Post
Topic
Board Trading Discussion
Topic OP
BTC-e and bitcoinwisdom trade differences
by
Eric14
on 13/01/2014, 21:20:36 UTC
I've been working on a trading bot for BTC-e and I was comparing 3min intervals with bitcoinwisdom and my software.  I noticed the bitcoinwisdom (BCW for short) produced some odd numbers.

For example here is the trades that take place according to btc-e's API:

date               timestamp      price      trade id   seqId      amount
2014-01-13 09:41:59   1389642119   23.0611   27081938   42874   6.4243
2014-01-13 09:42:01   1389642121   23.0045   27081939   42875   7
2014-01-13 09:42:02   1389642122   23.09      27081940   42876   0.22634
2014-01-13 09:42:12   1389642132   23.09      27081942   42877   0.1
2014-01-13 09:42:12   1389642132   23.09      27081943   42878   0.1
2014-01-13 09:42:59   1389642179   23.1378   27081972   42879   1
2014-01-13 09:43:39   1389642219   23.1376   27082018   42880   0.64829
2014-01-13 09:43:39   1389642219   23.1377   27082019   42881   11.2153
2014-01-13 09:43:50   1389642230   23.1373   27082027   42882   100
2014-01-13 09:44:37   1389642277   23.0046   27082041   42883   0.64826
2014-01-13 09:44:54   1389642294   23.0046   27082053   42884   0.134273
2014-01-13 09:45:18   1389642318   23.0045   27082064   42885   0.922397

These time bracket the interval from 9:42 to 9:45 for computing a 3min interval.  If you compare this to BCW report for the same time (9:45 with 3min interval)

open   23
close   23.1
high   23.1
low   22.97

While it seems ok until the Close and LOW, which are not correct.  I've noticed other odd things on BCW like the volume not adding up correctly.  Has anyone spent time looking at BCW's numbers?  Is there something I'm not getting here?