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Author Topic: [ANN] Bitcoin-Analytics.com - price correction, additional currencies  (Read 26699 times)
nimnul
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April 17, 2013, 12:31:41 PM
 #61

4) On the VWAP line there are markers for each point, but not on the other price lines. I think it looks better without markers.
If you zoom the VWAP chart you will see something like this:



The markers are not for every point, but for each point (15-second "slot" as we call it) with trading activity. So here you can see that a large trade activity at 14:29:45 shifted VWAP, but a larger trade volume at 14:33:00 had almost no impact on the price. Removal of the markers will obscure this information.

Of course when you zoom out to default zoom level it starts looking ugly, but we didn't knew how we can improve it without information loss.

In addition you can see here why we chose to plot "buy" and "sell" trades separately instead of joining them with a single line as our competitors do. We show that trades are performed at two different steady prices instead of zigzag pattern you often see on last trade price charts without bid-ask separation and volume weighting:


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Masqurin
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April 17, 2013, 01:01:26 PM
 #62

4) On the VWAP line there are markers for each point, but not on the other price lines. I think it looks better without markers.
If you zoom the VWAP chart you will see something like this:

http://s13.postimg.org/40po5xrqv/vwap.png

The markers are not for every point, but for each point (15-second "slot" as we call it) with trading activity. So here you can see that a large trade activity at 14:29:45 shifted VWAP, but a larger trade volume at 14:33:00 had almost no impact on the price. Removal of the markers will obscure this information.

Of course when you zoom out to default zoom level it starts looking ugly, but we didn't knew how we can improve it without information loss.

I'm not sure I understand what extra information is conveyed by the points on the VWAP line that's not already in the volume chart - as far as I can tell the set of points on the sell line show that a bunch of trades happened around 14:33 but only one of them had large volume as indicated by the corresponding point on the volume chart. The fact that the price didn't change seems incidental.

In addition you can see here why we chose to plot "buy" and "sell" trades separately instead of joining them with a single line as our competitors do. We show that trades are performed at two different steady prices instead of zigzag pattern you often see on last trade price charts without bid-ask separation and volume weighting:

http://s16.postimg.org/njegc9q9h/vwap_bitcoinity.png

Yeah, I like the separate volumes for buys and sells a lot. Though the problem with using two line plots for them is 1) the line one with the higher volume in a timestep is going to obscure the lower one and 2) it's hard to tell how much total volume was traded for that timestep. A stacked bar graph with the buy volume on top of the sell volume would solve both problems and as a bonus is visually more clear - with a line plot the slope between points suggests the value is changing between points while a bar better represents the "slot" being filled with volume.
genuise
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April 17, 2013, 02:41:59 PM
 #63

Another one that would be good to have is a moving average of the buys volume:sells volume ratio over windows of e.g. 10m, 1h, 3h, etc.

Here is one question, as I can understand you meant trading volumes here. What if buys is zero in current slot? or more over what if sells volume is zero or very small? In those cases the metric will have no meaning. Or what did you mean?

Masqurin
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April 17, 2013, 03:03:15 PM
 #64

Another one that would be good to have is a moving average of the buys volume:sells volume ratio over windows of e.g. 10m, 1h, 3h, etc.

Here is one question, as I can understand you meant trading volumes here. What if buys is zero in current slot? or more over what if sells volume is zero or very small? In those cases the metric will have no meaning. Or what did you mean?

Perhaps (buys-sells)/(buys+sells) (if buys+sells=0 then 0) in that period then. The idea is to compare the relative volume of buys and sells in a time window to see if the market is bullish or bearish during that period.

Also the charts seem to be glitching out periodically where nothing is updated except sells. Happens at the same time on multiple exchanges so I assume it's not on mtgox's end, what's up with that?

http://i.imgur.com/3J66QgP.png

http://i.imgur.com/5DnrqRy.png

http://i.imgur.com/VmRQ1Fz.png
genuise
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April 17, 2013, 03:21:37 PM
 #65

Perhaps (buys-sells)/(buys+sells) (if buys+sells=0 then 0) in that period then. The idea is to compare the relative volume of buys and sells in a time window to see if the market is bullish or bearish during that period.

Aha I see now, actually we just wanted something like this when we tried Time last x traded chart.

Also the charts seem to be glitching out periodically where nothing is updated except sells. Happens at the same time on multiple exchanges so I assume it's not on mtgox's end, what's up with that?

There can be several causes of this
1) some times exchange just does not return request  - in this case the best option we have to assume the last available data as actual
the problem can be on exchange side - btc-e was ddos'ed or our hosting did not get connectivity.

