Volume data

[lnszmjhe]

Dear support.
How do I write volume data to a .txt file?

 

[Andry API support]

Hi,
have you got any programming experience in Java or Python?

[lnszmjhe]

Hi Andry,
Yes, in Java or Python, I have better command of Java.
I just don't know where to extract the data that represents the indicated volume.

[Andry API support]

We recommend to start with Simplified API. Please see the readme file first
https://github.com/BookmapAPI/DemoStrategies
Use this addon as an example
https://github.com/BookmapAPI/DemoStrat ... yData.java
just add some writer which will perform writes every time onTrade method is triggered.
A single trade volume is onTrade#size multiplied by InstrumentInfo#sizeMultiplier (take the latter from the #initialize method).
These videos may also be helpful
https://www.youtube.com/playlist?list=P ... 1MUHTzzX1v

[lnszmjhe]

Hi Andry, thanks.
So, how to identify when it is a Volume for sale or purchase?
Thank you for the information.

[Andry API support]

onTrade method -> TradeInfo parameter -> TradeInfo#isBidAggressor .
aggressor here typically means a market order taking liquidity from the orderbook.
E.g. `isBidAggressor == true` means there was a buy market order taking liquidity from asks.