@Svyatoslav. Thanks for your help with this. With your explanation, I fully understand now.
Great work by the Bookmap team with this API.
Search found 5 matches
- Sun Feb 03, 2019 5:30 am
- Forum: Bookmap API
- Topic: Accessing the Order-book at indicator initialisation
- Replies: 4
- Views: 5775
- Fri Feb 01, 2019 4:08 am
- Forum: Bookmap API
- Topic: Accessing the Order-book at indicator initialisation
- Replies: 4
- Views: 5775
Re: Accessing the Order-book at indicator initialisation
@Svyatoslav thank you for your answer. Having the snapshot passed immediately after loading the module will work just as good. Sorry for my misunderstanding of the SnapshotEndListener interface (the Javadoc I have does not have any description for this - do I need to update?). I had experimented wit...
- Thu Jan 31, 2019 12:26 pm
- Forum: Bookmap API
- Topic: Accessing the Order-book at indicator initialisation
- Replies: 4
- Views: 5775
Accessing the Order-book at indicator initialisation
I would like to access the total Order-book without waiting for onDepth() to update each level as done in the OrderBookBase class. My question: is there a way of doing this with the layer1 API? My goal is to be able to detect all of the high-volume nodes within a certain percentile (such as shown by...
- Sun Nov 04, 2018 1:46 am
- Forum: Bookmap API
- Topic: Demo strategies: QuotesDelta Indicator
- Replies: 35
- Views: 75961
Re: Demo strategies: QuotesDelta Indicator
Notice that both Map#put() and Map#remove() return the previous value associated with the key (in our case price is the key and size is the value). @Serg, thanks for your answer and clarifying that. I have mistakenly assumed that it returned the new value associated with the key (not sure now why I...
- Sat Nov 03, 2018 6:52 am
- Forum: Bookmap API
- Topic: Demo strategies: QuotesDelta Indicator
- Replies: 35
- Views: 75961
Demo strategies: QuotesDelta Indicator
The API demo-strategy examples are a great way of learning and show how powerful the API is. In the QuotesDelta strategy the indicator plots an orange line in the bottom panel which has a continuously changing value, but from the code it seems that it should plot as a constant value. So I obviously ...