Bookmap L0 API connection for Zerodha Kite
Re: Bookmap L0 API connection for Zerodha Kite
Hi Trademaniac,
Please let me know this works - will other Indian traders be able to access your adaptor? I am really interested in using orderflow visualisation for my trades. Please let me know how we can proceed. I am absolutely okay with paying for your tool.
Please let me know this works - will other Indian traders be able to access your adaptor? I am really interested in using orderflow visualisation for my trades. Please let me know how we can proceed. I am absolutely okay with paying for your tool.
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Re: Bookmap L0 API connection for Zerodha Kite
Hi, my code is still under review by BM team. Shall keep you posted once ready.swetha wrote: ↑Tue Mar 31, 2020 7:06 amHi Trademaniac,
Please let me know this works - will other Indian traders be able to access your adaptor? I am really interested in using orderflow visualisation for my trades. Please let me know how we can proceed. I am absolutely okay with paying for your tool.
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Re: Bookmap L0 API connection for Zerodha Kite
Hi Andrey,
Have a bit of confusion regarding the bestBid and bestAsk.
As far as I understand, the datalistener gets the best bid/ask from the onTrade api call? I seem to be passing the correct values into the listener but the best bid/ask lines look constant frozen in time.
https://imgur.com/fprRzsg
Though the logs are printing the up to date best bid/asks. Can you please enlighten why this is happening?
Have a bit of confusion regarding the bestBid and bestAsk.
As far as I understand, the datalistener gets the best bid/ask from the onTrade api call? I seem to be passing the correct values into the listener but the best bid/ask lines look constant frozen in time.
https://imgur.com/fprRzsg
Though the logs are printing the up to date best bid/asks. Can you please enlighten why this is happening?
Code: Select all
int size = (int) tradeRecord.get(0).getLastTradedQuantity();
int bestBid = (int) Math.ceil(tradeRecord.get(0).getMarketDepth().get("buy").get(0).getPrice()/TICK_SIZE);
int bestAsk = (int) Math.floor(tradeRecord.get(0).getMarketDepth().get("sell").get(0).getPrice()/TICK_SIZE);
if (isBidAggressor) {
dataListeners.forEach(l -> l.onTrade(String.valueOf(tradeRecord.get(0).getInstrumentToken()),
bestAsk, size, new TradeInfo(isOtc, isBidAggressor)));
} else {
dataListeners.forEach(l -> l.onTrade(String.valueOf(tradeRecord.get(0).getInstrumentToken()),
bestBid , size, new TradeInfo(isOtc, isBidAggressor)));
}
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Re: Bookmap L0 API connection for Zerodha Kite
Hi trademaniac!
Let's distinguish bestBids/bestAsks and prices which trades are performed at.
onTrade(...) method reports a price of execution. Ideally, it is a bestBid/bestAsk but we can not be absolutely sure.
Bookmap fills and updates an instrument orderBook from depth updates (those happen when .onDepth(...) is called). BestBids/bestAsks (green/red lines at the chart) are taken from this orderBook. It looks like the bestBid line is at the top and the bestAsk line is at the bottom of the depth. Something might be going wrong with depth updates. To figure that out you may want to create an OrderBook.class instance then update it with your depth updates and check a bestBid/bestAsk once a, say, 2 sec or so (getBestBidPriceOrNone()/getBestAskPriceOrNone() methods) or check a number of levels above beskAsk/below bestBid...
We would appreciate full-sized screenshots next time.
Let's distinguish bestBids/bestAsks and prices which trades are performed at.
onTrade(...) method reports a price of execution. Ideally, it is a bestBid/bestAsk but we can not be absolutely sure.
Bookmap fills and updates an instrument orderBook from depth updates (those happen when .onDepth(...) is called). BestBids/bestAsks (green/red lines at the chart) are taken from this orderBook. It looks like the bestBid line is at the top and the bestAsk line is at the bottom of the depth. Something might be going wrong with depth updates. To figure that out you may want to create an OrderBook.class instance then update it with your depth updates and check a bestBid/bestAsk once a, say, 2 sec or so (getBestBidPriceOrNone()/getBestAskPriceOrNone() methods) or check a number of levels above beskAsk/below bestBid...
We would appreciate full-sized screenshots next time.
Re: Bookmap L0 API connection for Zerodha Kite
Hi,
Is there any update on the status of the adapter?
Thanks.
Is there any update on the status of the adapter?
Thanks.
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Re: Bookmap L0 API connection for Zerodha Kite
Hey,
That's great to see some activity happening there to have Bookmap work for Indian Stocks Market. Being from a coding background and wanting this to happen, I can contribute to this objective. Basically I work on Java so using the same with Kite APIs for my own data analysis program which I started developing during this lockdown. I somewhat used Python too for webscraping NSE website.
We can use any of these tech to develop our wrapper/interface for Bookmap depending on the compatibility and extensibility. Hope to see it in action soon.
Thanks & Regards...
That's great to see some activity happening there to have Bookmap work for Indian Stocks Market. Being from a coding background and wanting this to happen, I can contribute to this objective. Basically I work on Java so using the same with Kite APIs for my own data analysis program which I started developing during this lockdown. I somewhat used Python too for webscraping NSE website.
We can use any of these tech to develop our wrapper/interface for Bookmap depending on the compatibility and extensibility. Hope to see it in action soon.
Thanks & Regards...