Tag Archives: Bitstamp limit order

Limit Order Book Visualisation

Visualising High Frequency Trading te Bitcoin

Sat Nov 22 02:26:07 UTC 2014



Some time ago, I had a look at the seasonality of traded volume on Bitcoin exchanges, up until December 2013. My objective wasgoed to determine approximate trading sessions for Three popular exchanges. I found that the intra-day volume followed a zuigeling of sinusoidal pattern, which I attributed spil the tell tale sign of the presence of humans on the exchanges. Read more

Streaming and reconstructing a Limit Order Book from order event gegevens

Streaming and reconstructing Bitstamp’s order book from order event gegevens

Fri Jul 04 04:16:21 UTC 2014

Te order to start looking into market microstructure I implemented a Limit Order Book. The (very rough) implementation has Two modes of operation:

1) It continuously reads from a stream of buy/sell order events (fresh order, modify order, cancel order) to produce a diabolical ascii chart of order book depth along with time and sales. (shown ter the below .toxine)

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Stop-Limit Order

What is a ‘Stop-Limit Order’

A stop-limit order is an order placed with a broker that combines the features of a zekering order with those of a limit order. A stop-limit order will be executed at a specified price, or better, after a given zekering price has bot reached. Once the zekering price is reached, the stop-limit order becomes a limit order to buy or sell at the limit price or better. Read more