Note however that sells are being updated but buys are not. That rules out connectivity issues since buys and sells are on the same channel at least for mtgox. Also the same issue on three different exchanges at the same time is fishy.
When orderbook is not updated its median price is fixed and during this period actual trades can go up or down, thus they all automatically assigned to the same side.
This would not be a problem if bitcoincharts could collect and resend trades with original bid/ask assigned from exchanges. I contacted bitcoincharts before and they answered that they do not have any plans to support this feature unfortunately.
So we assign trades to bid/ask side on our own based on currently available orderbook data. This was very simple solution.
To clarify, do you get your data from bitcoincharts or using each exchange's API directly?
We get orderbooks directly from exchanges.
mtgox http full orderbook + stream api
btc-e http orderbook is not full - we could not manage discussion with them about possible solution yet, cause they are too busy on their own.
All trades for all exchanges we get thru bitcoincharts. this is the most simple solution.
we have plans to implement hybrid mode for mtgox trades which will get trades from stream api and in case stream api is down it will automatically switch to bitcoincharts stream
something like this