Bookmap forum

Dear DPM and AndreyR, Multi time frame can illuminate time price space. Simple average of ask/bid liquidity over time T of tick and trade volume would be appropriate. Display in the same price-time coordinate with cumulative order book(COB) over T, CVP(cumulative volume profile) as well as CVD. Simu...

Dear AndreyR, fundraiser, and Serg, "Market maker" source code at https://github.com/BookmapAPI/simple-demo/blob/master/src/main/java/com/bookmap/api/simple/demo/strategies/MarketMaker1.java is n o longer available. The code can be extremely useful for studying purpose. For example, https://github.c...

QuotesDelta defined as integration of (bidDelta-askDelta) within depth of size in QuotesDetal.java can be viewed with CVD(cumulative volume delta) accessed in VolumeCounter.java defined as integration of (Volume Buy-Volume Sell). If both QuotesDelta and CVD are up moving, strong trend in upward dire...

In WeightedMidprice.java, WeightedMidprice is defined as bestBid * bestAskSize + bestAsk * bestBidSize with normalization of total size. First look at the formula surprises me that the weighted with wrong size. However I conjecture that you formulate for the sake of market sentiment. For examplem, b...

Dear Bruce,   Unfortunately, above URL addresses do not show the contents. Comparing Bookmap to the Price Ladder DOM    Bookmap show historical trajectory in addition to current depth of market      Persistent thick heatmap is support/resistance through price/time trajectories.   Bookmap show all de...

Dear MaxInvest and AndreyR, Iceberg detection   ref: "Iceberg Orders Tracker" in https://bookmap.com/wiki/Iceberg_Orders_Tracker.   Even though iceberg at the Bid is not visible through thick heatmap in bids, counting of down trade volume ( large red volume dot ) hitting the bid without decreasing t...

Why imbalanced orderbook in ask side attracts up volume? Two possibilities: 1. uninformed up volume takers  2. serious informed up volume takers :     Added Trade Vol=measure up volume change/unit time @ ask     Added Liquidity Vol=compare against liquidity change /unit time at the imbalanced order ...

support/resistance flip   Persistent liquidity in heatmap provides clear support in bids and resistance in asks.  Sometimes  persistent liquidity is  pierced through large trade volume.    I want to formulate quantitative measure of failure of support/resistance by  1. flux(number of up trades /unit...

Dear Zack and Svyatoslav,   Thanks for concept of extended order book and full depth. Through extended order book, can I write to feed Kospi and Nikkei stocks and futures(depth 5 for equities and 10 for futures) to bookmap through bookmap API ? I am a good programmer in C# and python.  But I think I...

Do you have "bookmap API"  youtube tutorial,
explaining Developing with Bookmap API (step-by-step) starting from downloading project,IDE,Gradle,Import and Export?

Best regards,
Ingyu