Search found 543 matches
- Wed Mar 20, 2024 1:34 pm
- Forum: Bookmap API
- Topic: Large Trade Alert
- Replies: 10
- Views: 430
Re: Large Trade Alert
Sure, here it is package velox.api.layer1.simplified.demo; import velox.api.layer1.annotations.Layer1ApiVersion; import velox.api.layer1.annotations.Layer1ApiVersionValue; import velox.api.layer1.annotations.Layer1SimpleAttachable; import velox.api.layer1.annotations.Layer1StrategyName; import velox...
- Tue Mar 19, 2024 2:46 pm
- Forum: Bookmap API
- Topic: Large Trade Alert
- Replies: 10
- Views: 430
Re: Large Trade Alert
Hi, I subscribed to Winj24 and what I got were trades, 2 lines per trade (these are small trades) 20240318 12:30:28.324(UTC) INFO: .aggressorOrderId 1618@@@ .passiveOrderId 120@@@783016205145 .isExecutionStart true .isExecutionEnd false 20240318 12:30:28.325(UTC) INFO: .aggressorOrderId null .passiv...
- Mon Mar 18, 2024 7:51 am
- Forum: Bookmap API
- Topic: Large Trade Alert
- Replies: 10
- Views: 430
Re: Large Trade Alert
Sorry for a delayed response, we are checking it and will let you know.
- Tue Mar 12, 2024 3:03 pm
- Forum: Bookmap API
- Topic: Large Trade Alert
- Replies: 10
- Views: 430
Re: Large Trade Alert
Please see the quick guide to demo strategies https://github.com/BookmapAPI/DemoStrategies Then, please take a look at this example https://github.com/BookmapAPI/DemoStrategies/blob/master/Strategies/src/main/java/velox/api/layer1/simplified/demo/LastTradeDemoNoHistory.java This addon has onTrade me...
- Tue Mar 12, 2024 2:51 pm
- Forum: Bookmap API
- Topic: Capture ADD-ON Signals
- Replies: 3
- Views: 161
Re: Capture ADD-ON Signals
Currently not. But this year Bookmap will implement access from API to some addon's values.
- Fri Mar 08, 2024 9:58 am
- Forum: Bookmap API
- Topic: Large Trade Alert
- Replies: 10
- Views: 430
Re: Large Trade Alert
A large trade may involve multiple executions. Please keep an eye on
TradeInfo#isExecutionStart and isExecutionEnd and then join all of those together.
TradeInfo#isExecutionStart and isExecutionEnd and then join all of those together.
- Wed Mar 06, 2024 3:24 pm
- Forum: New Features and Requests
- Topic: Add Moving Average Convergence/Divergence (MACD) indicator
- Replies: 1
- Views: 117
Re: Add Moving Average Convergence/Divergence (MACD) indicator
Hi, Bookmap addons team is working on it.
- Mon Mar 04, 2024 4:17 pm
- Forum: General forum
- Topic: Buy or Sell
- Replies: 10
- Views: 677
Re: Buy or Sell
Please use this link for orderbook and data types description https://bookmap.com/knowledgebase/docs/KB-Bookmap-Wiki-Market-Mechanics#order-book Please note, only CoinbasePro (crypto) and Rithmic (futures) supply MBO data. CoinbasePro is in the Digital (free) package but Rithmic is only in some paid...
- Fri Mar 01, 2024 7:00 am
- Forum: General forum
- Topic: Buy or Sell
- Replies: 10
- Views: 677
Re: Buy or Sell
TradeInfo#passiveOrderId is a limit order's id.
TradeInfo#aggressorOrderId is a market order's id.
These values will be null if the data is not MBO.
TradeInfo#aggressorOrderId is a market order's id.
These values will be null if the data is not MBO.
- Thu Feb 29, 2024 3:40 pm
- Forum: General forum
- Topic: Buy or Sell
- Replies: 10
- Views: 677
Re: Buy or Sell
For non-MBO data, DepthDataListener#onDepth deals with limit orders, right. But it does show changes to price levels volume rather than individual orders. For MBO data you may use MboDataListener which deals with each order individually. But when these orders limit sell or buy are launched, they go ...