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Author Topic: Real Time MtGox Order Book  (Read 25862 times)
zhalox
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June 27, 2011, 01:47:39 AM
 #21

Just noticed that the bids in the order book are upside-down - I had to display 1000 rows, and the highest bid was on the bottom of the list.  Did Mt. Gox change their websocket format?  On another note, I noticed that my live sierrachartfeed-0.2 plugin stopped working too, and will not stream live, but only shows historical data (I believe it also uses the Mt. Gox websockets by default).

Btw, I have another question, if I want to donate to you again, do you prefer the address in your signature, or the address displayed at the bottom of http://bitcoin.clarkmoody.com/order-book/ ?

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Clark
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June 27, 2011, 02:47:02 AM
 #22

Yeah, Gox changed the order in which the bids come over the JSON getDepth call. I didn't check for ordering, so that's why it's backwards. It should be fixed now.

As you have also noticed, the WebSockets are not working properly. The handshake happens just fine, but the socket doesn't send any data. Hopefully this is an indication that the WebSocket stuff is being upgraded. But one can only hope.

Feel free to donate to any of my addresses! And thank you very much for donating already!

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zhalox
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June 27, 2011, 03:41:20 AM
 #23

Great, I'm glad to see it fixed already!  You're welcome, I've just sent 0.25 BTC Smiley

P.S. I see from your site/Twitter that you are a Christian - I am too!  A friend of mine at the Christian college I attend informed me about Bitcoin, and we began mining with our graphics cards together.  He is now a more serious Bitcoin miner, with several Radeon cards running.  As for me, I've only got a single 5870, but it's already paid itself off in BTC, plus extra Smiley

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June 27, 2011, 05:06:51 AM
 #24

Awesome!  Smiley

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RandyMarsh
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June 27, 2011, 11:47:07 AM
 #25

Since mtgox came back online the order book aint updating and the buy column is upsidedown :-(

Stan?! STAN?!?!
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June 28, 2011, 09:25:32 PM
 #26

All websockets based feeds are broken ATM.

On the plus side, I am using this order book as a non-real-time service, manually reloading the page... it's a lot faster than MtGox own non-real-time order book.
Yay!

PGP key (http://pgp.mit.edu:11371/pks/lookup?op=get&search=0x4C31319D069EBADA)
stic.man
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June 30, 2011, 02:38:31 AM
 #27

any word on the time and sales chart?  It's like heroin
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July 10, 2011, 02:55:52 PM
 #28

All websockets based feeds are broken ATM.

On the plus side, I am using this order book as a non-real-time service, manually reloading the page... it's a lot faster than MtGox own non-real-time order book.
Yay!

Its back realtime informative as ever! Thanks Clark! donation sent

Stan?! STAN?!?!
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July 10, 2011, 07:03:49 PM
 #29

Maybe I'm not reading it right but the prices seem to be off.   Right now mt. gox is trading at 15 and this shows last trade at 15.11

EDIT nevermind its just super fast and sees into the future.  Awesome
Clark
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July 10, 2011, 09:58:01 PM
 #30

I'm glad to see that it's back up and running!

As always, thanks for the donations!

I also updated the display of non-significant zeros in the size column. They are now very dark, so the view should be a little more like aligning to the decimal point.


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jjiimm_64
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July 11, 2011, 06:16:55 AM
 #31

I get::::

Your Browser does not Support WebSockets

Please try a better browser. You can get help here.


I am using firefox 5.  how much better can you get?

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MagicalTux
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July 11, 2011, 07:29:05 AM
 #32

I get::::

Your Browser does not Support WebSockets

Please try a better browser. You can get help here.


I am using firefox 5.  how much better can you get?

Chrome, Firefox 6.0, MSIE+HTML Labs, Safari...

Details: http://en.wikipedia.org/wiki/WebSockets#Browser_support


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July 11, 2011, 02:51:25 PM
 #33

We have devised some solutions in the Time & Sales thread here: http://forum.bitcoin.org/index.php?topic=11560.0

It covers Opera & Firefox and enabling WebSockets for those browsers.

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dserrano5
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July 11, 2011, 03:07:31 PM
 #34

Here are a couple of features/changes that come to mind. I'm only sharing them so they don't die inside my head.

  • Option to not show all the Add/Rem Bid/Ask in the console. Personally I'm not interested in those.
  • Ability to click on a row to highlight it, like "I have an order at this point" (e.g. with a brighter background). Auto-remove the highlight only when that row has completely been fulfilled. My particular order may be long gone by then, but there's no way that can be detected.
  • Don't highlight round numbers, but big (≥2000Ⓑ?) orders instead.

Clark
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July 11, 2011, 03:36:48 PM
 #35

I like those ideas.

I'm thinking that it might be nice to simply add your MtGox trade api token and subscribe to your particular order feed on the WebSocket. Then it would be very easy to highlight events related to your orders (though there would be no persistence between sessions).

As a side note, I am currently working on a far more sophisticated real time quotes system that everyone will enjoy. Please stay tuned for developments.

In the mean time I will probably launch a side-by-side order book and time & sales so you can close the console altogether.

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DrKennethNoisewater
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July 11, 2011, 05:25:36 PM
 #36


nice!

When I looked at the site, I thought I'm seeing my own python app.



very similar display of depth data.

One differency strikes me, though: you're ordering the asks the other way around than me.

I think having the lowest ask at the bottom makes sense: You have the bids coming down on the left and the asks going back up on the right. So it's shaped like a "U" with the lowest point of the U being where the action is.

So by looking at the last line, you can already tell what the lowest ask and highest bids are. With your ordering, I have to look at the last and the first line.. confuses the hell out of me. While that's probably because I'm used to my own ordering, I would still like to suggest you think about this and maybe change it.

Thanks for your work, Clark, it's really pretty cool.


This is looking good, the way it should be.

Offers on right, bids on left - Highest bid should be on top, lowest offer on top as well, just like a stock......add the TOS and we'll be off to the races.....

Keep up the great work!

DKN
MagicalTux
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July 11, 2011, 10:28:38 PM
 #37

I like those ideas.

I'm thinking that it might be nice to simply add your MtGox trade api token and subscribe to your particular order feed on the WebSocket. Then it would be very easy to highlight events related to your orders (though there would be no persistence between sessions).

As a side note, I am currently working on a far more sophisticated real time quotes system that everyone will enjoy. Please stay tuned for developments.

In the mean time I will probably launch a side-by-side order book and time & sales so you can close the console altogether.

If you need details on the future API and have preferences/requests on the way we push data on the stream, please contact me at admin@mtgox.com !

Dom
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July 15, 2011, 04:44:35 AM
 #38

Hi Clark, I just wanted to say the recent improvements to Order Book are quite nice. Thanks for your effort. I'll throw some bitchange your way on my next miner dump.
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July 23, 2011, 10:57:08 PM
 #39

Is the site down?
Oldminer
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July 30, 2011, 07:54:29 PM
 #40

Yup

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