Author

Topic: Realtime MtGox Time and Sales (Read 19665 times)

member
Activity: 112
Merit: 10
February 14, 2013, 10:42:50 AM
#70
OP nice one! thank you!
rjk
sr. member
Activity: 448
Merit: 250
1ngldh
January 17, 2012, 07:05:53 PM
#69
Nice job Clark! I now miss it Smiley When will it be back online?
I never realize exactly how horrible mtgoxlive is until I have to use it and then it is like ... damn ...
member
Activity: 105
Merit: 10
Say BYE to tobacco taxes and bureaucratized trade.
January 17, 2012, 07:04:26 PM
#68
Nice job Clark, I found your tool extremely useful! Now I miss it Smiley When will it be back online?
hero member
Activity: 548
Merit: 502
So much code.
January 17, 2012, 04:52:14 PM
#67
what does it mean: Your account is suspended?
I can't use clarkmoody since today.

I am in the process of switching servers.
hero member
Activity: 686
Merit: 500
January 17, 2012, 04:27:25 PM
#66
what does it mean: Your account is suspended?
I can't use clarkmoody since today.
hero member
Activity: 548
Merit: 502
So much code.
October 21, 2011, 05:20:43 PM
#65
I see you fixed the issue with "erratic" order book entries when grouping by price. Thanks. Was guessing these where "other currencies"?

Not other currencies (their depth messages are not broadcast over websocket yet). The bug came from sorting an array of strings instead of numbers. With strings, "1000" comes before "999" because the comparison is made on the first character.
donator
Activity: 2772
Merit: 1019
October 21, 2011, 05:04:44 PM
#64
I see you fixed the issue with "erratic" order book entries when grouping by price. Thanks. Was guessing these where "other currencies"?
hero member
Activity: 548
Merit: 502
So much code.
October 21, 2011, 01:32:47 AM
#63
Edit: Wrong topic, sorry.
hero member
Activity: 548
Merit: 502
So much code.
October 17, 2011, 01:59:52 PM
#62
Yeah, order book sweeps could be dangerous, but you can't buy more than you can afford with your account balance.
sr. member
Activity: 364
Merit: 250
October 09, 2011, 06:14:04 AM
#61
If you do a limit order  e.g. @4.231, to buy 100 BTC, you would get all BTC below. Right?

Code:
ASK price / volume
4.231     / 20 <- limit order
4.2      /  10
4.156    /  50
4.044    /  20
------------
             = 100 BTC



I think the point of the sweep is that is computes the right amount to purchase / sell to take the book to that point.
I think now I got the idea! Wink  But this could be "dangerous", because, if a big order will come to the book, you didnt expect (while clicking the mouse button), it could "sweep " your account...  Shocked

PS: If other user disturbing this thread with advertisement end senseless off topic discussion, I will  "Report to moderator" your postings next time!
hero member
Activity: 548
Merit: 502
So much code.
October 08, 2011, 06:11:38 PM
#60
If you do a limit order  e.g. @4.231, to buy 100 BTC, you would get all BTC below. Right?

Code:
ASK price / volume
4.231     / 20 <- limit order
4.2      /  10
4.156    /  50
4.044    /  20
------------
             = 100 BTC



I think the point of the sweep is that is computes the right amount to purchase / sell to take the book to that point.
hero member
Activity: 966
Merit: 501
PredX - AI-Powered Prediction Market
October 08, 2011, 08:25:44 AM
#59
Also, if you use Freenode IRC network, you can see real-time trade data for all bitcoin markets in #bitcoin-markets

Ok dude, now you are being a annoying asshole.

Advertising is fine.

