Search found 24 matches

by Svyatoslav
Wed Aug 07, 2019 11:02 am
Forum: General forum
Topic: GDAX/Coinbase Pro adapter not streaming orderbook
Replies: 3
Views: 584

Re: GDAX/Coinbase Pro adapter not streaming orderbook

Hi michaeldim,
We are currently working on it. There are few other problems with what was changed, but we are trying to resolve that.
by Svyatoslav
Fri Jul 05, 2019 10:45 am
Forum: General forum
Topic: I can't connect to GDAX neither crypto
Replies: 6
Views: 2676

Re: I can't connect to GDAX neither crypto

Few notes: - the steps you seem to be discussing are about connecting to NinjaTrader platform. I'm not sure it's a good idea unless that's exactly what you want. I'd suggest to connect to crypto directly (either install a plugin via the menu, e.g. for Bitmex, or connect to an embedded one, like GDAX...
by Svyatoslav
Mon Jun 17, 2019 8:20 am
Forum: Bookmap API
Topic: Demo Execution Strategies
Replies: 19
Views: 5675

Re: Demo Execution Strategies

Hi mpxtreme, This is a kind of functionality that can be added via API by anyone, if it's needed. Source code of those 3 strategies is available here: https://github.com/BookmapAPI/DemoStrategies/tree/master/Strategies/src/main/java/velox/api/layer1/layers/tradinghelper Regarding if/when we are goin...
by Svyatoslav
Wed Apr 24, 2019 6:19 pm
Forum: General forum
Topic: Bookmap live entry
Replies: 3
Views: 2523

Re: Bookmap live entry

Hi gruppes, Sorry for miscommunication. Regarding your specific case - I see that you are using 7.1 according to the error report, so you might want to consider going one version back to 7.0 - those are both beta versions, but 7.0 is closer to becoming a production one (7.0 will most likely not be g...
by Svyatoslav
Fri Feb 01, 2019 9:26 am
Forum: Bookmap API
Topic: Accessing the Order-book at indicator initialisation
Replies: 4
Views: 863

Re: Accessing the Order-book at indicator initialisation

Hi, The only thing I'd like to correct in what you said is that after module is loaded you get current order book stats via onDepth calls anyway - regardless of if you have SnapshotEndListener - the only thing this listener does is telling you "hey, this is the end of a snapshot, everything past thi...
by Svyatoslav
Thu Jan 31, 2019 2:19 pm
Forum: Bookmap API
Topic: Accessing the Order-book at indicator initialisation
Replies: 4
Views: 863

Re: Accessing the Order-book at indicator initialisation

Hi, While current simplified API doesn't provide a ready OrderBook inside initialize it allows you to implement SnapshotEndListener interface. The state of the order book at that point (assuming you apply all onDepth calls to it) will be exactly what you would get inside initialize if it would be th...
by Svyatoslav
Wed Jan 30, 2019 10:42 am
Forum: General forum
Topic: Identifying seller/buyer side from IB's tick data
Replies: 4
Views: 1679

Re: Identifying seller/buyer side from IB's tick data

Hi! When trade is received from a data source that does not provide aggressor information (or other info that allows to determine it reliably) bookmap tries to determine the aggressor based on relative position of the trade (i.e. trade on best bid usually means that seller is aggressor). Quality of ...
by Svyatoslav
Mon Jan 21, 2019 11:15 am
Forum: General forum
Topic: Few license exceptions (in log file only) during bookmap startup
Replies: 1
Views: 1046

Re: Few license exceptions (in log file only) during bookmap startup

Hi, Bookmap just has an instruction to load all possible modules, and license check is applied on the loading stage. As long as you don't have a license to use those modules these exceptions will be displayed. You can safely ignore those as long as it does not mention strategy you are supposed to ha...
by Svyatoslav
Tue Dec 11, 2018 4:13 pm
Forum: Bookmap API
Topic: onDepth not fired for US stocks instrument using DXFEED
Replies: 2
Views: 729

Re: onDepth not fired for US stocks instrument using DXFEED

Hi, that's happening because strategies/indicators are blocked with DxFeed due to exchange restrictions. I think we are missing a proper warning message, ideally it should inform you that it's blocked - I assume currently it does not.