Bitcoin Forum
December 03, 2016, 07:52:28 PM *
News: To be able to use the next phase of the beta forum software, please ensure that your email address is correct/functional.
 
   Home   Help Search Donate Login Register  
Pages: « 1 [2] 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 »
  Print  
Author Topic: Real Time Charting, Order Book, and Time & Sales  (Read 82052 times)
spruce
Full Member
***
Offline Offline

Activity: 140


View Profile
September 15, 2011, 10:34:20 PM
 #21

Doesn't work for me, Chrome and Win7:

23:33:19 > WebSocket Closed
23:33:08 > Opening WebSocket to ws://websocket.mtgox.com/mtgox

1480794748
Hero Member
*
Offline Offline

Posts: 1480794748

View Profile Personal Message (Offline)

Ignore
1480794748
Reply with quote  #2

1480794748
Report to moderator
1480794748
Hero Member
*
Offline Offline

Posts: 1480794748

View Profile Personal Message (Offline)

Ignore
1480794748
Reply with quote  #2

1480794748
Report to moderator
1480794748
Hero Member
*
Offline Offline

Posts: 1480794748

View Profile Personal Message (Offline)

Ignore
1480794748
Reply with quote  #2

1480794748
Report to moderator
"I'm sure that in 20 years there will either be very large transaction volume or no volume." -- Satoshi
Advertised sites are not endorsed by the Bitcoin Forum. They may be unsafe, untrustworthy, or illegal in your jurisdiction. Advertise here.
1480794748
Hero Member
*
Offline Offline

Posts: 1480794748

View Profile Personal Message (Offline)

Ignore
1480794748
Reply with quote  #2

1480794748
Report to moderator
Clark
Hero Member
*****
Offline Offline

Activity: 540


So much code.


View Profile WWW
September 15, 2011, 11:59:14 PM
 #22

Doesn't work for me, Chrome and Win7:

23:33:19 > WebSocket Closed
23:33:08 > Opening WebSocket to ws://websocket.mtgox.com/mtgox



What version of Chrome do you have?

PGP KEY | 1Bitcoin3Tg2KWyAq3wzivdqwYqGwKYaGd
speeder
Hero Member
*****
Offline Offline

Activity: 546



View Profile
September 16, 2011, 11:38:53 AM
 #23

Chrome auto-updates...

Chrome is Chrome...

Clark
Hero Member
*****
Offline Offline

Activity: 540


So much code.


View Profile WWW
September 16, 2011, 02:39:41 PM
 #24

Chrome auto-updates...

Chrome is Chrome...

I know, I've been using Chrome since 1.0. But things definitely change between versions.

And I've heard rumors that later versions of Chrome (14-15?) are changing / removing the WebSocket support.

PGP KEY | 1Bitcoin3Tg2KWyAq3wzivdqwYqGwKYaGd
speeder
Hero Member
*****
Offline Offline

Activity: 546



View Profile
September 16, 2011, 02:44:43 PM
 #25

I see...

On Mac (where it IS working) this is Chrome 13...

I will check at Chrome version I have at home.

macbook-air
Sr. Member
****
Offline Offline

Activity: 321


View Profile WWW
September 17, 2011, 01:43:38 AM
 #26

I've just build a realtime tick chart:




I will upload the updated code in a few hours. The tick chart is now live.



The Bids is inverse here. I'm using Safari 5.1 on Mac OS X Lion.

speeder
Hero Member
*****
Offline Offline

Activity: 546



View Profile
September 17, 2011, 03:21:39 AM
 #27

On home (where it disconnects) it is Win XP SP3 Google Chrome 14 beta-m

DrKennethNoisewater
Full Member
***
Offline Offline

Activity: 125



View Profile
September 18, 2011, 02:33:29 AM
 #28

I cannot connect ;<
maxkoda
Jr. Member
*
Offline Offline

Activity: 35


View Profile
September 18, 2011, 05:19:58 PM
 #29

So I finally got around to combining the order book and time & sales services into one page.

It's located on bitcoin.clarkmoody.com.