2) in case of gox - we use quite complex logic for stream api client wich accounts for several cases:
  - stream api can connect us but does not subsribe to any channel in this case we need to detect that stream is dead after some timout and reconnect
  - if we could not reconnect for 15 minutes we force orderbook reinitialization - request full ordrbook via http
  - also gox can disconnect/reconnect us arbitrarily often and each time we connected again and subscribed we need to reinitialize orderbook state requesting full orderbook via http but we cannot request too often otherwise we will be  blocked by gox. thus we maintain hysotry of requests for each currency and wait in timeout if necessary some times for on hour and rarely for 24 hours.

all those timeouts is subject to changes and tweaks cause mtgox every time shows different and new patterns of how their engine can behave.

in all those cases we use last know state of orderbook to be able to assign trades to bid or aks side.

3) bitcoincharts can:
  - be down
  - we just do not connection to bitcoincharts
  - bitcoincharts delays some trades  - in this case after some time bitcoincharts cn send all dealyed trades and if our application was still up it sorts all of them by timestamp to its time slot and assigns bid/ask side, but if our application happend to restart due its own uncought exceptions then delayed trades could not come to us at all.

So if orderbook state is not changing you can see flat line.
If trade time is increasing then trades are not coming.

so you can imagine that thigns are a bit complex here.

thank you for your attention to those details

Masqurin
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April 17, 2013, 03:38:05 PM
 #66

There can be several causes of this
1) some times exchange just does not return request  - in this case the best option we have to assume the last available data as actual
the problem can be on exchange side - btc-e was ddos'ed or our hosting did not get connectivity.

2) in case of gox - we use quite complex logic for stream api client wich accounts for several cases:
  - stream api can connect us but does not subsribe to any channel in this case we need to detect that stream is dead after some timout and reconnect
  - if we could not reconnect for 15 minutes we force orderbook reinitialization - request full ordrbook via http
  - also gox can disconnect/reconnect us arbitrarily often and each time we connected again and subscribed we need to reinitialize orderbook state requesting full orderbook via http but we cannot request too often otherwise we will be  blocked by gox. thus we maintain hysotry of requests for each currency and wait in timeout if necessary some times for on hour and rarely for 24 hours.

all those timeouts is subject to changes and tweaks cause mtgox every time shows different and new patterns of how their engine can behave.

in all those cases we use last know state of orderbook to be able to assign trades to bid or aks side.

Note however that sells are being updated but buys are not. That rules out connectivity issues since buys and sells are on the same channel at least for mtgox. Also the same issue on three different exchanges at the same time is fishy.


Quote
3) bitcoincharts can:
  - be down
  - we just do not connection to bitcoincharts
  - bitcoincharts delays some trades  - in this case after some time bitcoincharts cn send all dealyed trades and if our application was still up it sorts all of them by timestamp to its time slot and assigns bid/ask side, but if our application happend to restart due its own uncought exceptions then delayed trades could not come to us at all.

So if orderbook state is not changing you can see flat line.
If trade time is increasing then trades are not coming.

so you can imagine that thigns are a bit complex here.

thank you for your attention to those details


To clarify, do you get your data from bitcoincharts or using each exchange's API directly?
genuise
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April 17, 2013, 03:47:47 PM
 #67


Note however that sells are being updated but buys are not. That rules out connectivity issues since buys and sells are on the same channel at least for mtgox. Also the same issue on three different exchanges at the same time is fishy.

When orderbook is not updated its median price is fixed and during this period actual trades can go up or down, thus they all automatically assigned to the same side.

This would not be a problem if bitcoincharts could collect and resend trades with original bid/ask assigned from exchanges. I contacted bitcoincharts before and they answered that they do not have any plans to support this feature unfortunately.

So we assign trades to bid/ask side on our own based on currently available orderbook data. This was very simple solution.


To clarify, do you get your data from bitcoincharts or using each exchange's API directly?

We get orderbooks directly from exchanges.
mtgox http full orderbook + stream api
btc-e http orderbook is not full - we could not manage discussion with them about possible solution yet, cause they are too busy on their own.

All trades for all exchanges we get thru bitcoincharts. this is the most simple solution.

we have plans to implement hybrid mode for mtgox trades which will get trades from stream api and in case stream api is down it will automatically switch to bitcoincharts stream

something like this

genuise
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April 18, 2013, 04:56:09 AM
 #68

Quote
Perhaps (buys-sells)/(buys+sells) (if buys+sells=0 then 0) in that period then. The idea is to compare the relative volume of buys and sells in a time window to see if the market is bullish or bearish during that period.

I just was thinking about how visually this shart will appear - as I can understand it will got positiv if buys greater than sells and negative otherwise. The value will not exceed +/-1.

But how this an be modified to be ale to visualize not only side of trade but also the absolute siginificance. I mean to tell whether there are only small sells or big. Can it be some how combine in this idea? Of course we always can have existing already absolute trades volume chart but I am just curious.

