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1  Economy / Service Announcements / Re: BitcoinWisdom.com - Live Bitcoin/LiteCoin Charts on: March 06, 2015, 06:21:25 PM

AFAIK, the exchanges do not provide the full order book, but only the N entries closest to the spread, for some fixed N (say, a thousand).

The order book summary (the two rightmost columns on the chart) are computed by bitcoinwisdom's routines from those truncated order books.  The number of lines that they can compute depends on the distribution of the orders.  Robot traders generate hundreds of small orders close to each other.  For that reason, the summary of the first N bids below the spread may span very few price intervals 

For example, since BTC-e keeps USD prices with 0.001 USD steps, there may be almost 2000 orders between 270 and 272 USD, even though their total is only 312 BTC.


thanks for info!
2  Economy / Service Announcements / Re: BitcoinWisdom.com - Live Bitcoin/LiteCoin Charts on: March 06, 2015, 05:15:32 PM
hi there, thanks for your great charts!

could you just check is that a bug or feature? empty spaces in 'Depth Of Market'.

BTC-e, BTC/USD (same situation for Huobi, BTC/CNY)

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