells me we might see 1100 [2017-02-13 05:47:38] Papou : could bounce between 1080-1140 [2017-02-13 05:48:42] Sinterklaas : Papou: pfiiieeeeuw, BAM! you dare to talk man! My opinion is UP but little less fast and steep as you say.. but anyway up! nice Papou! lets see [2017-02-13 05:55:25] MadDog : I need money [2017-02-13 05:55:25] MadDog : 3BMEX28RkLCr6qt9xLGARKCTpc87GEZFNx [2017-02-13 05:55:31] MadDog : I just quit steemit [2017-02-13 06:06:43] Sinterklaas : MadDog: aka NoGanOo [2017-02-13 06:07:04] Sinterklaas : we miss you here in Amsterdam mate... [2017-02-13 06:10:49] Papou : sinterklaas my friend, we will touch 1500 by mid year u will see [2017-02-13 06:11:48] Sinterklaas : Papou: yes, i'm with you.. and 3000 is next goal... BTC is the future, [2017-02-13 06:12:40] Sinterklaas : but only thing; PBOC couldn't stop BTC uprise, but IF Trump decides to Twitter about BTC we have problem Houston [2017-02-13 06:13:24] Sinterklaas : why is his name drumpf? [2017-02-13 06:13:57] Papou : trump is pro btc [2017-02-13 06:14:00] Papou : if anything he is investing in it [2017-02-13 06:14:10] Papou : pboc is done, they cant stop btc [2017-02-13 06:14:13] Sinterklaas : Yes, but why Bitmex changes his name? [2017-02-13 06:14:14] Papou : they do small fud to dump and buy more [2017-02-13 06:14:16] Papou : i dunno [2017-02-13 06:15:01] Sinterklaas : Papou: yes its courressing nice that PBOC couldn't stop BTC [2017-02-13 06:15:31] Tony : do you make money when your short on the 100x Perpetual Swap? so its like a 8 hour future contract that automaticlly turns over for the funing rate collecting the 0.3X% dailiy intrest premium? [2017-02-13 06:18:49] Sinterklaas : bitmex: i would like Tru-mp to be written normally.. [2017-02-13 06:19:03] Sinterklaas : obama [2017-02-13 06:19:08] Sinterklaas : hillary [2017-02-13 06:19:13] Sinterklaas : trump [2017-02-13 06:19:19] Sinterklaas : merkel [2017-02-13 06:19:27] BitMEX_Arthur : trump [2017-02-13 06:19:33] BitMEX_Arthur : Trump [2017-02-13 06:19:37] Sinterklaas : trump [2017-02-13 06:19:45] Sinterklaas : hahah [2017-02-13 06:20:15] Sinterklaas : all is written normal but Tru-mp [2017-02-13 06:20:47] Sinterklaas : ;) [2017-02-13 06:20:58] Tony : lol [2017-02-13 06:22:01] micmix : we got Trumped lol [2017-02-13 06:22:34] Tony : futurse still goin up [2017-02-13 06:23:00] Tony : xbth17 [2017-02-13 06:23:22] Tony : time for the hammer? [2017-02-13 06:25:15] cekseh : Drumpf sounds funny, probably why his family change it to what it is now [2017-02-13 06:35:11] Rookie : over the years I imagine you guys have seen a lot of people come to crypto, make some btc, and then get sucked in and completely rekted [2017-02-13 06:35:51] Rookie : why does this happen? how can this fate be avoided? [2017-02-13 06:36:06] Tony : is that your story lol bitcoin is very forgiving as long as you are net long for a long time [2017-02-13 06:37:30] Rookie : not yet tony [2017-02-13 06:37:44] Tony : buy support gone on the futures [2017-02-13 06:37:49] l3f : Tony: Just don't long the top [2017-02-13 06:37:50] Rookie : I'm gonna get rich or I'm gonna get poor, but I ain't rekt yet [2017-02-13 06:38:07] l3f : The rowers keep on rowing [2017-02-13 06:38:16] l3f : Open interest just keeps going up [2017-02-13 06:38:19] Abe : is there any thing i can trade on this site that will not liquidate itself???If I used no leverage would I have to worry about my position liquidating???I havent used this site in months because the last time i used it, I got stomped out five times