The trade series functionality is enabled in the console. This allows you to see the actual size of large orders that are split up into lots of trades. A 'trend' is defined as trades in the same direction.

Hopefully this will provide an improved experience along with more visibility of the Bitcoin market.

As a heads up, here are some things I'm working on in the near term:
  • Realtime charts!
  • Web-based order entry

Please stay tuned, and keep those donations coming. Thank you to all who have donated thus far!
Clark,
I would really like to see your work leveraged to provide real-time data to a charting package similar to http://www.anychart.com/products/stock/overview/

The chart package provides a lot of rich technical indicators and supports real-time data feeds. If you were to connect up your real-time tick data feed to a package like AnyChart Stock, that would be fabulous! I would be willing to fund such an effort. Or if you don't have the time or resources, I'd be willing to start a bounty effort. I would like to see such a package as free and open source.

Let me know what you think.

(by the way - great work your doing! I just sent you a donation!)

Cheers!

maxkoda
paraipan
Legendary
*
Offline Offline

Activity: 924


Firstbits: 1pirata


View Profile WWW
September 18, 2011, 10:32:02 PM
 #30

recently my ubuntu distro updated chrome to ver 14.0.835.163 and i only get disconnects, the wiki page on websockets doesn't give too much info on supporting browsers though, what can we do to continue using this service ? i've already searched how to downgrade my browser to no avail Sad

console output:

Code:
01:31:30 > WebSocket Closed
01:31:29 > Got 350 asks and 594 bids.
01:31:28 > Loading full depth of market table.
01:31:28 > WebSocket open.
01:31:27 > Changing depth display to 100 rows.
01:31:27 > Resizing console to 5 lines.
01:31:27 > Opening WebSocket to ws://websocket.mtgox.com/mtgox

BTCitcoin: An Idea Worth Saving - Q&A with bitcoins on rugatu.com - Check my rep
johnj
Full Member
***
Offline Offline

Activity: 154


View Profile
September 19, 2011, 03:43:20 AM
 #31

I took a nap.

Before I went to sleep, everything worked fine.

When I woke up, I get the 'WebSocket closed' error.  Win764, Chrome 14.0.835.163 m

Edit: Ahh, looks like its a chrome thing. And firefox/ie says "use a better browser"

1AeW7QK59HvEJwiyMztFH1ubWPSLLKx5ym
TradeHill Referral TH-R120549
paraipan
Legendary
*
Offline Offline

Activity: 924


Firstbits: 1pirata


View Profile WWW
September 19, 2011, 12:03:19 PM
 #32

I took a nap.

Before I went to sleep, everything worked fine.

When I woke up, I get the 'WebSocket closed' error.  Win764, Chrome 14.0.835.163 m

Edit: Ahh, looks like its a chrome thing. And firefox/ie says "use a better browser"

same thing here with opera 12, no avail Sad

BTCitcoin: An Idea Worth Saving - Q&A with bitcoins on rugatu.com - Check my rep
Clark
Hero Member
*****
Offline Offline

Activity: 540


So much code.


View Profile WWW
September 19, 2011, 02:35:05 PM
 #33

I took a nap.

Before I went to sleep, everything worked fine.

When I woke up, I get the 'WebSocket closed' error.  Win764, Chrome 14.0.835.163 m

Edit: Ahh, looks like its a chrome thing. And firefox/ie says "use a better browser"

same thing here with opera 12, no avail Sad

First of all, you can go here (http://websocket.org/echo.html) to determine if your browser still supports WebSockets at all. For non-Chrome browsers, please see the forum thread for my original Time & Sales service (https://bitcointalk.org/index.php?topic=11560.0).

MtGox uses the draft-00 version of the WebSocket protocol, and according to this article (http://blog.chromium.org/2011/08/new-websocket-protocol-secure-and.html), Chrome 14 ends support for the draft-00 and is going with draft-10.

Everyone please message MagicalTux until he upgrades the MtGox WebSocket protocol and enables Secure WebSockets!

PGP KEY | 1Bitcoin3Tg2KWyAq3wzivdqwYqGwKYaGd
Clark
Hero Member
*****
Offline Offline

Activity: 540


So much code.


