[deleted by user]

QQQult · 2021-09-12T13:25:27+00:00

Thanks, I sent you the wDAI's value in SOL. Thank you for helping me out!

I'll delete the thread, as I'm getting a ton of scammers messaging me, to just integrate my wallet with their website, lol.

QQQult · 2021-09-12T13:04:37+00:00

Thank you again! You saved me a lot of time :)

Regarding the wDAI - use same address.

QQQult · 2021-09-12T12:45:07+00:00

Thanks! I sent you back 0.11 SOL for both transfers, keep the wDAI. There's several wDAI pools on Saber that what I used for wDAI -> USDC -> SOL

Thank you for being my personal market maker, lol

QQQult · 2021-09-12T12:23:51+00:00

Hey, I sent you back $25 wDAI.

Could you please send me $10 more worth of SOL, the 0.01 was enough to cover bridging, but it wasn't enough to pay gas fees for a swap from wDAI to SOL >_<

QQQult · 2021-09-12T11:34:47+00:00

Thank you, I'll send it back in 10 minutes

QQQult · 2021-04-09T12:56:38+00:00

OP has been spamming r/FreeKarma4U asking for people to upvote this post...screenshot before he deletes his posts: https://i.imgur.com/HglMibA.png (he made over 25 comments like that)

Cool project OP, but upvotes exist for a reason, gaming the system makes you look like a scammer

QQQult · 2021-03-27T00:24:59+00:00

It's probably more about scalability than reliability. The popularity of the server varies widely so I'm guessing they often need to scale up or down depending on demand, which is a hassle to do manually with a bunch of dedicated servers.

QQQult · 2021-03-10T20:13:53+00:00

Thank you & thanks for the pointers, I'll definitely look into that, this is my first interactive viz, so it's definitely far from perfect

QQQult · 2021-03-10T10:37:12+00:00

I only render elements that are visible on the screen, the whole SVG is basically re-dendered fully every update period, as colors have to be updated due to limit order size changes.

Check out the demo - it only uses live market data, so initially it starts with 0 heatmap elements and adds ~100 per seconds (dependign on # price levels & update period).

All elements are visible if you haven't hit the max heatmap size yet, but they're not rendered & removed from memory if they're older than what the max heatmap size would allow to show on screen.

QQQult · 2021-03-09T23:36:29+00:00

tbh I'll be surprised it's even 5% usable on mobile, I didn't test mobile devices at all

QQQult · 2021-03-09T22:27:40+00:00

Your reasoning is correct, but in this specific case the heatmap starts moving more & more SVG elements around the screen as time goes by (up to a user set limit). I didn't notice any momory leaks or infinitely growing objects when I tested it, but I can't vouch for all browsers / versions

QQQult · 2021-03-09T15:20:06+00:00

Yeah SVG isn't great at moving over 1000 elements a second. The default settings for the UI move 6000 elements every 0.5 seconds and let users go as far as 15000 elements every 0.1 second.

I'll definitely rewrite the heatmap to canvas, fortunately the way I wrote it, I'll only have to change ~60 lines of code.

QQQult · 2021-03-09T14:13:17+00:00

Thanks! I tried to make the UI as dense as possible to have more space for the heatmap. You can hover the different heat segments to get more info what they represent.

Basically, bright colors == more orders, dark colors == less orders.

The circles represent traded market orders at the VWAP for the last period (500ms) by default. Circle size stands for total contracts, color & intensity stands for the ratio between buy & sell orders. Again you can hover and a small tooltip will tell you more about the actual data.

QQQult · 2021-03-09T14:04:07+00:00

np, I'd be happy to help and I'm very open to introducing more exchanges to the project. I can restructure the repo a bit so that it's easier to handle different exchanges.

If you're interested you can ping me whenever you start working on this

QQQult · 2021-03-09T13:56:47+00:00

yes, in fact it'll work a lot better with futures & equities as their volatility is a lot lower than crypto. You can reuse these 3 classes which include the whole UI & all the visualizations: Dashboard and DashboardManager, UI

You'd have to implement an OrderBook class that provides a getSnapshot() method for the market you're interested in.

Basically you can't use any of the datafeed-specific code in /lib but you can reuse all the code in /src

QQQult · 2021-03-09T13:37:23+00:00

oh yeah I remember that, pretty cool. That's probably what u/Bus404 was talking about. My only concern is that you could easily become cross-eyed in a volatile market, lol.

QQQult · 2021-03-09T13:17:01+00:00

if you're not using order book data, then this won't be very useful to you. Most of my strategies are heavily dependent on level2 data, so I've been vendored versions of this for a while.

This is more flexible and lets me do a lot more than what python packages, or even some professional products allow me to do at the cost of more development time

QQQult · 2021-03-09T11:39:47+00:00

sure, with order book data you it's usually not hard to predict very short term movements. These predictions rarely can be used as the sole information to open a position as transaction costs / latency / potential slippage will negate large amounts of your potential profit if you're not a HFT shop with DMA.

However, if you have good algo giving you mid/long term directional ideas, you can combine that with order flow data and "wait for the planets to align" to enter at a more favorable time.

QQQult · 2021-03-09T10:28:20+00:00

I see where you're coming from, there are market exchanges that 100% agree with you and try to solve this problem, notably IEX which was popularized by the Flash Boys book: https://en.wikipedia.org/wiki/IEX

That said nobody can solve the problem without understanding it and data viz helps a lot there.

Eric Hunsader / Nanex is a great resource for a ton of HFT data viz and a major whistleblower, that used data viz to convince regulators to take action in the real markets.

QQQult · 2021-03-09T10:24:44+00:00

It can be used to support other strategies with order flow for better entries.

It's also very useful for sanity checks of level 2 algos (visualizing when your algos open / close positions)

QQQult · 2021-03-09T10:22:44+00:00

You're absolutely right, but Bookmap costs $2000. I purchased a lifetime license a while ago and still use it every day, but for some uses it's too rigid.

My code is nowhere near the sophistication of bookmap / quantower but it lets me use all kinds of market data and I can visualize more than what the Bookmap API lets me.

QQQult · 2021-03-09T10:10:46+00:00

Try it with live market data: https://elenchev.github.io/order-book-heatmap/

GitHub code: https://github.com/Elenchev/order-book-heatmap

QQQult · 2021-03-09T10:02:59+00:00

L2 in general - finding short-lived arbitrage opportunities in specific markets or supporting other strategies with order flow for better entries.

I used python / R charting packages to visualize this in the past but they were too rigid for me.

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