bb113 (OP)
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January 15, 2012, 06:43:26 AM |
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Is anybody doing this? I would like to see how they change in response to big movements, over the course of a day, etc. I'm imagining a Javascript thing that lets me scroll my mouse-wheel to travel through time.
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bb113 (OP)
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January 15, 2012, 06:48:57 AM |
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Right, the history. I couldn't think of the proper term, thanks.
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bitcoinBull
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rippleFanatic
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January 15, 2012, 07:33:26 AM |
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Yes some are doing this, but none consistently and nobody is sharing the data you'd have to collect from the feed. Coolest one was this 3D viz by tcatm (owner/creator of bitcoincharts.com. he provides historical mtgox trade data but not bid data, which he also collects and more than likely archives) Historic market depth chartsHere's some additional perspective from two extreme points in time, when the bid/ask geometry was enough out of the ordinary that I decided to catalog a couple of snapshots: bid depth vs 5.14.2011 - why I'm bullish at $10 on 8.14.2011
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College of Bucking Bulls Knowledge
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bb113 (OP)
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January 15, 2012, 09:24:38 AM |
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It seems to me the most intuitive way to visualize how something complex changes over time is a series of snapshots with controllable frame rate. A timecourse works ok for the price, which is a single value, but these 3-d heatmap charts are just confusing.
Lets say one screenshot an hour, 50 kb per image. That would be 438 MB for a year of depth chart history. I guess that might be a pain for a web interface.
Also color blindness makes me hate heat maps, so I may be biased.
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BTCurious
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January 15, 2012, 12:08:57 PM |
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I know someone who records the bid and ask data, and would share it for a cool 3d project (something like "fly through the mtgox canyon"). I'd have to hunt through my IRC logs to find out who it was again though.
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Revalin
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January 15, 2012, 12:20:10 PM |
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I have a copy of the depth for the last several months. It's not complete (I have some network outages), and I don't have a convenient web viewer, but I manually generate charts occasionally when interesting things happen: I consider these charts to be educational in how the market works, good for spotting abnormal trading behavior (as above), and useful when training bots, but not a very reliable way to trade. I'm happy to share the data if someone would like to make a better viewer.
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War is God's way of teaching Americans geography. --Ambrose Bierce Bitcoin is the Devil's way of teaching geeks economics. --Revalin 165YUuQUWhBz3d27iXKxRiazQnjEtJNG9g
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bzzard
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January 15, 2012, 12:32:50 PM Last edit: January 15, 2012, 07:23:17 PM by bzzard |
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I'm storing depth every hour data since 2011-07-25 Every 5 minutes since couple weeks. Of course you will see this in btccharts.com (can't say when since my plans are changing every day... ) If anyone have an orderbook data before 2011-07-25 and is willing to sell this - PM to me and say what's your price.
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bb113 (OP)
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January 15, 2012, 06:54:00 PM Last edit: January 16, 2012, 06:10:18 AM by bitcoinbitcoin113 |
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Well I look forward to progress on this front. I don't think I could contribute much though. Revalin, can you explain what I'm looking at or link me?
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szuetam
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January 17, 2013, 07:59:57 AM |
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Great. I was looking for such a concept Is there anything new about it?
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Luno
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January 17, 2013, 08:19:43 AM |
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A canyon view would be a very quick way to spot wall movements and their origin. It would also give an idea of the change of "mood" of buyers and sellers over time; months, year.
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szuetam
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January 17, 2013, 09:33:38 AM |
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I'm sure that web service with canyon looklike charts with cross-section view would rock and become most popular.
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genuise
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January 17, 2013, 03:28:45 PM |
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Is anybody doing this? I would like to see how they change in response to big movements, over the course of a day, etc. I'm imagining a Javascript thing that lets me scroll my mouse-wheel to travel through time.
Check bitcoin-analytics.com is it what your were thinking about? I collects depth data for 4 currencies lots of exchanges...
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notme
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January 17, 2013, 03:32:48 PM |
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A while back someone started taking screenshots of the walls at regular intervals and made a time lapse video from them, not sure where that ended up going or who was doing it tho.
You could probably make a decent one from the wall thread, but it only goes back a few months.
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Luno
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January 17, 2013, 03:44:15 PM |
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Do it in MATLab, compile it to a win32 exe, upload it here for everyone to download.
We could also ask the Clarck Moody guy, he is working on an improved interface, one click buy sell, etc.
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thezerg
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January 17, 2013, 04:06:52 PM |
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This is a synthesis of the last 4 hours of bid/ask depth summed at 5 and 10 (bid) and 15 and 20 (ask).
You can see a few interesting things here. Notably, the amount of bid BTC above 5 on the bid side has decreased, but the USD it represents has remained essentially the same. So bidders are creeping up. You can see the same effect at the "above 10" numbers. In this case, both the USD and the BTC it can buy is creeping up. One interpretation is that bottom feeders are moving their bids into a more likely purchase zone.
