Post
Topic
Board Speculation
Re: Wall Observer - MtGoxUSD wall movement tracker - Hardcore
by
Richy_T
on 02/05/2013, 22:05:16 UTC

I don't think you are familiar with a matrix but it is basically exactly what you described.  Keep mind that an array is just a 1d matrix.  Price, amount, time-- that is a 3d matrix.

The data as you described it is exactly what you need for the mesh command.

Overkill?? For this one purpose maybe but a lot of people use matlab all the time and have it for any of there needs(myself included).

A matrix of the kind which I used reasonably often in the course of my time as a student of physics (graduated with honors, thanks) was typically of an n*m (or other dimensional) format which would fit neatly into a grid. The bids and asks returned from the API are not (hence my suggestion that the numbers may need rework).