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why do we need to infer the trades from orders? the log already has them

Status: Open.

#31 In phil8192/ob-analytics;

· ssh352 opened

on Jan 13, 2020

Bitstamp's Live Orders API is not reliable for identification of trades

enhancement

Status: Open.

#28 In phil8192/ob-analytics;

· petr-fedorov opened

on Oct 14, 2018

priceLevelVolume() overlooks price change of order so their volume remains in 'depth' indefinitely

Status: Open.

#27 In phil8192/ob-analytics;

· petr-fedorov opened

on Oct 9, 2018

Sometimes processData() does not correctly classify 'market' and 'market-limit' orders

bug

Status: Open.

#26 In phil8192/ob-analytics;

· petr-fedorov opened

on Oct 4, 2018

processData() does not always match a 'market' order with an appropriate 'limit' order so some trades are lost

Status: Open.

#24 In phil8192/ob-analytics;

· petr-fedorov opened

on Oct 2, 2018

make work with GetHFData package

Status: Open.

#19 In phil8192/ob-analytics;

· phil8192 opened

on Jan 5, 2018

longer object length is not a multiple of shorter object length

bug

Status: Open.

#18 In phil8192/ob-analytics;

· phil8192 opened

on Aug 28, 2017

IEX's publicly available depth-of-book feed as an alternate data source

Status: Open.

#17 In phil8192/ob-analytics;

· salsferrazza opened

on Jul 19, 2017