SierraChart bridge - Realtime Bitcoin charts [v0.5] (MtGox, Intersango, ...)

[c0inbuster]

why not taking data directly from MtGox (instead of Bitcoin charts) ?

like goxtool
https://bitcointalk.org/index.php?topic=148462.0

[lucif]

why not taking data directly from MtGox (instead of Bitcoin charts) ?

they also have limited by trades number and requests feed.

[xeverse]

I changed mtgox feed to native SC data source: https://www.sierrachart.com/SupportBoard.php?ThreadID=527

Not free..

[myself]

I changed mtgox feed to native SC data source: https://www.sierrachart.com/SupportBoard.php?ThreadID=527

Not free..

if 10USD per month is a problem then you should rethink all the btc trading

[xeverse]

if 10USD per month is a problem then you should rethink all the btc trading

Then we should probably introduce volume based fees for bitcoin txs..

Btw bitcoin exchanges want to be transparent with public statements for each account..
So everybody can really check how much hard cash traders "earn" in the market..
Not fair only exchange owners have access to such precious stats..

This is a project of cryptoanarchy which is gonna change everything
not just another stuff to earn a quick buck out of it..

[lucif]

Sierra accepts bitpay btw

[deepceleron]

Details of why it's broken/bounty thread: https://bitcointalk.org/index.php?topic=184922.msg1923036#msg1923036

[abednego]

I have read back through posts and see that many are having problems downloading historical data.

I had a gap in my data file during the last weeks' problems and so deleted my mtgoxUSD.scid.  Unfortunately, it will not pull all the historical data to create a new, complete scid file.  All I get now is the last 2 days of data. 

Could someone direct me to the instructions for fixing this by downloading all data or said time blocks of data?

Thanks!

[Lgetty17]

Why not just use bitcoincharts? Is this any more accurate? You can get 1min resolution on bitcoincharts

[xeverse]

Is this any more accurate? You can get 1min resolution on bitcoincharts

1min is not enough. We need tick data..

dkasak, kind soul, has made changes to the source code.. need testing..
https://github.com/slush0/sierrachartfeed/pull/10

[deepceleron]

I'm just going to leave this here:

(old windows 32 bit standalone exe removed)

or

http://we.lovebitco.in/schart/sierrachartfeed.py (python 2.7 source, replace old file)

Yes, it's fixed in a big way.


NOTE: rename or delete your old C:\SierraChart\data\*.scid files if you've been using the broken sierrachartfeed version, or want older history than you previously retrieved.

Code:

Usage: sierrachartfeed.py [options]

Options:
  -h, --help            show this help message and exit
  -d DATADIR, --datadir=DATADIR
                        Data directory of SierraChart software
  -y, --disable-history
                        Disable downloads from bitcoincharts.com
  -p PRECISION, --volume-precision=PRECISION
                        Change decimal precision for market volume.
  -s SYMBOLS, --symbols=SYMBOLS
                        Charts to watch, comma separated. Use * for streaming
                        all markets.
  -l HISTORY, --history=HISTORY
                        Number of days of history to retrieve (default=7).

I set the default "symbol" to only be mtgoxUSD. The symbols are the file names for the exchange you can see here: http://api.bitcoincharts.com/v1/csv/ - for multiple exchanges, use the command-line option like:
sierrachartfeed -smtgoxUSD,bitfloorUSD,btceUSD

This is my own code, you can examine how I solved the problem of reading from old to new without an external database to sort and with 0 chance of missing or duplicate trades being downloaded (although it does inevitably waste some bandwidth).

Update 1: smarter download size adaptation, "days of history" option, actual source comments.
Update 2: fixed duplicate trade bug I created in update 1.
Update 3: include volume git pull (tick accurate data now), undo precision change (back to real volume = 0.01 in Chart->Chart Settings->Volume Multiplier), show both current time & trade time on console.
Update 013: tolerate the random HTTP 502 Gateway errors, adaptive data request rate to mitigate, default 7 days of history
Update 017: refine rate adaptation, enforce max history when catching up scid, give a user-agent

[xeverse]

I changed mtgox feed to native SC data source: https://www.sierrachart.com/SupportBoard.php?ThreadID=527

Hell, today it's good.. A bit faster than the bridge..
Very much like bitcoinity.. But slightly different somehow..

I'm sure quality service and good support worth it.. But we need more testing and feedback first..
I bet they are gonna be the first broker providing the btc datafeed and perhaps even trading.
Should be an option anyway, a good option.. 'Cause what really matters is the choice..

Why there's a difference in feeds? Different apis? Websockets vs socketio?

http://we.lovebitco.in/schart/sierrachartfeed.exe

Great. That way i'll learn python pretty soon..

Are you going to up it into the github repo?

[deepceleron]

sierrachartfeed.exe

Great. That way i'll learn python pretty soon..

Are you going to up it into the github repo?

I think I've got everything done worth doing, and it shouldn't break or have any more buffer overflow vulnerabilities than it did before. If bitcoincharts is down or 500, it errors out. If the data API changes to something else or is blank, just the current ticker works. If there are periods of data without trades in history (like from ddos) the logic doesn't care.

I'll just refactor to minimize diff lines before I put a pull request in (and create an account, install git, etc). Someone else could check it in; slush could look if I broke his functions, etc; it's public domain.

I changed mtgox feed to native SC data source: https://www.sierrachart.com/SupportBoard.php?ThreadID=527

Why there's a difference in feeds? Different apis? Websockets vs socketio?

SierraChart recently added their own mtgox data feed (and a $10/month bitcoin-only subscription).
Before that, and again now, the trial/free version of SierraChart can use data downloaded from bitcoincharts/mtgox when processed by the feed/bridge.

[xeverse]

SierraChart recently added their own mtgox data feed (and a $10/month bitcoin-only subscription).
Before that, and again now, the trial/free version of SierraChart can use data downloaded from bitcoincharts/mtgox when processed by the feed/bridge.

The bitcoin only subscr is a very promising move forward..

Yes, but our bridge stream seems a bit more delayed..
Afaik there are two different apis/data sources. Maybe that's why..

[Lgetty17]

Will someone sum up what exactly this does or can be used for in laymans terms?

[xeverse]

Will someone sum up what exactly this does or can be used for in laymans terms?

It's bridging, feeds almost realtime data into one of the most powerful charting platform..

[myself]

on SC data feed since the data is properly formatted and you can use tick charts for example the only problem is they dont have data since day 1



here a sample BTCUSD.7z

[movellan]

Will someone sum up what exactly this does or can be used for in laymans terms?

For those of us lacking programming expertise, is there a compiled version incorporating the recent changes discussed here? TIA.

[arklan]

trying out the new feed from deepceleron. looks to be good. it's currently grabbing the history for me. to make sure i'm doing this right:

for the windows exe, the multiple exchanges option should look like this, right? "sierrachartfeed.exe -s mtgoxUSD,bitstampUSD,btceUSD"

[deepceleron]

trying out the new feed from deepceleron. looks to be good. it's currently grabbing the history for me. to make sure i'm doing this right:

for the windows exe, the multiple exchanges option should look like this, right? "sierrachartfeed.exe -s mtgoxUSD,bitstampUSD,btceUSD"

There should be no space between the -s and the option.

You can also use sierrachartfeed.exe -s* if you want to download EVERY ticker, which is about 40 of them.

For those of us lacking programming expertise, is there a compiled version incorporating the recent changes discussed here? TIA.

Yes. 10 posts back.