Search found 33 matches

by ingyukoh
Tue Apr 28, 2020 11:52 am
Forum: General forum
Topic: order book and market making demo
Replies: 0
Views: 3916

order book and market making demo

Using bookmap liquidity map and cumulative delta, quote in XBTUSD@MEX, I programmed market making in python and C# for Bitmex and live broadcast in  https://www.youtube.com/watch?v=bhBXNCQKuq4   (Kindly note that URL address has been updated after rebooting recording computer) If this topic is out o...
by ingyukoh
Mon Feb 03, 2020 4:37 pm
Forum: BitMEX
Topic: Error Report: Bitmex XBTUSD frozen at 15:00 December 31, 2019 UTC.
Replies: 11
Views: 9785

Re: Error Report: Bitmex XBTUSD frozen at 15:00 December 31, 2019 UTC.

Suuport@Bookmap kindly notifies me to update bitmex adapter with settings->manage plugins->bitmex adapter v0.7.0.5. Checking "Bookmap API/bitmex-adapter", new changes are: if socket is null or is reconnecting, Snapshot Timer is added. Observation for twelve hours after updating bitmex adapter, there...
by ingyukoh
Thu Jan 02, 2020 1:28 pm
Forum: BitMEX
Topic: Error Report: Bitmex XBTUSD frozen at 15:00 December 31, 2019 UTC.
Replies: 11
Views: 9785

Re: Error Report: Bitmex XBTUSD frozen at 15:00 December 31, 2019 UTC.

Bookmap error: Full report content: java.lang.NullPointerException at com.bookmap.plugins.layer0.bimex.Provider. listenForEcecutionTask(Provider.java:903) Bookmap run options External data/Trading simulated by Bookmap Load previously opened workspace Record Live data S ince I do NOT trade through br...
by ingyukoh
Thu Jan 02, 2020 8:31 am
Forum: BitMEX
Topic: Error Report: Bitmex XBTUSD frozen at 15:00 December 31, 2019 UTC.
Replies: 11
Views: 9785

Re: Error Report: Bitmex XBTUSD frozen at 15:00 December 31, 2019 UTC.

Is time delay in Bitmex due to websocket? In receving of future and option data, data is received through UDP in multicasting with end point. In DMA(direct market access), I have no experience of time delay or missing events. In polling, cumulative volume data is sacrificed through sampling. In cryp...
by ingyukoh
Thu Jan 02, 2020 4:52 am
Forum: BitMEX
Topic: Error Report: Bitmex XBTUSD frozen at 15:00 December 31, 2019 UTC.
Replies: 11
Views: 9785

Re: Error Report: Bitmex XBTUSD frozen at 15:00 December 31, 2019 UTC.

Time delay is detected by Bookmap after 15 minutes(4:45 am Jan.2, 2020). Heatmap is redrawn correctly. But from practical viewpoints of traders, suboptimal solution showing polling is better than frozen and redrawn after 15 minutes. Profit and loss is far more important than optimality. However if ...
by ingyukoh
Thu Jan 02, 2020 4:34 am
Forum: BitMEX
Topic: Error Report: Bitmex XBTUSD frozen at 15:00 December 31, 2019 UTC.
Replies: 11
Views: 9785

Re: Error Report: Bitmex XBTUSD frozen at 15:00 December 31, 2019 UTC.

Subscribe/Receive has drawback in delay as in current bookmap trade(time and sales) for several minutes in overload condition. In practical purpose, I choose to subsample trade data and orderbook by switching polling methods in overload. O verload condition is triggered by longer delay computed fro...
by ingyukoh
Wed Jan 01, 2020 3:47 pm
Forum: General forum
Topic: know whether support/resistance vs breakout BEFORE
Replies: 2
Views: 2627

know whether support/resistance vs breakout BEFORE

Bookmap shows upport/resistance by high liquidity(thick heatmap) at NOW, not conjectured from previous price volume profile. If large green volume dot in upward direction pierces through thick heatmap of resistance, knowledge of resistance vs breakout BEFORE actual price movement is IMPORTANT. By co...
by ingyukoh
Wed Jan 01, 2020 12:21 pm
Forum: BitMEX
Topic: Error Report: Bitmex XBTUSD frozen at 15:00 December 31, 2019 UTC.
Replies: 11
Views: 9785

Re: Error Report: Bitmex XBTUSD frozen at 15:00 December 31, 2019 UTC.

Freezing of XBTUSD@MEX at 12:01 PM Jan 2,2020. Operation of time sales resumed with 3 mins delay. After 10 mins., bookmap screens disappear(flash) and refresh by itself with normal operation of zero delay. Question 1: What is cause of freezing and delay? Perhaps same as my C# market making codes for...
by ingyukoh
Wed Jan 01, 2020 5:39 am
Forum: BitMEX
Topic: Error Report: Bitmex XBTUSD frozen at 15:00 December 31, 2019 UTC.
Replies: 11
Views: 9785

Re: Error Report: Bitmex XBTUSD frozen at 15:00 December 31, 2019 UTC.

Bitmex XBDUSD is properly restored with time sales delay now correctly working. How Bookmap detects and diagnosises the problem, and correct? I run market making using order book and trade data in bitmex. The overload and unexpected problems from Bitmex exchange require human intervention . I would ...
by ingyukoh
Wed Jan 01, 2020 12:19 am
Forum: Bookmap API
Topic: Liquidity Tracker -> Liquidity Flux and Volume Delta Flux
Replies: 1
Views: 2993

Re: Liquidity Tracker -> Liquidity Flux and Volume Delta Flux

As emphasized in https://bookmap.com/wiki/Liquidity_tracker,
Liquidity flux and Volume flux are not delayed indicators like moving average or volume weighted price
of trailing sum, but is real time.