#futures

Crypto Trading Systems Bug Report

Stop-loss did not trigger when the chart crossed it: mark price vs last price triggers

Ryan Pham · Mar 3, 2026 · 5 min read

A protective stop on a perpetual futures position did not trigger during a sharp wick that clearly crossed the stop on the last-price chart. The order was set to trigger on mark price, which moved much less. We now choose the trigger price type explicitly per order and test both behaviours.

Data Engineering Bug Report

Bot PnL disagrees with the exchange: fees, funding payments and mark price

Ryan Pham · Sep 4, 2025 · 6 min read

Our perpetual futures bot reported a monthly PnL 6 percent higher than the exchange's account history. It ignored trading fees on some fills, never recorded funding payments, and valued open positions at last trade price instead of mark price. Building PnL from the income ledger fixed it.

Crypto Trading Systems Bug Report

ccxt orders went to spot instead of perpetual futures: BTC/USDT vs BTC/USDT:USDT

Ryan Pham · Aug 7, 2025 · 6 min read

A hedging bot meant to short perpetual futures placed spot sell orders instead, selling inventory it was supposed to hedge. In ccxt's unified symbols, BTC/USDT is spot and BTC/USDT:USDT is the linear perpetual. Explicit market types and assertions on market metadata fixed it.