MBO orderbook. Order types by price

Custom indicators, trading strategies, data export and recording and more...
Posts: 1
Joined: Sun Jul 25, 2021 8:52 pm

MBO orderbook. Order types by price

Post by guerra503 » Mon Jul 26, 2021 10:06 pm

Hello, I am trying to figure out how I would create an MBO orderbook where each column was a profile of stops orders, and positions as they open and close. For example, if I get a stop run at 4000, I should see the profile at that level get bigger as stops come in. Or, profiles that grows as longs enter a new position, and shrinks as they exit positons and vice versa for shorts. Do i have this capability in the Java API, or is that something only available in the JS api?

Posts: 413
Joined: Mon Jul 09, 2018 11:18 am
Has thanked: 17 times
Been thanked: 71 times

Re: MBO orderbook. Order types by price

Post by AndreyR » Thu Jul 29, 2021 10:12 am

Technically, stops detection is not a part of any API. It is SI-Tracker addon's functionality. Currently, addons themselves have no API either.
JS-API is the only exception - JS-API addon has access to an early version of SI-Tracker.

Post Reply