Re: [ANN][Exchange] Bter.com Announcements [ProtoShare/PTS is added]
I have a side question to everybody: Anybody is using API?
I'm stuck with "ghosts" orders.... 2x higher or lower prices...
Any idea how to filter them out or why they appear in first place in array and how market reacts to them?? example: 2nd highest bid: 5700. 1 highest bid: 2275
I'm stuck with "ghosts" orders.... 2x higher or lower prices...
Any idea how to filter them out or why they appear in first place in array and how market reacts to them?? example: 2nd highest bid: 5700. 1 highest bid: 2275
I've seen these too. I filter them out by matching them with reverse orders. Dunno if that's the correct thing to do.
I'm relatively new to trading via API. (have some experience in forex markets). What u mean by comparing to reverse order? if in ex theres BIDS: 3570 3578 XXX ASK 3600 3620 3700. How you can filter out if XXX is 2750 or 5000? Currently trying range: 3578 < XXX < 3600 but not works every time especialy if the 3600 is also "ghost" ask..
