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Author Topic: Real Time MtGox Order Book  (Read 25863 times)
MagicalTux
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Working on new MtGox features


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July 31, 2011, 05:02:41 PM
 #41

I'd suggest ignoring depth updates for currency != USD for now, as it messes up the view Smiley

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Oldminer
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August 05, 2011, 08:59:40 AM
 #42

site's down Sad

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So much code.


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August 05, 2011, 03:01:18 PM
 #43

And by 'site down,' do you mean that
  • My website failed to load?
  • Or the WebSocket would never connect to give any data?

It would be nice to have the details so I know if there's anything I can do about the problem.

It looks fine to me at this point though. I'm glad to see people finding these tools useful  Smiley

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August 05, 2011, 03:09:21 PM
 #44

Well the site came back up about 30 mins after I posted. From memory it was a time-out (page not found) error.

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August 06, 2011, 03:18:42 AM
 #45

And by 'site down,' do you mean that
  • My website failed to load?
  • Or the WebSocket would never connect to give any data?

It would be nice to have the details so I know if there's anything I can do about the problem.

It looks fine to me at this point though. I'm glad to see people finding these tools useful  Smiley

I saw that it was down last night as well.  The entire clarkmoody.com domain wasn't responding for a few hours.  Mt.Gox's websocket feed actually goes down quite often, but this was the first time I'd seen your entire site down.

Clark, your Real Time Order Book page is just awesome (as are your other Bitcoin pages).  I tried to program something like that myself a few months ago and couldn't come close.  Your page is exactly what I was trying to achieve and I failed miserably.  If I were Mr. Gox I would offer you a job.

Your work is definitely deserving of a donation because now I cannot do a trade without it.  When I'm not feeling so Bitcoin poor I will certainly send you something.

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August 06, 2011, 06:16:07 AM
 #46

Hmm...

I wanted to try the site, but apparently firefox 4 and 5 have websockets disabled because it could be a security threat.

http://hacks.mozilla.org/2010/12/websockets-disabled-in-firefox-4/

I'm sure the site is safe, but I don't really understand the websockets technology enough yet, so me thinks I will keep it disabled for now.




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August 06, 2011, 06:38:33 AM
 #47

Hmm...

I wanted to try the site, but apparently firefox 4 and 5 have websockets disabled because it could be a security threat.


Get Chrome

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August 06, 2011, 07:55:51 AM
 #48

Hmm...

I wanted to try the site, but apparently firefox 4 and 5 have websockets disabled because it could be a security threat.


Get Chrome

From what I've read so far, it's not the browser that's the problem...it's the protocol.  Or rather it's how 'transparent proxies' are vulnerable to cache exploits that don't handle the protocol properly.

I can edit my firefox config and enable it, but more research is needed before I will.

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August 06, 2011, 05:07:45 PM
 #49

I think Chrome 12 (stable) was the last version to enable websockets, although I'm not 100% sure (the beta might too). I'm running Chrome Canary (15) and it's disabled for security reasons. I just open it up in Chrome 12.
Clark
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August 10, 2011, 06:55:36 PM
 #50

Clark, your Real Time Order Book page is just awesome (as are your other Bitcoin pages).  I tried to program something like that myself a few months ago and couldn't come close.  Your page is exactly what I was trying to achieve and I failed miserably.  If I were Mr. Gox I would offer you a job.

Thanks very much!

As a side note, I have now added a real-time calculator to the order book. A longer description is in the first post in this thread.

Enjoy!

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August 11, 2011, 12:58:26 AM
 #51

Thanks for the update with the calculator feature, I just sent you another 0.50 BTC.

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August 11, 2011, 06:15:40 PM
 #52

Thanks for the update with the calculator feature, I just sent you another 0.50 BTC.

Awesome!

I think people will find it very useful.

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August 12, 2011, 11:42:07 PM
 #53

Clark, I remember watching you time sales page during the boom and the bust in July, never seen anything so cool in my life as watching those numbers fly. The order book is even more awesome when there is tonnes of activity, the calculator is just the cherry on the cake!

Thanks,
Will send on some btc when I buy some next.
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August 13, 2011, 02:24:03 AM
 #54

This is really cool.

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August 14, 2011, 04:53:21 AM
 #55

Hmm, can you please remove the calculator and put it on a separate page that you can get to by a link on the page.


Ever since it was added, the website freezes waaaay more than it used to.  I can't load the 500 or 1000 views anymore.
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August 14, 2011, 08:02:02 PM
 #56

Hmm, can you please remove the calculator and put it on a separate page that you can get to by a link on the page.


Ever since it was added, the website freezes waaaay more than it used to.  I can't load the 500 or 1000 views anymore.

Here are some numbers that I gathered about the time (milliseconds) it takes to process a depth message. The calculator, when active, is set on selling 100 BTC and spending 100 USD

RowsCalcNo Calc
5039.737.7
10082.181.7
250350.3346.7
500832.2778.1

As you can see, the numbers do not reflect a significant processing overhead for the calculator. However, I believe I could be more efficient when computing the sums all the way down the book.

You must keep in mind that MtGox sends messages out much faster than this page can display them. I believe the WebSocket gives on the order of 10-20 Hz data.

Here's a few questions:

How important is the sum column to you, especially at 500+ rows? Are you planning on releasing a 10000+ BTC buy any time soon (and will you let me know when you do)?

How exactly do you use the book when set at those high display counts? What are you looking at far away from the strike price?

I'd really like to make this thing more efficient, so any help will be appreciated. And I'll go look into making this code more efficient.

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Clark
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August 14, 2011, 08:40:33 PM
 #57

Ok, well I messed with the code a little bit, and I've eliminated a very inefficient jQuery call. Here is the updated table from my last post:

RowsCalcNo Calc
5010.19.3
10019.117.2
25047.145.7
50073.672.1

The new numbers are much more acceptable at the high row counts, especially considering that the book used to take almost a second (~800ms) to process a single message when displaying 500 rows.

GeniuSxBoy, thanks for pointing out how shamefully slow the update rate was and making me get in gear to produce more efficient code! The new code is now live.

Hint: for jQuery users, this is the power of the $.each() operator at work.

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Clark
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So much code.


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August 15, 2011, 12:55:03 AM
 #58

New Feature Announcement:

I have completed implementation of price grouping on the order book. It is available under the Controls section. You may group by 0.01, 0.05, 0.10, and 0.25 ($/BTC). This range may always be expanded depending on demand.

I think this feature will enable much greater awareness of the order book as a whole, similar to the graphical order books you see on other sites. With prices grouped, the order book is not a jumpy as before since row entries are not being added and removed that often.

Enjoy, and send bug reports (and donations)!

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August 15, 2011, 02:35:36 AM
 #59

Site is working like a charm, thank you Smiley
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August 15, 2011, 02:40:07 AM
 #60

Anyone using Chrome 14 Beta having issues?  Going from 12 to 14 seems to have broken WebSockets for me Sad

Cheers,
Kermee

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