On the sell side, you can see that 15 is eroding and at the same time sell side pressure at a higher point is NOT materializing (yet). So sellers generally are not moving their asks up and at the same time new sellers seem to be sitting on the sidelines, probably to see what happens after 15.
>>> btcstats.positionSummary(db,4*btcstats.Hours,0,[5,10],[15,20]) 2013-01-17 06:57:26.873053: 2084 bids of 193231 btc (1931034.00) above 5. 1467 bids of 96715 btc (1238667.00) above 10. 52 asks of 9542 btc (142486.00) below 15. 509 asks of 38370 btc (632401.00) below 20. 2013-01-17 07:12:26.954714: 2085 bids of 193131 btc (1929984.00) above 5. 1468 bids of 96642 btc (1237782.00) above 10. 50 asks of 9762 btc (145763.00) below 15. 508 asks of 38710 btc (637524.00) below 20. 2013-01-17 07:27:27.002699: 2088 bids of 187658 btc (1924709.00) above 5. 1470 bids of 98911 btc (1271873.00) above 10. 45 asks of 8752 btc (130785.00) below 15. 509 asks of 38062 btc (628097.00) below 20. 2013-01-17 07:42:26.375522: 2092 bids of 188284 btc (1936783.00) above 5. 1474 bids of 100107 btc (1288469.00) above 10. 44 asks of 8444 btc (126188.00) below 15. 508 asks of 37702 btc (622714.00) below 20. 2013-01-17 07:57:27.443380: 2084 bids of 187961 btc (1932765.00) above 5. 1466 bids of 99783 btc (1284451.00) above 10. 45 asks of 8688 btc (129811.00) below 15. 502 asks of 37570 btc (620536.00) below 20. 2013-01-17 08:12:27.073623: 2094 bids of 188365 btc (1937933.00) above 5. 1476 bids of 100187 btc (1289619.00) above 10. 45 asks of 8636 btc (129036.00) below 15. 505 asks of 37647 btc (621878.00) below 20. 2013-01-17 08:27:27.086351: 2095 bids of 189981 btc (1960531.00) above 5. 1477 bids of 101804 btc (1312217.00) above 10. 45 asks of 8436 btc (126051.00) below 15. 504 asks of 37422 btc (618447.00) below 20. 2013-01-17 08:42:27.567050: 2090 bids of 189418 btc (1952148.00) above 5. 1472 bids of 101240 btc (1303834.00) above 10. 44 asks of 8397 btc (125470.00) below 15. 501 asks of 37338 btc (617207.00) below 20. 2013-01-17 08:57:26.835357: 2092 bids of 187209 btc (1917868.00) above 5. 1474 bids of 98663 btc (1267410.00) above 10. 23 asks of 7286 btc (109093.00) below 15. 482 asks of 36265 btc (601504.00) below 20. 2013-01-17 09:12:26.817323: 2076 bids of 189261 btc (1947945.00) above 5. 1458 bids of 100710 btc (1297430.00) above 10. 20 asks of 6806 btc (101949.00) below 15. 477 asks of 35642 btc (592132.00) below 20. 2013-01-17 09:27:26.870106: 2072 bids of 189968 btc (1957364.00) above 5. 1454 bids of 101409 btc (1306761.00) above 10. 16 asks of 6692 btc (100273.00) below 15. 481 asks of 36224 btc (601310.00) below 20. 2013-01-17 09:42:26.043668: 2050 bids of 188625 btc (1947960.00) above 5. 1450 bids of 101464 btc (1308167.00) above 10. 13 asks of 6140 btc (92030.00) below 15. 478 asks of 35464 btc (589578.00) below 20. 2013-01-17 09:57:27.253930: 2050 bids of 189282 btc (1957725.00) above 5. 1450 bids of 102121 btc (1317932.00) above 10. 13 asks of 5240 btc (78539.00) below 15. 476 asks of 34727 btc (578669.00) below 20. 2013-01-17 10:12:26.790411: 2039 bids of 188618 btc (1946884.00) above 5. 1439 bids of 101458 btc (1307091.00) above 10. 15 asks of 5606 btc (83964.00) below 15. 484 asks of 34872 btc (580646.00) below 20. 2013-01-17 10:27:27.189975: 2050 bids of 188617 btc (1946530.00) above 5. 1450 bids of 101455 btc (1306729.00) above 10. 13 asks of 5054 btc (75735.00) below 15. 478 asks of 34755 btc (579656.00) below 20. 2013-01-17 10:42:27.088649: 2048 bids of 186804 btc (1920944.00) above 5. 1448 bids of 99643 btc (1281143.00) above 10. 14 asks of 5055 btc (75765.00) below 15. 477 asks of 35332 btc (590057.00) below 20.
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phelix
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January 17, 2013, 05:46:34 PM |
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I have data for all of 2012. gox full depth every 17minutes.
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