Real Time Charting, Order Book, and Time & Sales

[molecular]

It has been doing this recently for some reason. There will be periods of "Connected" with no data. I really can't explain it, except to say that there is some malfunction with the socket.io stuff. My code didn't change.

This happens with my own client, too. Something on gox' side...

[Seal]

Great work on this. What did you use to code it up? Can you share any details about the dev work that went into it?

[Clark]

Great work on this. What did you use to code it up? Can you share any details about the dev work that went into it?

Most of the work is client-side JavaScript. I used jQuery and socket.io client libraries. A big chunk of the dev work has been spent handling all the edge cases coming across the Gox WebSocket.

Other than those libraries, I created all of the code from scratch.

[Seal]

A big chunk of the dev work has been spent handling all the edge cases coming across the Gox WebSocket.

What do you mean by edge cases? Error handling?

I was impressed at the implied exchange rates too. I've seen a lot of currency arbitrage opportunities by monitoring those on a casual basis and would love to create something similar for my own trading use. I'm assuming for each rate, you calculated it using the BID price in one currency and the ASK price on the other?

[rjk]

Edge cases and error handling means recovering gracefully from all the bullshit and erroneous data that the mtgox websocket spews on a daily basis because of its instability and poor implementation.

[Clark]

I'm assuming for each rate, you calculated it using the BID price in one currency and the ASK price on the other?

That's correct. The exchange rate comes from asking the question: "How much of currency Y could I buy with the Bitcoins gained from the sale of 1 unit of currency X?"

You sell at the Bid and buy at the Ask. That's why you get numbers less than 1 down the diagonal and numbers that aren't reciprocal for inverse pairs like EURUSD + USDEUR.

[elux]

Been getting this all day:

23:24:02 > Connection error.                               
23:23:54 > Got 2319 asks and 4752 bids.
23:23:53 > Opening streaming data connection.
23:23:53 > Loading full depth of market table.
23:23:53 > Changing depth display to 250 rows.
23:23:53 > Resizing console to 15 lines.

[dooglus]

Look at these 2 screenshots, showing the same period of time.  The first is a 5 minute view, the 2nd is a 15 minute view.

The first shows only 18k of trades at 15:40, with very little either side of it, but the 2nd shows 89k of trades at the same time (the orange crosshairs are over the point I'm talking about in both images).  How can that be?

[dooglus]

How can that be?

Oh, I also notice that the daily volume at the top of the charts says 57k.  The single large bar in the lower image is higher than the daily volume...

[dooglus]

I reloaded the page, and the volumes changed, but are still wrong.  18k and 50k now:

[genuise]

it seems to me trade volume is usually aprox double of actuall. this should be definitly checked further.

While developing my own website I often was comparing trades with this chart, and noticed such error. Seems it only visible for big enough volumes.

[dooglus]

If it was double, I could halve it.  But it seems to be kind of random.  Notice how the same 15 minute period shows two quite different volumes before and after I reloaded.

[genuise]

If it was double, I could halve it.  But it seems to be kind of random.  Notice how the same 15 minute period shows two quite different volumes before and after I reloaded.

you are right...


dooglus, and clark
if you dare, please check my website bitcoin-analytics.com  in order to compare this issue.

in fact at the time you are talking about my system shows 11.8k+ volume

As I also noticed, clark's chart does not take into account time stamps of trades, or at least does not respect them correctly. time intervals must be defined with some accuracy into time slots with exact start and end time that should allow to  distribute all trades, even those that came delayed in a correct time position.

At leaset we faced this problem in our project.

best,
Evgeniy

[ErebusBat]

If it was double, I could halve it.  But it seems to be kind of random.  Notice how the same 15 minute period shows two quite different volumes before and after I reloaded.

you are right...


dooglus, and clark
if you dare, please check my website bitcoin-analitycs.com  in order to compare this issue.

in fact at the time you are talking about my system shows 11.8k+ volume

As I also noticed, clark's chart does not take into account time stamps of trades, or at least does not respect them correctly. time intervals must be defined with some accuracy into time slots with exact start and end time that should allow to  distribute all trades, even those that came delayed in a correct time position.

At leaset we faced this problem in our project.

best,
Evgeniy

Your link was incorrect:
http://bitcoin-analytics.com/

[genuise]

Your link was incorrect:
http://bitcoin-analytics.com/

Thank you, updated

[Clark]

I have not validated the chart volume bars completely, and I will have to look into this.

Honestly, this is not my highest priority at the moment, since I'm working hard on RTBTC.

@ErebusBat: I am putting my trades into bars based on the server timestamp, instead of the time that I receive them on the client.

There are probably some issues with compiling the trades on the server since I must poll MtGox for the raw trades and construct bars on the server side.

[toddbethell]

bitcoin.clarkmoody.com is no longer updating with real time Buying and Selling or Time & Sales with (green / red).
Maybe related to MtGox API problem yesterday?

[Clark]

It is a MtGox API issue.

By the way, I have just added an information box that shows the current bar's open, high, low, and close while hovering over the chart.

[Steve]

I'm not sure if this has been reported before, but I'm unable to connect to the bitfloor feed using Safari on a Mac.  However, it works fine with Chrome.  The mtgox data works just fine on Safari.

[Clark]

I'm not sure if this has been reported before, but I'm unable to connect to the bitfloor feed using Safari on a Mac.  However, it works fine with Chrome.  The mtgox data works just fine on Safari.

I haven't heard of this issue before. Both sites are using socket.io to deliver real time data. The socket.io library is independently maintained, and I can't imagine that they would overlook the Safari+Mac combo. So it must be some error on the server side of bitfloor.