What is your opinion?

Masqurin
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April 18, 2013, 03:37:47 PM
 #69

Quote
Perhaps (buys-sells)/(buys+sells) (if buys+sells=0 then 0) in that period then. The idea is to compare the relative volume of buys and sells in a time window to see if the market is bullish or bearish during that period.

I just was thinking about how visually this shart will appear - as I can understand it will got positiv if buys greater than sells and negative otherwise. The value will not exceed +/-1.

But how this an be modified to be ale to visualize not only side of trade but also the absolute siginificance. I mean to tell whether there are only small sells or big. Can it be some how combine in this idea? Of course we always can have existing already absolute trades volume chart but I am just curious.

What is your opinion?

To show the absolute scale just don't divide by total volume, though I'm of the opinion that if you have a stacked bar chart for the trade volume then that will be obvious.
lambo
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April 19, 2013, 07:07:44 PM
 #70

I'm begging you to remove BTC24 from the arbitrage page.... There's no purpose anymore and it's ruining the purpose of being a member of your service. I'm a paid member and I would be able to use the arbitrage page if it was fixed! You should also remove Vircurex as it's useless for arb, and the price displayed is rarely accurate to the actual price... thanks!
genuise
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April 19, 2013, 08:09:51 PM
 #71

I'm begging you to remove BTC24 from the arbitrage page.... There's no purpose anymore and it's ruining the purpose of being a member of your service. I'm a paid member and I would be able to use the arbitrage page if it was fixed! You should also remove Vircurex as it's useless for arb, and the price displayed is rarely accurate to the actual price... thanks!

Hi, thank you for your feedback,

as for the btc24 it is absolutely not a problem to disable it.

But you also ask about Vircurex price which is not accurate? Can you elaborate about it? What exactly is wrong with it?
Vircurex orderbook data is requested directly from exchange api in the same manner as all other supported exchanges.

I understand that Vircurex almost does not have enough volume for arbitrage but their prices are calculated using the same formulas as for other exchanges are completely erronous? or what exactly did you mean? It would be helpful if you can explain this point.

Thank you

drwho88888
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May 23, 2013, 07:57:47 PM
 #72

Yesterday I joined and sent 0.1 BTC. Signed up for a month and all was OK. Saw the details under Configure with 0.06 balance and renewal date of 21st June.

Today apparently I have no active subscription and no balance.

WTF ?

Can someone explain ? Thanks
genuise
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May 23, 2013, 08:12:01 PM
 #73

Hi, can you please PM me bitcoin address assigned to your account for me to identify it?

scooterking
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June 05, 2013, 09:07:54 PM
 #74

OP:  I ordered a month subscription, then I accidentally transferred 2 BTC to you instead of someone else, how can I request them back ??

13ppDWTEZHHWvSLkAdqNM7Eb9WiL4ewrUB
Account balance   2.00 BTC
Subscription status   Active. Expires on Fri Jul 05 2013
Current plan   0.03 monthly


Much Thanks!

my BTC

14NPuHaeDZGv1zufgmxHXWHXtajgc3PWVV
scooterking
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June 06, 2013, 03:50:09 PM
 #75

Much Thanks to the Bitcoin Analytics Team for promptly resolving my problem and sending the coins back to me!!
A very trustworthy group to do business with!!!
Bamdad
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June 21, 2013, 03:39:56 PM
 #76

Hi

I've been waiting for my account to be activated, its been 6 confirmation hasn't got my account activated yet.

How long does usually it takes to activate an account?

genuise
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June 21, 2013, 03:49:48 PM
 #77

Hi, pm me please your account bitcoin address for me to be able to identify your account.

Usually server waits for notification message from our payment processor service. We activate even is there is 0 confirmations.

However sometimes payment notifications come delayed for 10-20 minutes, and rarely more than on hour.

So I hope for your patience.

thank you for supporting our service.

Bamdad
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June 21, 2013, 03:50:30 PM
 #78

I just noticed you already mentiond:

"It usually takes from 30 minutes to 1 hour to activate your subscription. Wait for some time and reload the page. Check Configure tab to see if your subscription was activated."

sorry for not being patient enough
r.schulz
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July 08, 2013, 02:52:44 AM
 #79

Is it possible to change the OpenID provider? I'm using myopenid and it is down. Thus I cannot access the page with my subscription currently. Given that it is unclear how soon myopenid is back up I would like to change to a different OpenID.
genuise
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July 08, 2013, 11:49:45 AM
 #80

Hi, we need to identify your account and to ensure that your account is indeed yours.

First, can you please PM me or send email to support@bitcoin-analytics.com.
Send your openid identificator (url or account name)  and also if you can find your bitcoin address which you payed your subsrciption.




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