Advertising all the time, in several places that do not belong to you, including competing channels, and topics opened by competitors of your product, is not fine.
hero member
Activity: 574
Merit: 507
October 08, 2011, 08:23:40 AM
#58
Also, if you use Freenode IRC network, you can see real-time trade data for all bitcoin markets in #bitcoin-markets - Do NOT join these channels.  If you do, you will be an 'annoying asshole' just liek me (see reply below)   - boo drama-induced style of discussions


I appended to this reply instead of creating a new reply so as to be less 'annoying asshole.'
Also, if you use Freenode IRC network, you can see real-time trade data for all bitcoin markets in #bitcoin-markets

Ok dude, now you are being a annoying asshole.

Advertising is fine.

Advertising all the time, in several places that do not belong to you, including competing channels, and topics opened by competitors of your product, is not fine.

huh?  o_X   competing channels?  (maybe this forum thread is a competing channel?)  x_O   product?  maybe service?


For the sake of full disclosure, I grepped all of my IRC logs (even across dozens of IRC networks other than freenode) for all instances of "bitcoin-markets" to see where I (or anyone else) has 'advertised' them.

The channels that I mentioned the channel on are (all freenode): #bitcoin, #bitcoin-anarchy, #bitcoin-ar, #bitcoin-aus, #bitcoin-br, #bitcoin-cake, #bitcoin-economics, #bitcoin-otc, #bitcoin-otc-foyer, #bitcoinica, #freenode, #mtgox, #solidcoin, #witcoin
The channels that sYN4P515 mentioned the channel on are (all freenode): #bitcoin-otc-ru, #mtgoxlive

Other than #mtgoxlive (which I am not responsible for posting in), I do not see any 'competing channels.'

Therefore I presume it is safe to indicate that speeder's claim of "including competing channels" is biased/misleading/misinformation.

Also, I have received a bit more concern over https://bitcointalksearch.org/topic/bitcoin-around-the-world-47057 as being annoying in which ~10% of the people I have helped spread awareness to were retaliatory/annoyed whilst the remaining ~90% were appreciative/thankful due to not realizing there was bitcoin community for their country.
sr. member
Activity: 364
Merit: 250
October 08, 2011, 08:03:15 AM
#57
A sweep is where you can click a point on the order book and fill all the orders up to that point, either buying from the Asks or selling to the Bids.
It sounds like a Limit Order?
Quote
Limit order

A limit order is an order to buy a security at not more, or sell at not less, than a specific price. This gives the trader (customer) control over the price at which the trade is executed; however, the order may never be executed ("filled").[2] Limit orders are used when the trader wishes to control price rather than certainty of execution.

A buy limit order can only be executed at the limit price or lower. For example, if an investor wants to buy a stock, but doesn't want to pay more than $20 for it, the investor can place a limit order to buy the stock at $20 "or better". By entering a limit order rather than a market order, the investor will not buy the stock at a higher price, but, may get fewer shares than he wants or not get the stock at all.
http://en.wikipedia.org/wiki/Order_%28exchange%29#Limit_order
If you do a limit order  e.g. @4.231, to buy 100 BTC, you would get all BTC below. Right?

Code:
ASK price / volume
4.231     / 20 <- limit order
4.2      /  10
4.156    /  50
4.044    /  20
------------
             = 100 BTC
hero member
Activity: 548
Merit: 502
So much code.
October 07, 2011, 12:46:11 PM
#56
A sweep is where you can click a point on the order book and fill all the orders up to that point, either buying from the Asks or selling to the Bids.
sr. member
Activity: 364
Merit: 250
October 07, 2011, 10:50:01 AM
#55
Do you think order book sweeps (the thing you describe) would be a good function to implement?
I am not native english speaker. What do you mean order book "sweeps"?
hero member
Activity: 548
Merit: 502
So much code.
October 07, 2011, 10:19:41 AM
#54

Is it possible to trade from your order book, by clicking on bid or ask (row)?


I am working on a web-based trading platform at this very moment.

