Title: understanding Auto sell/buy behavior in mtgox order log Post by: cyphunk on January 12, 2013, 12:33:14 PM I assume what im seeing in this image is that someone put in a large volume sell order on mtgox at WELL below market price, causing a lot of back-orders to trigger all at once? In the image on the right column, "Time & Sales", you see about 100+ sales from 11:56:37 with a BTC sale price at $14.035 and end at 11:56:45 at $13.975. the starting price $14.035 was well under highest ask.
https://i.imgur.com/7HuQTl.jpg (https://i.imgur.com/7HuQT.jpg) Also, if this is true why did it take MTGOX over 10 seconds to fulfill the order? Or is the timestamp in the clarkmoody graph set by the graph based on when it received websocket data from mtgox concerning the sale? On the latter it doesnt add up because the time stamp in the console log appears to be an hour off so it is more likely the timestamp in the sale is from MTGox, I suspect. Finally, in that log you see the volume sale as well: Quote 12:57:39 > Current trend: -0.26341 USD, Volume:5677.7465 BTC 12:57:39 > Current trend: -0.26326 USD, Volume:4737.6939 BTC 12:57:39 > Current trend: -0.26326 USD, Volume:4737.4862 BTC 12:57:38 > Current trend: -0.26326 USD, Volume:4737.3823 BTC 12:57:37 > Current trend: -0.26241 USD, Volume:4737.2636 BTC 12:57:37 > Current trend: -0.26141 USD, Volume:4730.9789 BTC 12:57:36 > Current trend: -0.25841 USD, Volume:4725.9789 BTC 12:57:36 > Current trend: -0.25841 USD, Volume:4619.4569 BTC 12:57:35 > Current trend: -0.25794 USD, Volume:4614.4569 BTC 12:57:35 > Current trend: -0.25794 USD, Volume:4595.9802 BTC 12:57:34 > Current trend: -0.25794 USD, Volume:4565.9802 BTC 12:57:34 > Current trend: -0.25793 USD, Volume:4565.9475 BTC 12:57:34 > Current trend: -0.25523 USD, Volume:3714.7607 BTC 12:57:34 > Current trend: -0.25523 USD, Volume:3714.5528 BTC 12:57:34 > Current trend: -0.25491 USD, Volume:3714.5425 BTC 12:57:33 > Current trend: -0.25421 USD, Volume:3714.5324 BTC 12:57:33 > Current trend: -0.25408 USD, Volume:3706.4008 BTC 12:57:32 > Current trend: -0.25382 USD, Volume:3706.3158 BTC 12:57:32 > Current trend: -0.25353 USD, Volume:3706.1115 BTC 12:57:32 > Current trend: -0.25341 USD, Volume:3706.0237 BTC 12:57:31 > Current trend: -0.25266 USD, Volume:3705.9510 BTC 12:57:31 > Current trend: -0.25266 USD, Volume:3705.9407 BTC 12:57:31 > Current trend: -0.25215 USD, Volume:3705.5335 BTC 12:57:30 > Current trend: -0.25215 USD, Volume:3703.6816 BTC 12:57:29 > Current trend: -0.25215 USD, Volume:3697.3816 BTC 12:57:29 > Current trend: -0.25215 USD, Volume:3675.3816 BTC 12:57:29 > Current trend: -0.25215 USD, Volume:3675.3715 BTC 12:57:29 > Current trend: -0.25215 USD, Volume:3638.4465 BTC 12:57:29 > Current trend: -0.25215 USD, Volume:3638.4407 BTC 12:57:28 > Current trend: -0.25204 USD, Volume:3605.9880 BTC 12:57:27 > Current trend: -0.25189 USD, Volume:3605.8023 BTC 12:57:27 > Current trend: -0.25176 USD, Volume:3175.8023 BTC 12:57:27 > Current trend: -0.25176 USD, Volume:3175.6029 BTC 12:57:27 > Current trend: -0.25176 USD, Volume:3175.3981 BTC 12:57:26 > Current trend: -0.25096 USD, Volume:3136.9981 BTC 12:57:25 > Current trend: -0.24402 USD, Volume:3136.9457 BTC 12:57:25 > Current trend: -0.24401 USD, Volume:3136.7414 BTC 12:57:25 > Current trend: -0.24341 USD, Volume:3136.7312 BTC 12:57:25 > Current trend: -0.24126 USD, Volume:3136.2614 BTC 12:57:25 > Current trend: -0.23986 USD, Volume:3136.1516 BTC 12:57:24 > Current trend: -0.23920 USD, Volume:3131.1516 BTC 12:57:23 > Current trend: -0.23920 USD, Volume:3129.3015 BTC 12:57:23 > Current trend: -0.23841 USD, Volume:3099.3015 BTC 12:57:23 > Current trend: -0.23841 USD, Volume:3098.3015 BTC 12:57:22 > Current trend: -0.23841 USD, Volume:3097.8015 BTC 12:57:22 > Current trend: -0.23841 USD, Volume:3085.3015 BTC 12:57:22 > Current trend: -0.23841 USD, Volume:3083.8729 BTC 12:57:22 > Current trend: -0.23841 USD, Volume:3081.8729 BTC 12:57:21 > Current trend: -0.23841 USD, Volume:3075.0150 BTC 12:57:21 > Current trend: -0.23841 USD, Volume:3065.0150 BTC 12:57:20 > Current trend: -0.23841 USD, Volume:3010.3721 BTC 12:57:20 > Current trend: -0.23841 USD, Volume:3000.3721 BTC 12:57:20 > Current trend: -0.23831 USD, Volume:2990.3721 BTC 12:57:20 > Current trend: -0.23790 USD, Volume:2890.3721 BTC 12:57:19 > Current trend: -0.23561 USD, Volume:2830.3588 BTC 12:57:19 > Current trend: -0.23422 USD, Volume:2829.5388 BTC 12:57:19 > Current trend: -0.22841 USD, Volume:2829.3344 BTC 12:57:18 > Current trend: -0.22741 USD, Volume:2799.3344 BTC 12:57:18 > Current trend: -0.22591 USD, Volume:2794.3344 BTC 12:57:18 > Current trend: -0.22518 USD, Volume:2776.9844 BTC 12:57:17 > Current trend: -0.22442 USD, Volume:2776.9250 BTC 12:57:17 > Current trend: -0.22441 USD, Volume:2776.7205 BTC 12:57:16 > Current trend: -0.21851 USD, Volume:2776.7104 BTC 12:57:16 > Current trend: -0.21841 USD, Volume:2746.6034 BTC 12:57:16 > Current trend: -0.21839 USD, Volume:2246.6034 BTC 12:57:15 > Current trend: -0.21741 USD, Volume:2211.1034 BTC 12:57:15 > Current trend: -0.21497 USD, Volume:2210.1034 BTC 12:57:14 > Current trend: -0.21462 USD, Volume:2203.4626 BTC 12:57:14 > Current trend: -0.21330 USD, Volume:2203.2587 BTC 12:57:14 > Current trend: -0.21208 USD, Volume:2201.4120 BTC 12:57:14 > Current trend: -0.21139 USD, Volume:2131.0996 BTC 12:57:13 > Current trend: -0.20887 USD, Volume:2130.8945 BTC 12:57:13 > Current trend: -0.20841 USD, Volume:2130.8474 BTC 12:57:13 > Current trend: -0.20751 USD, Volume:2105.8474 BTC 12:57:13 > Current trend: -0.20482 USD, Volume:2098.3024 BTC 12:57:13 > Current trend: -0.20481 USD, Volume:2098.0985 BTC 12:57:13 > Current trend: -0.20341 USD, Volume:2098.0884 BTC 12:57:13 > Current trend: -0.20295 USD, Volume:1566.8838 BTC 12:57:11 > Current trend: -0.19937 USD, Volume:1560.9508 BTC 12:57:10 > Current trend: -0.19881 USD, Volume:1555.5067 BTC 12:57:10 > Current trend: -0.19841 USD, Volume:1554.9367 BTC 12:57:09 > Current trend: -0.19841 USD, Volume:1191.6139 BTC 12:57:09 > Current trend: -0.19841 USD, Volume:988.5166 BTC 12:57:08 > Current trend: -0.19841 USD, Volume:963.3689 BTC 12:57:08 > Current trend: -0.19545 USD, Volume:962.3689 BTC 12:57:08 > Current trend: -0.19502 USD, Volume:961.3689 BTC 12:57:07 > Current trend: -0.19266 USD, Volume:961.1650 BTC 12:57:07 > Current trend: -0.19029 