in a row in a mattter of minutes... [2017-02-13 06:38:22] l3f : something explosive will happen soon [2017-02-13 06:38:39] Tony : i shorted the swap at 102.5 [2017-02-13 06:39:02] l3f : Abe: look at your liquidation price [2017-02-13 06:39:09] Tony : longed he futers an hour befor that at 980 [2017-02-13 06:40:05] Tony : Abe: was that trading bitcoin or some other coin? [2017-02-13 06:40:17] Sinterklaas : l3f: yes! UP [2017-02-13 06:40:25] Abe : ok ,so there is always a chance that my positioin will be liquated??? [2017-02-13 06:40:35] Abe : yes it was trading bitcoin [2017-02-13 06:41:08] Tony : I3f:what did it start at? [2017-02-13 06:41:42] Tony : Abe: you need to build your self a BOT [2017-02-13 06:41:52] Tony : thats what im doing [2017-02-13 06:41:59] Tony : f getting liquidated [2017-02-13 06:42:18] Abe : i have seriously been considering it,any suggestions on where to start?? [2017-02-13 06:42:53] Tony : Look at the APIs at the top and anything on github [2017-02-13 06:43:24] Tony : my trading engin goin to war wit urs [2017-02-13 06:44:13] Abe : thanks tony,i will definetely do that.....Is it hard to program?? [2017-02-13 06:45:04] Tony : depends what you concider hard lol [2017-02-13 06:46:18] Abe : Tony,as long as there is instructions i can figure it out.. [2017-02-13 06:47:55] micmix : Abe: just use less leverage, 5x or lower, and you'll not get liquidated. and use stops [2017-02-13 06:48:56] micmix : bitcoin doesn't jump 20% in minutes [2017-02-13 06:51:13] Abe : it did actually,right when it broke its new high...but yeah your right,i wasnt using stops,and most of the time it wouldnt jump 20 percent... [2017-02-13 06:52:04] Abe : micmix what do you usally set your stops at? [2017-02-13 06:58:18] micmix : Abe: depends on what you are doing, just make sure there is enough room between stop price and your liq price. your stops have to execute before you're liquidated [2017-02-13 06:59:48] Abe : micmix,is there a chance that the stops wont execute??will they always work? [2017-02-13 07:00:15] javierstone : whoa when did COIN futures get added [2017-02-13 07:07:26] i3 : 4 days ago [2017-02-13 07:32:12] rapidgains : Abe: never rely on them tbh [2017-02-13 07:57:30] BTCDJS : Abe: a stop market and a trail stop always execute [2017-02-13 07:58:52] BTCDJS : Because they Market close so at price or lower/higher [2017-02-13 07:59:06] BTCDJS : <>= [2017-02-13 08:01:59] VenCap : wow longs are going to pay shorts hard today [2017-02-13 08:04:43] BitMEX_Sam : Stops are reliable, just be aware of what trigger price you're using (Last, Index, Mark) and what the limit price is if you use one [2017-02-13 08:08:51] Noobz : Morning Peepz, Botz, Rektz [2017-02-13 08:09:19] VenCap : people like me who have big contracts and are long will get rekt in 3hrs 50mins [2017-02-13 08:09:31] VenCap : need to unload them all by then [2017-02-13 08:09:47] Noobz : you'll get paid as a long [2017-02-13 08:13:02] REKT : Liquidated long on `XBTH17`: sell 10000 @ 985.34 [2017-02-13 08:15:15] -_- : Dump [2017-02-13 08:17:32] l3f : -_-: where? [2017-02-13 08:18:43] yungyang : 12 [2017-02-13 08:19:17] l3f : sub 1% move is definitely nto doom [2017-02-13 08:19:24] l3f : dump* [2017-02-13 08:19:27] l3f : 5% move qualifies for dump [2017-02-13 08:19:31] l3f : 3% qualifies for dip [2017-02-13 08:19:38] l3f : 10% = banned by china [2017-02-13 08:20:00] l3f : 20% = good old days [2017-02-13 08:21:11] Noobz : lol. Nice description. 1% is not even a bumpy road [2017-02-13 08:26:03] VenCap : Noobz: ?