Do you think order book sweeps (the thing you describe) would be a good function to implement?
sr. member
Activity: 364
Merit: 250
October 07, 2011, 04:47:08 AM
#53
What do you mean by 'order book for trading'? I have already created the order book, combined with the other services at http://bitcoin.clarkmoody.com/

Is it possible to trade from your order book, by clicking on bid or ask (row)?

I ask this accidentally in other thread:
Is it possible to export the Time & Sales as CSV (txt) file?
sr. member
Activity: 350
Merit: 250
October 07, 2011, 04:22:22 AM
#52
works in firefox 4, just set network.websocket.override-security-block to true
Dont find it in firefox 7  Huh There are 9 "network.websocket. ..." but no with "override-security-block"

Opera works, looks very nice!

Will you build the order book for trading?

MtGox is really dragging its feet on this WebSocket compatibility thing.

What do you mean by 'order book for trading'? I have already created the order book, combined with the other services at http://bitcoin.clarkmoody.com/

I love your page, but MtGox is lagging with websocket update...  Undecided
hero member
Activity: 548
Merit: 502
So much code.
October 06, 2011, 08:00:26 PM
#51
works in firefox 4, just set network.websocket.override-security-block to true
Dont find it in firefox 7  Huh There are 9 "network.websocket. ..." but no with "override-security-block"

Opera works, looks very nice!

Will you build the order book for trading?

MtGox is really dragging its feet on this WebSocket compatibility thing.

What do you mean by 'order book for trading'? I have already created the order book, combined with the other services at http://bitcoin.clarkmoody.com/
sr. member
Activity: 364
Merit: 250
October 06, 2011, 05:18:36 PM
#50
works in firefox 4, just set network.websocket.override-security-block to true
Dont find it in firefox 7  Huh There are 9 "network.websocket. ..." but no with "override-security-block"

Opera works, looks very nice!

Will you build the order book for trading?
hero member
Activity: 548
Merit: 502
So much code.
September 26, 2011, 11:27:45 AM
#49
websocket closed erorr every time

Are you using Chrome 14? You can read a little bit more about the problem on this post: https://bitcointalksearch.org/topic/m.540281

Short answer: MtGox controls the WebSocket, and they are using an incorrect packet framing protocol that Chrome 14 does not support.
member
Activity: 90
Merit: 10
September 26, 2011, 11:24:13 AM
#48
websocket closed erorr every time
hero member
Activity: 548
Merit: 502
So much code.
September 11, 2011, 10:18:13 PM
#47
I have launched the Time & Sales and Order Book in a combined product. Read about it here.

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

Enjoy!
sr. member
Activity: 252
Merit: 250
July 17, 2011, 05:27:50 AM
#46
You should try using pusher.com technology, its universal
You should try http://socket.io technology - it's both universal and free
hero member
Activity: 548
Merit: 502
So much code.
July 16, 2011, 06:54:23 PM
#45
Added feature:

The current 'trend' is output in the console and in the header. The trend is defined as a series of trades in the same direction, and the output is the total price change from the end of the last trend  (in USD) along with the total number of BTC traded during the current run.
legendary
Activity: 2100
Merit: 1000
July 16, 2011, 12:46:51 PM
#44
thanks. now its working
legendary
Activity: 1974
Merit: 1029
July 16, 2011, 06:29:28 AM
#43
the T&S and the order book dont work for me today, while it was working perfectly before on chrome.

Anyone observing the same?

No, they're both working here, chrome 13.
legendary
Activity: 2100
Merit: 1000
July 16, 2011, 02:41:18 AM
#42
the T&S and the order book dont work for me today, while it was working perfectly before on chrome.

Anyone observing the same?
hero member
Activity: 548
Merit: 502
So much code.
July 16, 2011, 12:28:17 AM
#41
Trades that change direction from downward to upward are not considered part of the same order, so they colored differently.

That is a peculiar trade though.
legendary
Activity: 1974
Merit: 1029
July 15, 2011, 08:28:14 PM
#40
Hey, that was fast!



