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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...

One possibility is:
prevent possible locking (Http 403 Forbidden error) from Bitmex.

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."

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 ...

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 ...

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...

  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...

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(...

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 ...

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 ...