USD, Volume:953.3005 BTC 12:57:07 > Current trend: -0.18943 USD, Volume:953.1464 BTC 12:57:06 > Current trend: -0.18841 USD, Volume:952.9211 BTC 12:57:06 > Current trend: -0.18841 USD, Volume:921.2414 BTC 12:57:06 > Current trend: -0.18828 USD, Volume:921.0814 BTC 12:57:05 > Current trend: -0.18740 USD, Volume:890.5617 BTC 12:57:04 > Current trend: -0.18740 USD, Volume:888.7184 BTC 12:57:04 > Current trend: -0.18501 USD, Volume:788.7599 BTC 12:57:04 > Current trend: -0.18499 USD, Volume:626.6670 BTC 12:57:04 > Current trend: -0.18408 USD, Volume:626.6306 BTC 12:57:03 > Current trend: -0.18397 USD, Volume:431.7776 BTC 12:57:03 > Current trend: -0.18341 USD, Volume:430.8095 BTC 12:57:02 > Current trend: -0.17841 USD, Volume:428.8095 BTC 12:57:02 > Current trend: -0.17841 USD, Volume:428.7096 BTC 12:57:02 > Current trend: -0.17343 USD, Volume:418.7096 BTC 12:57:02 > Current trend: -0.17069 USD, Volume:418.4619 BTC 12:57:01 > Current trend: -0.16857 USD, Volume:418.2757 BTC 12:57:01 > Current trend: -0.16841 USD, Volume:418.1378 BTC 12:57:01 > Current trend: -0.16783 USD, Volume:338.4763 BTC 12:57:01 > Current trend: -0.16712 USD, Volume:338.4023 BTC 12:57:00 > Current trend: -0.16666 USD, Volume:337.6025 BTC 12:57:00 > Current trend: -0.16483 USD, Volume:337.5607 BTC 12:57:00 > Current trend: -0.16388 USD, Volume:337.2885 BTC 12:56:59 > Current trend: -0.16149 USD, Volume:336.6275 BTC 12:56:59 > Current trend: -0.16141 USD, Volume:335.4375 BTC 12:56:59 > Current trend: -0.16140 USD, Volume:333.4375 BTC 12:56:58 > Current trend: -0.15988 USD, Volume:333.4076 BTC 12:56:58 > Current trend: -0.15741 USD, Volume:333.2917 BTC 12:56:57 > Current trend: -0.15130 USD, Volume:332.2917 BTC 12:56:57 > Current trend: -0.14584 USD, Volume:331.6907 BTC 12:56:57 > Current trend: -0.14535 USD, Volume:331.5211 BTC 12:56:57 > Current trend: -0.14535 USD, Volume:330.6417 BTC 12:56:56 > Current trend: -0.14535 USD, Volume:329.9143 BTC 12:56:56 > Current trend: -0.14535 USD, Volume:329.5037 BTC 12:56:56 > Current trend: -0.14451 USD, Volume:329.1302 BTC 12:56:55 > Current trend: -0.14389 USD, Volume:329.0248 BTC 12:56:55 > Current trend: -0.14332 USD, Volume:328.4728 BTC 12:56:55 > Current trend: -0.14081 USD, Volume:328.3453 BTC 12:56:55 > Current trend: -0.13841 USD, Volume:328.2495 BTC 12:56:54 > Current trend: -0.13841 USD, Volume:323.2495 BTC 12:56:54 > Current trend: -0.13714 USD, Volume:315.3403 BTC 12:56:54 > Current trend: -0.13421 USD, Volume:314.8384 BTC 12:56:54 > Current trend: -0.13277 USD, Volume:314.6981 BTC 12:56:53 > Current trend: -0.12741 USD, Volume:309.2174 BTC 12:56:53 > Current trend: -0.12641 USD, Volume:307.2174 BTC 12:56:53 > Current trend: -0.12201 USD, Volume:217.2244 BTC 12:56:52 > Current trend: -0.12173 USD, Volume:217.0344 BTC 12:56:52 > Current trend: -0.11740 USD, Volume:216.5785 BTC 12:56:52 > Current trend: -0.11728 USD, Volume:216.5685 BTC 12:56:52 > Current trend: -0.11605 USD, Volume:216.5585 BTC 12:56:51 > Current trend: -0.11592 USD, Volume:216.5485 BTC 12:56:51 > Current trend: -0.11533 USD, Volume:216.5385 BTC 12:56:51 > Current trend: -0.11532 USD, Volume:216.5285 BTC 12:56:51 > Current trend: -0.11473 USD, Volume:216.4414 BTC 12:56:50 > Current trend: -0.11358 USD, Volume:216.4314 BTC 12:56:50 > Current trend: -0.11317 USD, Volume:216.4214 BTC 12:56:50 > Current trend: -0.10963 USD, Volume:216.4114 BTC 12:56:50 > Current trend: -0.10896 USD, Volume:216.4014 BTC 12:56:49 > Current trend: -0.10842 USD, Volume:216.3914 BTC 12:56:49 > Current trend: -0.10829 USD, Volume:216.3814 BTC 12:56:49 > Current trend: -0.10828 USD, Volume:216.3714 BTC 12:56:49 > Current trend: -0.10771 USD, Volume:216.3614 BTC 12:56:48 > Current trend: -0.10697 USD, Volume:216.3514 BTC 12:56:48 > Current trend: -0.10694 USD, Volume:216.3414 BTC 12:56:48 > Current trend: -0.10672 USD, Volume:216.1067 BTC 12:56:48 > Current trend: -0.10671 USD, Volume:216.0967 BTC 12:56:47 > Current trend: -0.10597 USD, Volume:216.0867 BTC 12:56:47 > Current trend: -0.10569 USD, Volume:216.0767 BTC 12:56:47 > Current trend: -0.10541 USD, Volume:216.0667 BTC 12:56:47 > Current trend: -0.10470 USD, Volume:214.0667 BTC 12:56:46 > Current trend: -0.10469 USD, Volume:214.0567 BTC 12:56:46 > Current trend: -0.10467 USD, Volume:214.0467 BTC 12:56:46 > Current trend: -0.10389 USD, Volume:214.0367 BTC 12:56:46 > Current trend: -0.10369 USD, Volume:214.0267 BTC 12:56:45 > Current trend: -0.10368 USD, Volume:214.0167 BTC 12:56:45 > Current trend: -0.10341 USD, Volume:214.0067 BTC 12:56:45 > Current trend: -0.10341 USD, Volume:201.8367 BTC 12:56:45 > Current trend: -0.10331 USD, Volume:193.8367 BTC 12:56:45 > Current trend: -0.10327 USD, Volume:193.8267 BTC 12:56:44 > Current trend: -0.10273 USD, Volume:193.5153 BTC 12:56:44 > Current trend: -0.10191 USD, Volume:193.5053 BTC 12:56:44 > Current trend: -0.10167 USD, Volume:193.4953 BTC 12:56:44 > Current trend: -0.10166 USD, Volume:193.4853 BTC 12:56:44 > Current trend: -0.10125 USD, Volume:193.4753 BTC 12:56:44 > Current trend: -0.10066 USD, Volume:193.4653 BTC 12:56:44 > Current trend: -0.10065 USD, Volume:193.4553 BTC 12:56:44 > Current trend: -0.09956 USD, Volume:193.4453 BTC 12:56:43 > Current trend: -0.09907 USD, Volume:193.1607 BTC 12:56:43 > Current trend: -0.09745 USD, Volume:192.8184 BTC 12:56:43 > Current trend: -0.09345 USD, Volume:192.5596 BTC 12:56:43 > Current trend: -0.08654 USD, Volume:192.3828 BTC 12:56:43 > Current trend: -0.08474 USD, Volume:192.1691 BTC 12:56:43 > Current trend: -0.08466 USD, Volume:192.0085 BTC 12:56:43 > Current trend: -0.08341 USD, Volume:191.8622 BTC 12:56:43 > Current trend: -0.08075 USD, Volume:189.8622 BTC 12:56:43 > Current trend: -0.08074 USD, Volume:189.6679 BTC 12:56:43 > Current trend: -0.07734 USD, Volume:167.1606 BTC 12:56:43 > Current trend: -0.07382 USD, Volume:167.0507 BTC 12:56:43 > Current trend: -0.06933 USD, Volume:166.9177 BTC 12:56:43 > Current trend: -0.06580 USD, Volume:166.7968 BTC 12:56:43 > Current trend: -0.06494 USD, Volume:166.7868 BTC 12:56:43 > Current trend: -0.06493 USD, Volume:166.7768 BTC 12:56:43 > Current trend: -0.06306 USD, Volume:166.7668 BTC 12:56:43 > Current trend: -0.06305 USD, Volume:166.7568 BTC 12:56:43 > Current trend: -0.06256 USD, Volume:166.7468 BTC 12:56:43 > Current trend: -0.06254 USD, Volume:166.7368 BTC 12:56:43 > Current