This trade grabbed my attention: it hasn't the same color as the one above it (despite having the same timestamp), but most notably it has zero volume.
hero member
Activity: 548
Merit: 502
So much code.
July 15, 2011, 07:35:22 PM
#39
Idea: make the background color/brightness of each line depend on the time from the last trade. This way, we'll be able to see big trades at a glance, instead of paying attention to the timestamps.

Implemented.

I have also added a title attribute on the trade table that shows the total trade amount in the exchanged currency (price * amount); just hover over the particular trade to see it.
legendary
Activity: 1974
Merit: 1029
July 15, 2011, 06:16:36 PM
#38
Idea: make the background color/brightness of each line depend on the time from the last trade. This way, we'll be able to see big trades at a glance, instead of paying attention to the timestamps.
newbie
Activity: 19
Merit: 0
June 27, 2011, 01:55:43 AM
#37
Any idea on when it will be back up and running?

Edit: Sorry, just found the other thread.  You're still waiting on the websockets to start sending data.
legendary
Activity: 1974
Merit: 1029
June 17, 2011, 01:48:52 PM
#36
Very nice tool. Good job!

I find the red to be somewhat darkish. I tried some things to improve it:

  • "color: #F00017" (from #B00017): still dark.
  • "font-size: 16px" (from 12): still dark.
  • increasing overall font size with the browser's key combo: still dark, as expected.
  • "font-weight: bold": better, but that's not a solution. Too bad "font-weight: 500" or "600" don't do anything here.
  • "font-family: monospace" (removing other fonts): better, but titles and headers lose protagonism (though I consider this a lesser evil).
  • increasing screen brightness: good, now any web page with white background could be used to light a football stadium Smiley.
member
Activity: 118
Merit: 10
June 14, 2011, 01:43:43 AM
#35
would be great to email or sms upon a certain price being reached: good way to learn about users - and could ask for a fee
LZ
legendary
Activity: 1722
Merit: 1072
P2P Cryptocurrency
June 11, 2011, 02:07:14 AM
#34
Great job! Smiley
brand new
Activity: 0
Merit: 0
June 10, 2011, 05:15:04 PM
#34
MtGox's Websocket API is down.

I guess MtGox should run service like http://status.twitter.com/ (problems with Dwolla, WebSocket and so on).

UPD and if there are no problems they should output classic phrase "The heavily armed monkeys guarding the servers currently report no site-wide problems."  Grin
legendary
Activity: 826
Merit: 1001
rippleFanatic
June 10, 2011, 04:49:12 PM
#33
Why am I getting a "WebSocket Closed" error?


MtGox's Websocket API is down.
full member
Activity: 176
Merit: 106
XMR = BTC in 2010. Rise chikun.
June 10, 2011, 03:25:01 PM
#32
Why am I getting a "WebSocket Closed" error?
member
Activity: 112
Merit: 10
June 10, 2011, 06:25:11 AM
#31
nice work!
hero member
Activity: 548
Merit: 502
So much code.
June 10, 2011, 03:25:06 AM
#30
For those interested, here's the live order book:

http://bitcoin.clarkmoody.com/order-book/


Discussion thread:

http://forum.bitcoin.org/index.php?topic=14412.0
member
Activity: 112
Merit: 10
June 09, 2011, 12:25:35 PM
#29
its up again
hero member
Activity: 548
Merit: 502
So much code.
June 09, 2011, 12:00:45 PM
#28
Yeah, sorry guys. I'm attempting to resolve the issue now.
member
Activity: 112
Merit: 10
June 09, 2011, 11:48:13 AM
#27
yeah, ive got unlimited webspace and unlimited bandwith too. pm me if u need any!
newbie
Activity: 17
Merit: 0
June 09, 2011, 10:42:16 AM
#26
Yea it looks like its suspended.

