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Showing 4 of 4 results by zaretskysa
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Board Exchanges
Re: [OFFICIAL]Bitfinex.com first Bitcoin P2P lending platform for leverage trading
by
zaretskysa
on 10/04/2015, 10:53:16 UTC
Hi!
Does bitfinex provide public historical data? I found documentation page https://www.bitfinex.com/pages/api but it seems timestamp parameter for GET /trades/:symbol request does not work at all.
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Board Service Announcements
Re: BitcoinWisdom.com - Live Bitcoin/LiteCoin Charts
by
zaretskysa
on 14/04/2014, 13:12:37 UTC
Cool bitcoin charts! thanks a lot!
I  want to implement trading bot for huobi.com, but I encountered a problem loading recent trades information with huobi API. It seem's huobi's API not working properly (95% requests are failed by timeout). I see that huobi charts work perfectly on your service. How is it possible? Do you use some workarounds?
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Topic
Board Beginners & Help
Topic OP
Market depth and real time updates
by
zaretskysa
on 22/07/2013, 15:23:41 UTC
I want to have local copy of mtgox market depth snapshot. So I request full market depth data (https://data.mtgox.com/api/2/BTCEUR/money/depth/full) and connect to websocket (ws://websocket.mtgox.com/mtgox?Currency=USD). But it's not obvious how to apply realtime update to snapshot correctly.

It seems that full mtgox snapshot is updated each 3 minutes on mtgox server, so I buffer depth updates for about 5 minutes, fetch full depth snapshot and try to apply buffered updates. Updates with time stamps lesser than snapshot's time stamp are ignored.

Realtime update has price and total volume, so I find this price in my local snapshot and set new volume for item. If updated volume is zero  I remove item from book. But sometimes  I receive updates for prices that do not present in my local snapshot. So I guess something wrong with my algorithm.

The question is what are rules for merging market depth updates into depth snapshot?
Post
Topic
Board Beginners & Help
Re: MtGox API: zero volume depth updates
by
zaretskysa
on 22/07/2013, 14:10:44 UTC
Multiple connections with synchronization layer to the same websocket (websocket.mtgox.com) does not help. It seems server drops all connections simultaneously. Synchronization can help with two connections to different websockets probably: websocket.mtgox.com and socketio.mtgox.com