Tagged Questions

The tag has no wiki summary.

learn more… | top users | synonyms

0
votes
0answers
14 views

Graphing the level of trader participation

https://btc-e.com/api/3/docs#trades https://btc-e.com/api/3/docs#depth To try and picture this, say there was an indicator line that shows the total quantity of active orders regardless of if they ...
0
votes
0answers
10 views

CampBX What is their Market depth about?

http://campbx.com/api/xdepth.php In the above link there is JSON data explained as: This call returns the full CampBX market depth in JSON or JSONP format containing Asks and Bids. Each element ...
0
votes
1answer
23 views

Data for market depth over time?

I'd like to create a 3d representation of the market depth graph (of BTC/USD) over time. (the graph here https://www.bitstamp.net/market/order_book/) I think it would provide a nice representation of ...
0
votes
2answers
258 views

How the BTC-e could dive to 102 points (from 700) and the recover back to 700

At around 10.00AM of 10th Feb, BTC-e had hit the low level of 102 USD/BTC from 700 USD half hour before. How is it possible at all? And even after such a big dip, how did the market recover and ...
0
votes
0answers
20 views

MtGox Websocket Depth

I am confused as to what exactly the difference is between total_volume_int and change_int Using only total_volume_int produces incorrect results, total_volume_int +- change_int produces incorrect ...
4
votes
3answers
173 views

What is the most reliable way to calculate the amount of fiat value that has been transferred into the bitcoin economy?

I would like to know what are the most sophisticated ways to estimate the amount of bitcoin that has been bought globally with various fiat currencies. Exchange data is only one source, and may well ...
2
votes
1answer
99 views

Market Depth Price on Mt. Gox API?

The Mt. Gox streaming API has a market depth channel. What is the "price" value given in that channel, and what does it represent? Reference: https://en.bitcoin.it/wiki/MtGox/API/Streaming#Depth
1
vote
1answer
177 views

Negative volumes returned from MtGox websocket api request

I am using MtGox's websocket api to construct an order book. The trouble I'm having is that every once in a while, the depth event will return an JSON object with negative volume and negatie ...
4
votes
1answer
1k views

Keeping consistent market depth using Mt.Gox API

I'm trying to write a program using the Mt.Gox API to keep an up-to-date consistent view of their market depth. My current approach is as follows: Connect WebSocket and subscribe to depth updates ...
1
vote
0answers
111 views

Placing price bounds on MtGox market depth api request

I'm making an order book for MtGox, but the market depth file is huge and I'm really only interested in values near the inside prices. Is it possible to place price bounds on the mtgox market depth ...
1
vote
2answers
316 views

Is “volume” the quantity of BTC exchanged, or the number of trades completed?

Suppose the following trades happen Trade 1: 100 BTC @ $75 Trade 2: 0.5 BTC @ $76 Trade 3: 100 BTC @ $77 Trade 4: 100 BTC @ $78 Trade 5: 100 BTC @ $78 Five individual trades occurred ...
7
votes
4answers
4k views

View market depth/ orders on mtgox?

Excuse me if this is a stupid question, but does mtgox have an option to see market depth? The trading page allows me to set a price, but without know the current levels of bid/asks how can I make a ...
17
votes
4answers
3k views

Is there a historical timeseries of market depth & transactions available?

Has anyone stored the historical market depth & tick data from MtGox? Is it available publically? Would be useful if you were making a bot.