trend: -0.06253 USD, Volume:166.7268 BTC 12:56:43 > Current trend: -0.06252 USD, Volume:166.7168 BTC 12:56:43 > Current trend: -0.06144 USD, Volume:166.7068 BTC 12:56:43 > Current trend: -0.06143 USD, Volume:166.6968 BTC 12:56:43 > Current trend: -0.06142 USD, Volume:166.6868 BTC 12:56:43 > Current trend: -0.06141 USD, Volume:166.6768 BTC 12:56:43 > Current trend: -0.06044 USD, Volume:164.6768 BTC 12:56:43 > Current trend: -0.06043 USD, Volume:164.6668 BTC 12:56:43 > Current trend: -0.06041 USD, Volume:164.6568 BTC 12:56:43 > Current trend: -0.06040 USD, Volume:164.6468 BTC 12:56:43 > Current trend: -0.05851 USD, Volume:164.6368 BTC 12:56:43 > Current trend: -0.03941 USD, Volume:164.5368 BTC 12:56:42 > Current trend: -0.02741 USD, Volume:162.5368 BTC 12:56:42 > Current trend: -0.02738 USD, Volume:160.5368 BTC 12:56:42 > Current trend: -0.02638 USD, Volume:95.5368 BTC 12:56:42 > Current trend: -0.01638 USD, Volume:35.5566 BTC 12:56:42 > Direction change down. Volume: 25.5566 BTC 12:56:42 > Current trend: 0.00000 USD, Volume:3.8244 BTC 12:53:12 > Current trend: 0.00000 USD, Volume:0.5708 BTC 12:53:10 > Current trend: 0.00000 USD, Volume:0.5600 BTC 12:46:52 > Error loading depth of market data. 12:46:52 > Unwinding buffered depth messages. 12:46:52 > Error loading depth of market data. 12:46:08 > Synchronizing the order book. 12:46:08 > Buffering bid 37.58224547 @ 14.14479 12:46:02 > Buffering bid 37.58224547 @ 14.14479 12:46:02 > Buffering bid 37.58256431 @ 14.14467 12:46:02 > Buffering ask 0.009957 @ 14.34204 12:46:02 > Buffering bid 37.58256431 @ 14.14467 12:46:02 > Buffering bid 37.58256431 @ 14.14467 12:46:01 > Buffering ask 0.009957 @ 14.34204 12:45:56 > Buffering bid 37.58256431 @ 14.14467 12:45:56 > Buffering bid 37.58283001 @ 14.14457 12:45:54 > Buffering bid 37.58283001 @ 14.14457 12:45:53 > Buffering bid 37.58301601 @ 14.1445 12:45:53 > Buffering ask 0.009957 @ 14.34217 12:45:50 > Buffering ask 0.009957 @ 14.34217 12:45:50 > Buffering bid 37.58301601 @ 14.1445 12:45:49 > Buffering ask 0.009957 @ 14.34225 12:45:49 > Buffering bid 37.58314886 @ 14.14445 12:45:48 > Buffering ask 0.009957 @ 14.34225 12:45:46 > Buffering bid 37.58314886 @ 14.14445 12:45:46 > Buffering ask 0.009957 @ 14.34232 12:45:46 > Buffering bid 37.58328172 @ 14.1444 12:45:45 > Buffering ask 0.009957 @ 14.34232 12:45:45 > Subscribed to depth 12:45:45 > Subscribed to ticker 12:45:45 > Subscribed to trades 12:45:45 > MtGox: Connected. 12:45:44 > Attempting connection over websocket 12:45:42 > Opening streaming data connection. 12:45:42 > Loading full depth of market table. Title: Re: understanding Auto sell/buy behavior in mtgox order log Post by: cyphunk on January 13, 2013, 04:56:32 PM could a mod perhaps move this message to a more relevant thread/forum while the data is still fresh? or could i get access to move it (have not made my 5 post quota yet)
Title: Re: understanding Auto sell/buy behavior in mtgox order log Post by: mjc on January 13, 2013, 06:09:45 PM If someone were to place a Maret order for 3,000 BTC that order would be filled with a number of smaller orders. Often times there will be many smaller orders at a price point.
|