bitcoinBull (OP)
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rippleFanatic
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April 24, 2011, 01:43:03 AM |
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I was connected to the websockets API and watched this happen again:
getting mtgox depth {"asks":[[1.6799,2],[1.68,100],[1.6899,9],[1.69,517.76],[1.69439,3.67],[1.69824,14.076],[1.70073,4.824],[1.70266,3.303],[1.799,37.52],[1.8,2.5],[1.85,3.78],[1.89999,9],[1.95,23.05],[1.9524,4.77],[1.9599,3.01],[1.97,9],[1.9791,504.21],[1.98,32],[1.98699,450],[1.987,86.21],[1.988,9.94],[1.9884,50],[1.9885,50],[1.9889,333],[1.9999,32.27],[2,9175.02],[2.2,1312],[2.4,1000],[2.4056,49.68],[2.48,700],[2.4999,600],[2.5,87.98],[2.6,1000],[2.65,50],[2.71,544],[2.72,500],[2.74568,10]],"bids":[[1.6303,300],[1.6301,1.5],[1.63,91],[1.6201,2],[1.62,1000],[1.61395,1.066],[1.612,100],[1.6,172.923],[1.5999,4.96],[1.59,10],[1.589,10],[1.5889,1.98],[1.583,5],[1.5829,3.36],[1.58,91.39],[1.5799,7],[1.579,10],[1.575,13.644],[1.5749,9],[1.57,1009.76],[1.5688,20],[1.54,533.455],[1.52,1000],[1.51,5.26],[1.5003,1],[1.5002,20],[1.5,20],[1.4835,50],[1.4834,50],[1.4833,50],[1.4831,104.268],[1.483,48],[1.4807,9.111],[1.4805,3.55],[1.472,2.634],[1.47,1020.068],[1.46511,102],[1.4606,101],[1.4335,27.555],[1.42,1000],[1.401,25],[1.4001,1000],[1.4,60],[1.39,10],[1.385,2.5],[1.372,35],[1.3675,50.1],[1.36,100],[1.3559,100],[1.352,200],[1.35,35],[1.341,51.06],[1.34,151.537],[1.3301,99.141],[1.33,7100],[1.32011,12.869],[1.32,5],[1.31,10],[1.301,500],[1.3,406.58],[1.295,100],[1.291,42],[1.2903,199.14],[1.2901,54.22],[1.29,122],[1.26,1],[1.2581,2],[1.254,7.743],[1.2502,3.551],[1.25,821],[1.21,75.454],[1.2022,52],[1.2011,54.329],[1.201,503.271],[1.2,2125.925],[1.19,16.75],[1.18,1],[1.175,6]]}
MessageEvent {"channel":"dbf1dee9-4f2e-4a08-8cb7-748919a71b21","op":"private","origin":"broadcast","private":"trade","trade":{"amount":511.214,"date":1303606410,"price":1.6,"tid":"45433","type":"trade"}}
After reading [https://mtgox.com/support/darkPool], if a normal sell order is placed that can partially fill a dark pool buy order, it should fill the higher priced normal bids before partially filling a dark order. Unless I'm mistaken, it doesn't look that happened here.
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