[ANN] ALix BETA - Exchange volume based automated liquidity index

[willy]

Updated query string for volume!! see main post

New in the beta:
https://alix.coinerella.com/walls/?json

{“timestamp”:1446214562,“btc_usd”:“322.39”,“exchanges”:[{“pair”:“poloniex_btc_nbt”,“amount”:{“tolerance”:“1.5”,“ask_total”:19531.08521977,“bid_total”:32229.36249618}},{“pair”:“bittrex_btc_nbt”,“amount”:{“tolerance”:“1.5”,“ask_total”:9197.12037344,“bid_total”:7246.15995558}}]}

Updated every minute. Currently supporting Bittrex and Poloniex BTC/NBT pairs.

Provides the current t1 buy and sell walls on the pairs with 1.5 tolerance from the last bitstamp/bitfinex/coinbase price (fail over in that order.)

[willy]

https://alix.coinerella.com/walls/?json

added bter_nbt_cny and bter_nbt_btc to the json.

[Nagalim]

That’s so incredibly useful.

[dysconnect]

You had a “by the way”, I scrolled up a few posts and down again and it was gone. Almost thought I was hallucinating. Interesting that post edits work that way…

[Nagalim]

Heh, yah sorry I decided to put it in a different thread:
[Passed] NuPond Term 5 Fixed Cost Motion

Love the wall analyzer though, really nice to have another independent way to check on what’s happening.

[willy]

Love the wall analyzer though, really nice to have another independent way to check on what’s happening.

Glad you like it. I’m working on a ui, so shareholders can see all walls at once.

[willy]

https://alix.coinerella.com/walls/

Will show a very rudimentary UI now.
It’s so basic, I’m not even going to put it in the documentation for now.
I’ll work on beautifying this.

[willy]

hitbtc_nbt_btc
southx_btc_nbt
southx_nbt_usd

added to

https://alix.coinerella.com/walls/ and
https://alix.coinerella.com/walls/?json

Changed price feed routine from bitstamp/bitfinex/coinbase to bitfinex/coinbase/bitstamp (like pybot does)

[willy]

https://alix.coinerella.com/walls/

More pleasing to the eye now.
Check it out!

Happy to hear any feedback. What exchange pair should I add next?

[masterOfDisaster]

Looks good and much better than the bright white one!
What exchange pair next? All!
Seriously - what about ccedk?

[willy]

ccedk

… that’s 5 pairs at once
I just broke the css. dunno why.
Brb.

Edit: Looking how it’s supposed to.

[willy]

what about ccedk?

what about cryptsy?
NBT/USD and NBT/BTC enabled now.

https://alix.coinerella.com/walls/

I’m still trying to figure out if those 500 NBT on the NBT/BTC sell side are a wall. It seems so, but the price I’ve calculated in a snapshot a few minutes ago is around 1,023 NBT, which is a bit far above the 1.015 NBT tolerance.

[willy]

https://alix.coinerella.com/walls/

now automatically sorting by total volume on the pair.

[mhps]

I see the numbers fluctuating wildly from refresh to refresh. Could you display 15 min moving average of the last row? (even better with standard deviation)

[willy]

I see the numbers fluctuating wildly from refresh to refresh.

That’s what is basically happening on the exchange as well. Add another variable (external btc price) and there you have it… This data is gathered by the minute. Not very much I can do about, without switching to a live scheme with Ajax.

You want a 15 minute average for the total value? That’s no problem. Please confirm, that this is what you want.

standard deviation

Can you point me to that number please?

[mhps]

You want a 15 minute average for the total value? That’s no problem. Please confirm, that this is what you want.

Yes to be specific, 15 min average of total buy, total sell, and total total.

Can you point me to that number please?

Suppose we have N sample of total buy data B_i in the last 15 min, the average is

average = sum(B_i) / N

The standard deviation is

Square_root [ sum(B_i²) / N - average² ]

If these are calculated every time there is a new data point, using data from the last 15 min (counted from this latest data point), we get a moving average and standard deviation. Note that N could change if data come in at irregular intervals.

[willy]

I’ll give it a shot, thanks!

[willy]

https://alix.coinerella.com/walls/

now shows 15 minute average values next to the 1 minute values.
-> We now have a moving average.

I’ll add the remaining CCEDK pairs very soon, so we will have a complete overview of T1 liq on the site shortly.

I’m working with @mhps on standard deviation.

[willy]

ccedk_nbt_eur
ccedk_nbt_usd
ccedk_nbt_btc

added. I didn’t add nbt_ppc, as we don’t provide liquidity there and trading volume has been 0 since forever.

[jooize]

I would find it easier to read with right-adjusted text in the NBT fields. It would help further to also round the numbers. Make the exact data available, but present it for humans. Either 100.00 NBT or simply 100 NBT. I prefer the latter, but you know better what is appropriate.