If its a bandwith issue, drop me a PM, i have a dedicated server i could probably host this on.
member
Activity: 112
Merit: 10
June 09, 2011, 10:22:58 AM
#25
if i try to reach it it tells me that your acc is suspended?

did you move it?
newbie
Activity: 48
Merit: 0
June 08, 2011, 07:35:29 PM
#24
awesome!

i actually replaced my tv with it Smiley sitting in front of it with a glass of fine scotch...

i would like to see the amount of the bid and ask in addition to the price, maybe in a second row. this would boost the tv-like experience to see how the bids and asks are eaten up Smiley
hero member
Activity: 548
Merit: 502
So much code.
June 08, 2011, 06:31:43 PM
#23
I'm still new to this stock ticker idea so I don't know how this may sound, but why not have an option to have two seperate columns, one for the "Time & Sales", and one for the console lines?  (This would of course be for people who don't reduce the width of your page and stick it on the right hand side of their monitor)

It's a good idea that I might look into. Right now I'm working on a live updating order book, so the console will really be just for debug stuff (and to know that you're getting data). There will probably be an integrated application that has both visible at once, or the ability to enable and disable an individual item.
sr. member
Activity: 418
Merit: 250
June 08, 2011, 06:17:41 PM
#22
I'm still new to this stock ticker idea so I don't know how this may sound, but why not have an option to have two seperate columns, one for the "Time & Sales", and one for the console lines?  (This would of course be for people who don't reduce the width of your page and stick it on the right hand side of their monitor)
hero member
Activity: 548
Merit: 502
So much code.
June 08, 2011, 05:49:32 PM
#21
It worked fine for me about 22 hours ago, last time i was online, im still getting the console lines at the bottom and the trades are comming up in there like normal, its just not generating a list of the trades in the main part of the page.

PS. I sent a donation before, because this is awesome.

Weird. I guess you should just try refreshing a couple times. Maybe it's an old version of the source.

Thanks for the donation, by the way!
full member
Activity: 237
Merit: 100
June 08, 2011, 05:29:33 PM
#20
It worked fine for me about 22 hours ago, last time i was online, im still getting the console lines at the bottom and the trades are comming up in there like normal, its just not generating a list of the trades in the main part of the page.

PS. I sent a donation before, because this is awesome.
hero member
Activity: 548
Merit: 502
So much code.
June 08, 2011, 05:10:54 PM
#19
has something changed with the Ticker? Im not getting the list of trades scrolling down the screen anymore?

Not enough donations  Wink


It still works for me, on multiple computers it various locations. Did you get a 'WebSocket closed' message? How long was it running before it stopped?
full member
Activity: 237
Merit: 100
June 08, 2011, 03:05:07 PM
#18
has something changed with the Ticker? Im not getting the list of trades scrolling down the screen anymore?
full member
Activity: 126
Merit: 100
June 04, 2011, 10:33:16 PM
#17
Very nice. I like it!  Smiley
newbie
Activity: 59
Merit: 0
June 04, 2011, 04:32:26 PM
#16
works in firefox 4, just set network.websocket.override-security-block to true
legendary
Activity: 1442
Merit: 1005
June 03, 2011, 08:23:45 PM
#15
Had this open for hours, more fun to watch than the pretty color charts Smiley

Glad you liked it. Out of curiosity, did you update the number of output lines for the console? And what did you settle on?
30
hero member
Activity: 548
Merit: 502
So much code.
June 03, 2011, 05:59:54 PM
#14
Had this open for hours, more fun to watch than the pretty color charts Smiley

Glad you liked it. Out of curiosity, did you update the number of output lines for the console? And what did you settle on?
legendary
Activity: 1442
Merit: 1005
June 03, 2011, 05:45:13 PM
#13
Had this open for hours, more fun to watch than the pretty color charts Smiley
hero member
Activity: 548
Merit: 502
So much code.
June 03, 2011, 05:37:10 PM
#12
You should try using pusher.com technology, its universal

The compatibility issues are not on my end: MtGox does not provide a meaningful fallback to the WebSocket data feed. I know that you can poll the Trade API http addresses, but there are other issues with that. For instance, the getTrades link provides WAY too much data (a couple megabytes) each time you call it. There are thousands of trades on there now.

