Search found 5 matches

by TraderCG
Sun Feb 03, 2019 5:30 am
Forum: Bookmap API
Topic: Accessing the Order-book at indicator initialisation
Replies: 4
Views: 5751

Re: Accessing the Order-book at indicator initialisation

@Svyatoslav. Thanks for your help with this. With your explanation, I fully understand now.
Great work by the Bookmap team with this API.
by TraderCG
Fri Feb 01, 2019 4:08 am
Forum: Bookmap API
Topic: Accessing the Order-book at indicator initialisation
Replies: 4
Views: 5751

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...
by TraderCG
Thu Jan 31, 2019 12:26 pm
Forum: Bookmap API
Topic: Accessing the Order-book at indicator initialisation
Replies: 4
Views: 5751

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...
by TraderCG
Sun Nov 04, 2018 1:46 am
Forum: Bookmap API
Topic: Demo strategies: QuotesDelta Indicator
Replies: 35
Views: 75689

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...
by TraderCG
Sat Nov 03, 2018 6:52 am
Forum: Bookmap API
Topic: Demo strategies: QuotesDelta Indicator
Replies: 35
Views: 75689

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 ...