Search found 33 matches
- Wed Jan 01, 2020 12:14 am
- Forum: Bookmap API
- Topic: Liquidity Tracker -> Liquidity Flux and Volume Delta Flux
- Replies: 1
- Views: 4507
Liquidity Tracker -> Liquidity Flux and Volume Delta Flux
Liquidity Tracker simple-demo/src/main/java/com/bookmap/api/simple/demo/indicators/LiquidityTracker.java int bidSize = orderBook.getSizeSum(true); indicatorBid.addPoint(bidSize); int askSize = orderBook.getSizeSum(false); indicatorAsk.addPoint(askSize); can be generalized to Liquidity Flux which mea...
- Tue Dec 31, 2019 4:00 pm
- Forum: BitMEX
- Topic: Error Report: Bitmex XBTUSD frozen at 15:00 December 31, 2019 UTC.
- Replies: 11
- Views: 26067
Re: Error Report: Bitmex XBTUSD frozen at 15:00 December 31, 2019 UTC.
One possibility is:
If reconnecting attempts are more than 60 times/min, Bitmex locks the
connection for one hour. Thus in reconnecting, sleep should be inserted to
prevent possible locking (Http 403 Forbidden error) from Bitmex.connection for one hour. Thus in reconnecting, sleep should be inserted to
- Tue Dec 31, 2019 3:49 pm
- Forum: BitMEX
- Topic: Error Report: Bitmex XBTUSD frozen at 15:00 December 31, 2019 UTC.
- Replies: 11
- Views: 26067
Re: Error Report: Bitmex XBTUSD frozen at 15:00 December 31, 2019 UTC.
Bookmap's diagnostics_logs and Error Reports>threads
termination_0 lock and termination_0 are attached in email: support@bookmap titled as
"Error Report: Bitmex XBTUSD frozen at 15:00 December 31, 2019 UTC."
termination_0 lock and termination_0 are attached in email: support@bookmap titled as
"Error Report: Bitmex XBTUSD frozen at 15:00 December 31, 2019 UTC."
- Tue Dec 31, 2019 3:35 pm
- Forum: BitMEX
- Topic: Error Report: Bitmex XBTUSD frozen at 15:00 December 31, 2019 UTC.
- Replies: 11
- Views: 26067
Re: Error Report: Bitmex XBTUSD frozen at 15:00 December 31, 2019 UTC.
In BookmapAPI/bitmex-adapter, bitmex-adapter/bitmex-adapter/src/main/java/com/bookmap/plugins/layer0/bitmex/ BmConnector.java has websocket connector WebSocketClient client = new WebSocketClient(ssl); I cannot find codes for "checking possible delay" by examining timestamp and UTC time to reconnect ...
- Tue Dec 31, 2019 3:29 pm
- Forum: BitMEX
- Topic: Error Report: Bitmex XBTUSD frozen at 15:00 December 31, 2019 UTC.
- Replies: 11
- Views: 26067
Error Report: Bitmex XBTUSD frozen at 15:00 December 31, 2019 UTC.
Bitmex connections for XBTUSD@MEX and ETH_USD@MEX are disconnected at 15:00 December 31, 2019 UTC. After reconnecting, "No data received. Usually this means that market is currently closed." Bitmex exchange has large transaction at that particular moment (OVERLOAD). Time and Sales are shown however ...
- Tue Dec 31, 2019 2:29 am
- Forum: General forum
- Topic: Are data for Year of orderbook and trade with all market depth available?
- Replies: 1
- Views: 3210
Re: Are data for Year of orderbook and trade with all market depth available?
academic paper for Long Memory of Order Flow in forex market in The Long Memory of Order Flow in the Foreign Exchange Spot Market, Martin D. Gould, Mason A. Porter, and Sam D. Howison, Market Microstructure and Liquidity Vol.2 No. 1(2016) https://www.math.ucla.edu/~mason/papers/long-memory-publi...
- Tue Dec 31, 2019 2:21 am
- Forum: General forum
- Topic: Are data for Year of orderbook and trade with all market depth available?
- Replies: 1
- Views: 3210
Are data for Year of orderbook and trade with all market depth available?
If order book and trade data of all market depth(not limited) are available for a year , analysis of heatmap, volume dots for year with trailing average of day. Auction theory of demand/supply should be valid over longer time frame as well as event(single buy/sell events). I have orderbook and t...
- Mon Dec 30, 2019 3:15 am
- Forum: Bookmap API
- Topic: compile error in writing to file in QuotesDelta.java
- Replies: 2
- Views: 4571
Re: compile error in writing to file in QuotesDelta.java
solved Eclipse shows error/warning flags with "surround with try/catch" Exporting into JAR and importing again in Bookmap gives correctly appending "hello world" each time of onDepth calls. //FileWriter myWriter = new FileWriter("D:\\filename3.txt",true); try { FileWriter myWriter = new FileWriter(...
- Mon Dec 30, 2019 1:20 am
- Forum: Bookmap API
- Topic: compile error in writing to file in QuotesDelta.java
- Replies: 2
- Views: 4571
Re: compile error in writing to file in QuotesDelta.java
Following "How to report your Bookmap API issues", 1. Version: 7.0.0 build:83 2. Expored with compile errors: simple-demo-master/src/main/java/com/bookmap/api/simple.demo.indicators/QuoteDelta.java in JAR Export 3. codes: package com.bookmap.api.simple.demo.indicators; import java.awt.Color; import ...
- Mon Dec 30, 2019 1:09 am
- Forum: Bookmap API
- Topic: compile error in writing to file in QuotesDelta.java
- Replies: 2
- Views: 4571
compile error in writing to file in QuotesDelta.java
Following clearly written "Developing with Bookmap API(step-by-step)", small changes in code "QuotesDelata.java" like "line1.setColor(Color.Gray)" instead of Color.Orange are successfully exported into jar and imported into Bookmap through settings -> Api plugins configuration. Goal is: communicate ...