Held bcbookie orders [or: is my own bookie trying to embezzle me? ;]

[GoogleCodeExporter]

Hello,

I'm using the current git version. After a dozen of successful trades I checked 
my book.html, and found out five orders are being 'held' and a few of previous 
purchases are being sold. Seems everything would be on right track if it 
weren't for those held orders. One of them has trade id that ends in 590. mtgox 
records show: "BTC bought: [tid:xxx590] 1.00000000 BTC at $4.69222". Hmmm... 
the book.html says that commit is 4.93791000, the stop column contains 0, the 
'target' is 5.01981000, and column 'book' is 'held'.

As far as I got it, bookie tried to buy @4.93, somehow bought @4.69, and 
figured out that it makes no sense to sell again @5.01, so it held the order.

Please, advise. If you need my bookie_records.pkl or any other log file, I'd be 
glad to send it to you by email. If you want my bookie's ear, that can be also 
arranged ;)

Grateful in advance!

Original issue reported on code.google.com by purge...@gmail.com on 2 Mar 2012 at 9:04

[GoogleCodeExporter]

Just noticed that book.html shows the same value in 'stop' and 'target' columns 
for bid orders. If that's not what you expect, maybe it could help pinpoint the 
source of this issue. 

Original comment by purge...@gmail.com on 2 Mar 2012 at 11:22

[GoogleCodeExporter]

Look at the orders in question, if the 'max_hold' time is different than other 
orders and 'stop' is set to zero this means flash_crash_protection was 
triggered. 

If this is the case, after 'max_hold' time expires the positions will be 
automatically sold. 

The concept with flash_crash_protection is to catch the price bounce in order 
to minimize losses in case of a sudden large drop in price.

Once sold, these types of orders will be logged as 'closed:max_hold'. I'll need 
to change this to report them correctly.

If this isn't the case, I may need your bookie_records.pkl to figure out what's 
going on.

Original comment by brian.mo...@gmail.com on 2 Mar 2012 at 1:02

[GoogleCodeExporter]

At the time I read your answer, the orders were already manually canceled, so I 
could not check and compare the 'max_hold' and 'stop' fields. Since the issue 
did not resurface [at least in my experience], I suggest we consider this issue 
'unconfirmed' until we are able to reproduce it.

Thank you for the help!

Original comment by purge...@gmail.com on 5 Mar 2012 at 3:49

[GoogleCodeExporter]

Issue unconfirmed.

Original comment by brian.mo...@gmail.com on 2 Dec 2012 at 8:48

• Changed state: Invalid