Real Time MtGox Order Book - page 2.

Clark

hero member

Activity: 548

Merit: 502

So much code.

Quote from: molecular on September 24, 2011, 06:57:36 PM

Quote from: DrKennethNoisewater on September 19, 2011, 06:03:52 PM

For one reason or another, gox and crew are dragging there feet on this 1.

I hope they're not sand bagging because they're going to launch a competing product and lock up the api.

I think thats unlikely. That would p.ss off a lot of people. The websocket is also used by bots and custom trading clients, for example. MagicalTux has had websocket on low priority, it seems, and it's been like that for a long time. It's more important to have the trading engine working first Wink

Yeah, the main issue here is the changing browser support of the WebSocket protocols. Python certainly has no problem connecting, so the bots aren't hurting.

molecular

donator

Activity: 2772

Merit: 1019

Quote from: DrKennethNoisewater on September 19, 2011, 06:03:52 PM

For one reason or another, gox and crew are dragging there feet on this 1.

I hope they're not sand bagging because they're going to launch a competing product and lock up the api.

I think thats unlikely. That would p.ss off a lot of people. The websocket is also used by bots and custom trading clients, for example. MagicalTux has had websocket on low priority, it seems, and it's been like that for a long time. It's more important to have the trading engine working first Wink

DrKennethNoisewater

full member

Activity: 125

Merit: 100

For one reason or another, gox and crew are dragging there feet on this 1.

I hope they're not sand bagging because they're going to launch a competing product and lock up the api.

Clark

hero member

Activity: 548

Merit: 502

So much code.

Please see my latest post here: https://bitcointalksearch.org/topic/m.533997

I address these latest connection issues there.

S3052

legendary

Activity: 2100

Merit: 1000

This is great! Wonderful.

Just one question: Is there an issue with the connection at the moment. In my case, it disconnects within a split second after hitting the connect button.

Clark

hero member

Activity: 548

Merit: 502

So much code.

I have launched the Time & Sales and Order Book in a combined product. Read about it here.

Or visit http://bitcoin.clarkmoody.com/

Enjoy!

S3052

legendary

Activity: 2100

Merit: 1000

thanks.
I wish mtgox would deliver better data

Clark

hero member

Activity: 548

Merit: 502

So much code.

Unfortunately, I am at the mercy of the getDepth API call. The data you see on my site comes from MtGox as-is.

My site reflects the most recent output of the MtGox API, which changes frequently, as you've noticed.

S3052

legendary

Activity: 2100

Merit: 1000

Quote from: Clark on August 27, 2011, 07:29:35 PM

Here is what happens:

Mt.Gox does not stream the full order book over the WebSocket; it streams only the changes as they come in. Therefore, the site polls the normal API at getDepth.php to get the 'whole' book. The problem is that the call to that API address seems to return only those orders within +/- $2 of the strike price. This is what you see when the order book loads initially.

As new orders come in, some lie outside of the initial 'full' book, so you get that light volume in the fringes of the book. There really is no way at this point to get an accurate representation of the entire order book.

Hi again, there is still some discrepancy between your order book completeness vs. MtGox (see here: https://mtgox.com/trade/history)

If you click on Market depth rounded, you see that the bids and ask go further than on your site. Any idea why? I remember it was better on your site days before. Anything changed?

cronopio

newbie

Activity: 55

Merit: 0

Yeah, Node.js its ideal for this. The problem is the API its a websocket interface from MtGox.

Node.js work perfectly only if mtgox be rewritten in Node.js

Here you have the relay on MtGox plataform.

Clark

hero member

Activity: 548

Merit: 502

So much code.

Quote from: Tasty Champa on August 27, 2011, 09:56:45 PM

Also, one last question if possible, I've been looking into Node.js, is that a wise direction?

I have no experience with Node.js, so I couldn't give you an answer one way or the other.

Tasty Champa

member

Activity: 84

Merit: 10

Quote from: Clark on August 27, 2011, 09:35:45 PM

Quote from: Tasty Champa on August 27, 2011, 09:20:59 PM

@Clark, do you have any advice or directional links to code or tuts for someone who wants to explore making charts similar to these?

Learn jQuery and get familiar with the WebSocket in JavaScript. You can look on the Bitcoin Wiki for details on the messages that MtGox broadcasts on this page.

Thanks Clark!
Also, one last question if possible, I've been looking into Node.js, is that a wise direction?

Clark

hero member

Activity: 548

Merit: 502

So much code.

Quote from: Tasty Champa on August 27, 2011, 09:20:59 PM

@Clark, do you have any advice or directional links to code or tuts for someone who wants to explore making charts similar to these?

Learn jQuery and get familiar with the WebSocket in JavaScript. You can look on the Bitcoin Wiki for details on the messages that MtGox broadcasts on this page.

Tasty Champa

member

Activity: 84

Merit: 10

@Clark, do you have any advice or directional links to code or tuts for someone who wants to explore making charts similar to these?

S3052

legendary

Activity: 2100

Merit: 1000

Thanks for the clear and prompt answer, and.. keep your great service up!

Clark

hero member

Activity: 548

Merit: 502

So much code.

Quote from: S3052 on August 27, 2011, 04:35:46 PM

One question on the depth of the order book on MtGox. Can you display the full order book or is it truncated?
If it is truncated, it should have no orders above and below a certain level.

The reason why I am asking is that there are only very small bids below 6 $ and only small asks above 12 $. What is the truth?

Here is what happens:

Mt.Gox does not stream the full order book over the WebSocket; it streams only the changes as they come in. Therefore, the site polls the normal API at getDepth.php to get the 'whole' book. The problem is that the call to that API address seems to return only those orders within +/- $2 of the strike price. This is what you see when the order book loads initially.

As new orders come in, some lie outside of the initial 'full' book, so you get that light volume in the fringes of the book. There really is no way at this point to get an accurate representation of the entire order book.

S3052

legendary

Activity: 2100

Merit: 1000

Clark,

your site is just great.

One question on the depth of the order book on MtGox. Can you display the full order book or is it truncated?
If it is truncated, it should have no orders above and below a certain level.

The reason why I am asking is that there are only very small bids below 6 $ and only small asks above 12 $. What is the truth?

Clark

hero member

Activity: 548

Merit: 502

So much code.

The main advantage of this whole thing is that it works on the WebSocket, which no other exchanges provide.

I am working on a few products right now that will make trading on multiple exchanges way easier. Stay tuned!

osmosis

sr. member

Activity: 300

Merit: 250

It wasnt working in Chrome in win for a google week. Websocket was failing. Im glad its back now.

Any plans to add support for other exchanges? Id love to see ExchB and Tradehill as options as well.

Kermee

full member

Activity: 154

Merit: 100

Quote from: GeniuSxBoY on August 26, 2011, 12:12:30 AM

LoL....It's me again. Another bug is making itself shown

The Websocket is too sensitive and keeps disconnecting for short periods of time. I used to be able to keep it open all day, now I have to reconnect every 15 minutes or so... sometimes after just 5 minutes.

That's MtGox's side...

Cheers,
Kermee

Topic: Real Time MtGox Order Book - page 2. (Read 26764 times)