there was a small bug in the automatic updating process that prevented the image on bitcoinX to update - should be fixed now.
@mushoz: the file is a couple hundred of megz compressed. where would you like me to upload it? no experience with all these shady upload services..
Topic: Large walls moving on Gox orderbook aka Manipulator (Diagram) (Read 6484 times)
February 18, 2012, 05:27:11 PM
Quick question: Do you happen to have your data in raw format as a download as well? Would love to play around with the data and create some of my own graphs. Thanks! 
February 18, 2012, 05:13:30 PM
Now live updates every 17 minutes on http://bitcoinX.com/charts (at the bottom)
Thanks! Amazing new feature! Much appreciated
February 18, 2012, 02:21:55 PM
Now live updates every 17 minutes on http://bitcoinX.com/charts (at the bottom)
February 17, 2012, 03:45:01 AM
I never said I could read much from the graphs. But the huge rapid swings are very interesting. also the amount of money in the books is a signal of speculation interest.
also there is another point: whenever you put an order in the book somebody else can take it. that means if someone has five hundred thousand coins (and may be a handful of people who do) they can sell them for a million dollars in the blink of an eye.
whatever orders you have in the books is at risk of being filled.
also there is another point: whenever you put an order in the book somebody else can take it. that means if someone has five hundred thousand coins (and may be a handful of people who do) they can sell them for a million dollars in the blink of an eye.
whatever orders you have in the books is at risk of being filled.
February 16, 2012, 06:25:11 PM
I've said it before and I'll say it again. As long as anyone can have programs that put in bids or asks they never intend to fill, and instantly pull them out before they would get filled, no one should take the Mt Gox market depth data seriously.
+1
There's no guarantee that the "depth data" includes all asks/bids or that the asks/bids it does include will be acted upon.
Seems to me an intelligent bot would ignore that stuff completely and work with real trade data. Hopefully some of that can be trusted but again you never know what people are doing off the books.
February 16, 2012, 05:00:07 PM
I've said it before and I'll say it again. As long as anyone can have programs that put in bids or asks they never intend to fill, and instantly pull them out before they would get filled, no one should take the Mt Gox market depth data seriously.
February 16, 2012, 04:45:42 PM
updated... hmm...
February 16, 2012, 03:55:20 PM
Quote
the manipulator
Nope, it's just PayPal or MasterCard with another wallet stealer trojan
Edit: Link: http://www.eweek.com/c/a/Security/Waledac-Botnet-Reappears-as-New-Password-Stealing-Variant-882729/
only steals conf --> client with password is protected
February 16, 2012, 10:57:38 AM
Quote
the manipulator
Nope, it's just PayPal or MasterCard with another wallet stealer trojan
Edit: Link: http://www.eweek.com/c/a/Security/Waledac-Botnet-Reappears-as-New-Password-Stealing-Variant-882729/
February 16, 2012, 10:26:56 AM
updated once more.... on the weekend I lost some data because my dns stopped resolving mtgox 
This is excellent.
February 13, 2012, 04:02:48 AM
updated once more.... on the weekend I lost some data because my dns stopped resolving mtgox
February 02, 2012, 08:00:41 AM
Yeah thanks,
it was an amazing race... fucking manipulators .... since few weeks
it was an amazing race... fucking manipulators .... since few weeks
February 02, 2012, 07:16:52 AM
updated.... another nice move
so what do you say, is it useful / interesting, should this go on bitcoinX ?
Definitely! Thanks for posting these!
Posting mostly to watch this thread, but I was curious as to the big drop last week... my thoughts were, after looking at it for awhile, was a glitch in a bot and not an intentional dump. Does your data support that potential theory?
I have data points only every 17 minutes or so but it looks like an intentional dump to me. Like the manipulator let a bulging bitcoinica burst: https://bitcointalksearch.org/topic/comic-the-sharks-and-the-trampoline-52336
The asks were reduced by a crazy amount right before the crash --> single entity.
edit: actually that statement was wrong for the last crash but seems to be true for today's
Maybe somebody has more detailed order book data for the time of the crash - would be interesting.
Posting mostly to watch this thread, but I was curious as to the big drop last week... my thoughts were, after looking at it for awhile, was a glitch in a bot and not an intentional dump. Does your data support that potential theory?
Pseudocode:
exp = 10
loop over time:
loop over bids:
weightedBid += bAmount * ((bPrice / price) ** exp) * bPrice
loop over asks:
weightedAsk += aAmount * ((price / aPrice) ** exp) * price * 1.0
second_subplot = np.array(lWeightedBid) - np.array(lWeightedAsk)
I have played a bit with these formulas last weekend. Checked the correlation to the price for a bunch of strategies but did not get a good result. The closer you go to the middle of the melting pot (higher exp) the more noise you get.
note how there is much more noise on the price chart starting with the new year (jump). Traders suddenly more active? New bot?
Just thinking... Asks and bids which are far from the current price are "less serious" and should be weighted down in this kind of analysis. What matters most is what happens close to the current price. Can you consider adding weighing coefficients which decay as you go further from the price at any given moment?
+1, that would be very useful
that was among the first things I tried. I will post how it looks tomorrow. The problem is that it is hard to grasp / describe what is going on behind the scenes.
Great! I already find your diagrams quite interesting.
Just thinking... Asks and bids which are far from the current price are "less serious" and should be weighted down in this kind of analysis. What matters most is what happens close to the current price. Can you consider adding weighing coefficients which decay as you go further from the price at any given moment?
+1, that would be very useful
that was among the first things I tried. I will post how it looks tomorrow. The problem is that it is hard to grasp / describe what is going on behind the scenes.
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