Quote from: donch on October 26, 2013, 08:02:28 PM

Quote from: Dargo on October 26, 2013, 07:50:24 PM

^^^ There was an issue with API, but it's fixed now so you should see 3 ~~digit~~ decimal place precision via API as well.

Thanks for the quick response! I can see the updated precision in the API now. Here's a snapshot dump:

Code:

{"error":[],"result":{"XXBTZUSD":{"asks":[["180.99000","1.000",1382812788],["181.09000","1.000",1382812790],["181.49000","2.000",1382812791],["181.99000","5.000",1382812793],["182.10779","2.318",1382816070],["183.14787","2.311",1382814912],["184.00000","4.000",1382803434],["184.18721","2.301",1382799994],["185.00000","0.068",1382783772],["185.22970","2.304",1382799185],["186.25941","2.393",1382805478],["187.29523","2.360",1382815870],["195.00000","69.600",1382815830]],"bids":[["180.10000","1.000",1382812787],["176.74142","2.391",1382805850],["175.72506","2.200",1382794683],["175.00000","0.200",1382816691],["174.69205","2.257",1382799184],["174.11000","10.000",1382769865],["173.66816","2.233",1382799994],["172.64736","2.309",1382814911],["171.63269","2.356",1382816154],["162.00000","36.700",1382815828],["160.00000","0.275",1382654380],["150.00000","0.500",1382652252],["128.00000","0.220",1381961554],["116.54000","0.560",1381201402],["115.60000","0.850",1381201417],["113.00000","0.350",1381201510],["111.80000","0.365",1381201438]]}}}

I can see that the first ask is of volume 1.000. Can I therefore assume the lowest ask is, in reality, between 0.9991 1.0000?

Yes

Quote

It just seems that there are a high percentage of orders with volumes around whole integers, which given order books on other exchanges is highly unusual...

It does feel like going around the houses a bit. My use case is simple, I want to find the lowest asks or highest bids, and match them exactly with the opposite trade on another exchange. If the difference is greater than the fees involved, profit! The wonderful world of arbitrage :-)

However, to do this I need to be certain that my volume calculations are highly accurate, especially when the trade might span multiple orders. Due to the binning approach, I can make guesstimates on the minimum, but the trades present now on your orderbook seem a bit too conveniently rounded to be realistic. Bit confusing...

My honest advice is just open your orderbook and be transparent, like all the other exchanges. Sure, dark orders, if you want. People will come if you are easy to use. This binning is far too confusing and undocumented to interpret.

I understand. It does seem a bit odd, but it could be that this is from before when the precision was so low - maybe that induced people to go with whole amounts. It's my preference too to just completely open the order book, but some of the devs disagree. But this is a big improvement at least.