Bookmap forum

Hi, I apologize for long delays. Yes, all these things are pretty easy to do, some of them literally require just few lines of code and then testing. I think that after we complete the development of API things will go much faster, plus independent developers may contribute a lot. I guess it will ta...

The code is different and wasn't purposed to measure exactly the same. But I adjusted it where possible to make the same. You can download the updated jar from the same link. Here are few items to consider: The indicator counted levels from zero, so limit of 10 actually meant 11 levels. This is now ...

I already did some changes. I'll update it on github once we fix some API bug. If you wish, use this jar file . It contains a single indicator called Quotes Delta 4, see image attached. I also added Quotes Count Delta, which counts number of quote updates (regardless of their size) @Override public ...

Hi. Sorry for long delay in response. If you wish to limit number of levels that affect Quotes Delta I think you should modify the onDepth() method like this. I can't test it right now. But if this is what you need, I can add it tomorrow and add necessary GUI controls. @Override public void onDepth(...

Even simpler, if you want Bookmap to aggregate the data into bars with any resolution: @Layer1SimpleAttachable @Layer1StrategyName("My Custom Module") @Layer1ApiVersion(Layer1ApiVersionValue.VERSION1) public class MyCustomModule implements CustomModule, BarDataListener { @Override public long getInt...

Alternatively, you can easily aggregate trades data into bars yourself with any interval: @Layer1SimpleAttachable @Layer1StrategyName("My Custom Module") @Layer1ApiVersion(Layer1ApiVersionValue.VERSION1) public class MyCustomModule implements CustomModule, TradeDataListener, IntervalListener { Bar b...

Thanks for clarification. Right, the actual market data is a continuous very non-uniform timeseries. If you wish to receive trades in such continuous Times & Sales form, all you need to do is to include in the list of implemented interfaces TradeDataListener and implement onTrade(), for instance: @L...

Please note that this project is a demo of how to use the API, not the API itself, this is why there is no javadoc for it. But you can use these helper classes like VolumeCounter in your code. how to get bid ask volume The trading terminology is somewhat confusing because being used in different way...

Execute : add a condition where the user can also specify " and the opposite side drops below X volume". In the case of a buy limit order..this will allow a user to chase/pay up a tick as the liquidity is about to dry up on the offer. This sounds clear. In other words, you wish the order to be exec...

Hi laishramrrsingh, I suppose you also asked today Bookmap support about connectivity to Zerodha. Do you know what are pros/cons of these options? Also, according to this (https://github.com/zerodhatech/javakiteconnect) and this (https://kite.trade/docs/connect/v3/websocket/) there are only 5 price ...