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Author Topic: Real Time Charting, Order Book, and Time & Sales  (Read 82112 times)
hannet
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December 11, 2011, 03:37:42 AM
 #101

Market depth is not being updated without a refresh. Time & Sales might be broken too.
Is working again, but there doubling up bug is still there.
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hannet
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December 11, 2011, 03:48:17 AM
 #102

Market depth is not being updated without a refresh. Time & Sales might be broken too.
Is working again, but there doubling up bug is still there.
Occasionally  some orders don't appear in the market depth at all.
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December 11, 2011, 10:25:41 PM
 #103

Yes sometimes I won't see my order in the depth charts, sometimes it will show but it will be exactly double of what I set at Gox.  Kinda strange.  Oh, and the other day there was a bug that eventually showed 190,000 BTC on the buy side at a random number.  Refreshes of the whole page fix these bugs.
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December 12, 2011, 01:25:51 AM
 #104

Oh, and the other day there was a bug that eventually showed 190,000 BTC on the buy side at a random number.  Refreshes of the whole page fix these bugs.

Market depth is not being updated without a refresh. Time & Sales might be broken too.

I just launched some new code. Keep an eye on the depth table, and hopefully the problem will be fixed without the need to refresh. If Time & Sales aren't showing up, then the socket has gone down (most likely). When in polling mode, T&S won't show up at all (yet).

I'll have to look into how individual orders show up in the book and if there are errors there. Anything you notice on this front will help as well.

Oh and the little tick chart is now back in the top right corner, and there are some more options for price grouping intervals.

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December 12, 2011, 04:55:24 PM
 #105

Oh and the little tick chart is now back in the top right corner, and there are some more options for price grouping intervals.
An option for a 0.001 price group interval would be nice Smiley
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December 12, 2011, 05:10:41 PM
 #106

An option for a 0.001 price group interval would be nice Smiley

You got it  Cool

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December 12, 2011, 07:15:28 PM
 #107

An option for a 0.001 price group interval would be nice Smiley

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Nice, this makes the grouping option much more useful. For completeness you could add 0.0025, and possibly 0.0005, 0.00025, 0.0001, and 0.00005 if you think they might be useful.
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December 12, 2011, 07:54:52 PM
 #108

Nice, this makes the grouping option much more useful. For completeness you could add 0.0025, and possibly 0.0005, 0.00025, 0.0001, and 0.00005 if you think they might be useful.

I think this will ultimately be user-customizable and order-of-magnitude dependent. For instance, if the price of Bitcoin is $10k, you probably don't want to group the order book down to 0.0001, which is 8 orders of magnitude smaller than the price. As it stands, 0.0001 is useful when the price is ~$3, which is ~4.5 orders of magnitude.

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phorensic
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December 12, 2011, 08:29:48 PM
 #109

Thank you for the extra price grouping options!  I wanted that too!
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December 14, 2011, 03:40:01 PM
 #110

Thank you for the extra price grouping options!  I wanted that too!

Yeah me too.

Clark thanks a lot for all your work!!!

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December 20, 2011, 09:04:30 AM
 #111

Thanks a lot for writing this. It worked perfectly last night Smiley I'll probably send a small donation soon
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December 20, 2011, 12:45:25 PM
 #112

Thanks a lot for writing this. It worked perfectly last night Smiley I'll probably send a small donation soon

Much appreciated  Cool

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December 20, 2011, 01:24:23 PM
 #113

I notice a slight bug: The chart is marked in GMT, but the "console" and "Time & Sales" chart are in local time.
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December 21, 2011, 06:44:53 AM
 #114

Love the site! I was wondering though, when I mouse over the chart, it leaves yellow lines everywhere causing it to be difficult to see. Is there a reason for this, or some issue?

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December 21, 2011, 06:51:49 AM
 #115

I only read the first post, but I have to say I love what I am seeing.
Clark
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December 23, 2011, 02:03:32 AM
 #116

I notice a slight bug: The chart is marked in GMT, but the "console" and "Time & Sales" chart are in local time.


I will change the T&S time to GMT when I get back to the code, but console time will stay local, as it notifies the user of events happening on the platform.


Love the site! I was wondering though, when I mouse over the chart, it leaves yellow lines everywhere causing it to be difficult to see. Is there a reason for this, or some issue?

The reason is that I'm only clearing the few pixels around the crosshair before redrawing. It seems like you would get that problem if your browser / computer were lagging behind. What browser are you using?

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RyNinDaCleM
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December 23, 2011, 04:20:30 AM
 #117


The reason is that I'm only clearing the few pixels around the crosshair before redrawing. It seems like you would get that problem if your browser / computer were lagging behind. What browser are you using?

Firefox/Chrome both do it for me, on the three different computers I use. The charts/orders seem to update in real time, and without lag. Just that cross hair. I wasn't sure if it was a plotting tool or had some other use.

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December 23, 2011, 05:22:27 AM
 #118

Firefox/Chrome both do it for me, on the three different computers I use. The charts/orders seem to update in real time, and without lag. Just that cross hair. I wasn't sure if it was a plotting tool or had some other use.

Well, the crosshair is a way to see the time of the candle and the exact price / volume at the hover point.

That is very odd that you're having the same problem on multiple computers. I am looking into further chart customizations, and crosshair will definitely be on the list of options.

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molecular
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December 28, 2011, 12:08:31 AM
 #119

The issue could be in the initial synchronization of the poll-based full order book and the socket-based real time updates. I am working on a more precise way of achieving sync for these data sources, but it's not ready yet.

I'd be interested in your approach to this, since I have none implemented in my client (just poll initial orderbook, then make socket.io connection)

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Clark
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December 29, 2011, 10:04:59 AM
 #120

The chart now loads much more past data, depending on timeframe selected. For instance, you can click the D1 setting to see daily bars all the way back to the beginning of trading on MtGox (July 2010).

Hopefully, this will give a bit more context, being able to glance at the larger trend.


I will change the T&S time to GMT when I get back to the code, but console time will stay local, as it notifies the user of events happening on the platform.

I have changed the T&S to show GMT instead of local time.

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