Real Time Charting, Order Book, and Time & Sales

[spruce]

Doesn't work for me, Chrome and Win7:

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

[1714152831]

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[1714152831]

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[Clark]

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?

[speeder]

Chrome auto-updates...

Chrome is Chrome...

[Clark]

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.

[speeder]

I see...

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

I will check at Chrome version I have at home.

[macbook-air]

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]

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

[DrKennethNoisewater]

I cannot connect ;<

[maxkoda]

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]

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

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

[johnj]

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"

[paraipan]

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

[Clark]

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

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!

[Clark]

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?

[pirateat40]

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

Comodo Dragon

[AV]

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]

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!

[phorensic]

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]

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?

[Clark]

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.