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Questions tagged [market-depth]

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265 views

Calculating the average bid/ask price when placing orders

new to bitcoin and trading, I'm writing some code to analyse cryptocurrency markets and I want to better understand market depth. For a dummy scenario: Lets say BTC was at $100 and I have 10 that I ...
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1answer
519 views

Where can I find market volume data with greater resolution than 24hr periods?

I have scraper that pulls data from coinmarketcap for all coins for all historic periods (down to 15min intervals) however, the only volume info available is 24hr volume. Does anyone know if it's ...
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0answers
658 views

How to get BTCChina full Orderbook (FIX or alt API)

I have worked through BTCChina's FIX APi (using their java example). Creating a subscription request message such as: public static Message marketDataIncrementalRequest(String symbol) { quickfix....
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0answers
118 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 ...