Ideally, MtGox could add a few api parameters so you could ask for trades from a certain trade number or date instead of getting all trades from the past 48 hrs.

I have been checking out http://socket.io/ as an alternative as well.
legendary
Activity: 2912
Merit: 1060
June 03, 2011, 05:05:02 PM
#11
You should try using pusher.com technology, its universal
legendary
Activity: 1204
Merit: 1015
June 03, 2011, 03:22:34 PM
#10
As I've said to these sites before, they work in Firefox if you override the security block.
Set network.websocket.override-security-block to true in about:config
DO NOT ENABLE THIS IF YOU ARE BEHIND A PROXY
legendary
Activity: 1442
Merit: 1005
June 03, 2011, 03:15:19 PM
#9

Click for larger image

Works in Chrome but FF 4.0.1 is too old for it...

Someone donate to this guy!
hero member
Activity: 548
Merit: 502
So much code.
June 03, 2011, 11:54:21 AM
#8
Thanks for the quick feedback and the donation! I had to sleep between launching and reading the replies, but I've made some style changes.

Now (for me at least) the trades go behind the credits and console, and the console doesn't scroll up the page when the trades extend beyond the window.
full member
Activity: 182
Merit: 100
June 03, 2011, 11:09:47 AM
#7
It seems to me that it doesn't work.

What browser are you using?  Do you have websockets enabled?  It works fine for me in Chromium.  It would be nice if the prices were put in a div with overflow:hidden, but it's fully functional.
member
Activity: 84
Merit: 10
June 03, 2011, 10:49:41 AM
#6
It seems to me that it doesn't work.
full member
Activity: 237
Merit: 100
June 03, 2011, 08:54:00 AM
#5
That looks fucking killer! Well done! I can see all my sales going through, never realised i was selling to so many people absolutely tiny amounts.
member
Activity: 112
Merit: 10
June 03, 2011, 07:48:30 AM
#4
nice work but if u use it for a longer time the trading data is running over the credts.
newbie
Activity: 5
Merit: 0
June 03, 2011, 06:19:46 AM
#3
Works great! Cheesy

There's however a small visual glitch that is quite annoying; whenever you have the site open long enough the list of "Time&Sales" goes over the credits and behind the console and then on down even more. Could you put this is in an overflow box or something, with a scrollbar probably?

Cheers!
newbie
Activity: 41
Merit: 0
June 03, 2011, 03:22:38 AM
#2
n/a
hero member
Activity: 548
Merit: 502
So much code.
June 03, 2011, 03:12:18 AM
#1
I have created a web page to view the real time MtGox time & sales data as it comes across the pipe.

http://bitcoin.clarkmoody.com/

Please note that this service requires WebSockets, and Google Chrome seems to be the only browser that supports the technology at the moment.

The MtGox data now comes down the pipes on socket.io, so browser compatibility should be much broader than before.

Browser Support:
  • Google Chrome & Safari support WebSockets out of the box
  • Firefox 4: Set network.websocket.override-security-block to true in about:config
  • Opera: enable WebScokets in opera:config

If you want to see just a ticker updating in real time, I have created another page that uses polling as a fallback when WebSockets don't work:

http://bitcoin.clarkmoody.com/ticker/

There is also the issue of proxy servers getting confused by the unsecured WebSockets protocol. There is solid evidence that secure WebSockets (wss://) are routed properly by transparent proxy servers (maybe this is on MagicalTux's todo list already).

Whatever the case, if the site works for you, please enjoy and send a donation my way. I am in the process of developing depth of market tables for displaying the order book in real time. You can find the Order Book here: http://forum.bitcoin.org/index.php?topic=14412
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