Developer want for an iceberg detector for stocks
Posted: Sat Jun 27, 2020 4:11 am
Looking for a developer to develop a custom indicator for iceberg detection for stocks within bookmap.
Basically the code will look at the Time&Sales and compare this with the bid / ask. For example, if a buy order of 1000 shares is executed but only 100 shares in the best ask, and no change in the best ask size, then a 1000 shares iceberg buy order is detected.
You can look at the iceberg tracker mechanism for further details: https://bookmap.com/wiki/Iceberg_Orders_Tracker
Full documentation on the code and access to the source code is also required.
Anyone who is interested please contact my me at [email protected]. Please state your background, any relevant experience and an estimate price for the program.
Basically the code will look at the Time&Sales and compare this with the bid / ask. For example, if a buy order of 1000 shares is executed but only 100 shares in the best ask, and no change in the best ask size, then a 1000 shares iceberg buy order is detected.
You can look at the iceberg tracker mechanism for further details: https://bookmap.com/wiki/Iceberg_Orders_Tracker
Full documentation on the code and access to the source code is also required.
Anyone who is interested please contact my me at [email protected]. Please state your background, any relevant experience and an estimate price for the program.