View Profile WWW
September 20, 2011, 04:14:50 PM
 #34



The Bids is inverse here. I'm using Safari 5.1 on Mac OS X Lion.

It looks like there is a bug in the grouping code (Firefox for me). Does it display this behavior when you view the book without price grouping?

PGP KEY | 1Bitcoin3Tg2KWyAq3wzivdqwYqGwKYaGd
pirateat40
Avast Ye!
Sr. Member
****
Offline Offline

Activity: 378


"Yes I am a pirate, 200 years too late."


View Profile WWW
September 21, 2011, 12:28:23 AM
 #35

Just an FYI, Comodo has a Chrome based browser with added security that allows websockets. 

Comodo Dragon

AV
Hero Member
*****
Offline Offline

Activity: 910



View Profile
September 21, 2011, 08:11:09 AM
 #36

Everyone please message MagicalTux until he upgrades the MtGox WebSocket protocol and enables Secure WebSockets!

Please, everyone message MagicalTux here https://bitcointalk.org/index.php?topic=5855.100
or Personal Message.
Clark
Hero Member
*****
Offline Offline

Activity: 540


So much code.


View Profile WWW
September 21, 2011, 08:23:21 AM
 #37

Clark,
I would really like to see your work leveraged to provide real-time data to a charting package similar to http://www.anychart.com/products/stock/overview/

The chart package provides a lot of rich technical indicators and supports real-time data feeds. If you were to connect up your real-time tick data feed to a package like AnyChart Stock, that would be fabulous! I would be willing to fund such an effort. Or if you don't have the time or resources, I'd be willing to start a bounty effort. I would like to see such a package as free and open source.

Let me know what you think.

(by the way - great work your doing! I just sent you a donation!)

Cheers!

maxkoda

Thanks for the donation!

AnyChart looks very nice. It looks like it runs somewhere around $400-$600, but the prices on their site are not available for AnyStock.

I would love to be able to simply plug in a professional charting package! I'm not sure if a Flash-based solution is best, but I would put it on the site right now if I had a license!

PGP KEY | 1Bitcoin3Tg2KWyAq3wzivdqwYqGwKYaGd
phorensic
Hero Member
*****
Offline Offline

Activity: 630



View Profile
September 22, 2011, 12:21:36 AM
 #38

Could be a firewall thing.  I run the same version of Chrome at home and at work.  Our fancy-dancy Fortigate doesn't block the initial websocket connection but closes it immediately.  My consumer class router at home just leaves it open.
Cdecker
Hero Member
*****
Offline Offline

Activity: 487



View Profile WWW
September 22, 2011, 12:47:53 PM
 #39

I'm wondering how you decide when a direction turn is taken. Do you take a fixed length interval and use a weighted average and compare it to the previous low/high?

Want to see what developers are chatting about? http://bitcoinstats.com/irc/bitcoin-dev/logs/
Bitcoin-OTC Rating
Clark
Hero Member
*****
Offline Offline

Activity: 540


So much code.


View Profile WWW
September 22, 2011, 01:43:17 PM
 #40

I'm wondering how you decide when a direction turn is taken. Do you take a fixed length interval and use a weighted average and compare it to the previous low/high?

The direction is simply all the trades that go one way. I store the last traded price and the current direction. If the next trade is higher or the same price than that last traded price (and the direction is up), we add the volume of the trade to the current direction. If some trade comes along that is lower than the last trade, then our direction has changed to down.

I record the price at the direction change to compute the trend size, and I reset a volume counter as well, so we can see the amount traded in that direction. This really helps in exposing the true size of large orders as they sweep the book of many small orders.

If the time & sales are showing lots of green trades, and then a single red one, we've changed direction. It's as simple as that.

PGP KEY | 1Bitcoin3Tg2KWyAq3wzivdqwYqGwKYaGd
Pages: « 1 [2] 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 »
  Print  
 
Jump to:  

Sponsored by , a Bitcoin-accepting VPN.
Powered by MySQL Powered by PHP Powered by SMF 1.1.19 | SMF © 2006-2009, Simple Machines Valid XHTML 1.0! Valid CSS!