Search found 33 matches
- Tue Apr 28, 2020 11:52 am
- Forum: General forum
- Topic: order book and market making demo
- Replies: 0
- Views: 12889
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...
- 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: 25914
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...
- 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: 25914
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...
- 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: 25914
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...
- 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: 25914
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 ...
- 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: 25914
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...
- Wed Jan 01, 2020 3:47 pm
- Forum: General forum
- Topic: know whether support/resistance vs breakout BEFORE
- Replies: 2
- Views: 5094
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...
- 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: 25914
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...
- 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: 25914
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 ...
- Wed Jan 01, 2020 12:19 am
- Forum: Bookmap API
- Topic: Liquidity Tracker -> Liquidity Flux and Volume Delta Flux
- Replies: 1
- Views: 4503
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.
Liquidity flux and Volume flux are not delayed indicators like moving average or volume weighted price
of trailing sum, but is real time.