I suppose the gaps are typically a lot larger when a market closes overnight, but that method is used on all charts in the financial world, regardless of timeframe. In a fast moving or illiquid market, there may be gaps even on 1-minute candles. By treating the first trade in that time period as the open of the candle it gives an accurate picture of the true range that traded for that candle.

Awesome job so far! Can't wait for integrated trading (especially for OKCoin futures). Also would love to have multiple charts on one page...multiple exchanges would be ideal, but even just multiple timeframes from the same exchange would be beneficial. While I'm wishing for things, stochastics would be great too.

On your candlestick charts, it seems every candle open is exactly the same as the previous candle's close. Shouldn't it be the first trade that takes place in that candle's time? Sometimes there are gaps between the last traded price in one candle and the first traded price in the next candle, but your charts don't show that.

Thanks for working on this and listening to your users!