How do we calculate the price index?
We obtain the top bid and ask price ticks from Bitfinex, BTC-e, and Bitstamp every 2 seconds (We will increase the frequency later and if you have better suggestion, please let me know). Suppose they are Bid1, Ask1, Bid2, Ask2, Bid3, and Ask3 respectively for the three exchanges. And then we calculate the index as (Bid1 + Ask1 + Bid2 + Ask2 + Bid3 + Ask3)/6.
Thank you for this ... I hope you keep developing the product. Several improvements include:
1. A way to download trading/performance history to excel.
2. A better 'open positions' window - I have too many positions and the window is all but useless for me.
3. Present each customer with their trading performance statistics in some manner.
4. Show volume and open interest in each contract.
**On a daily basis it would be nice if, like all futures exchanges, you reported volume, and open interest by contract. Or allowed customers to see that on a real-time basis. It is very important data, particularly if one is considering a large position ...