blockchain_market_price_history returns open/close outside of low/high range

Started by monsterer, October 19, 2014, 05:51:49 PM

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monsterer

Quote from: xeroc on October 19, 2014, 06:25:25 PM
The only reason I can think of is that s.o. is selling for 0.13332977787259007 no matter the lowest ask .. (154.96560 BTSX) have been traded
the matching algorithm in BTSX works different from what traders are used to see/do in othere exchanges ... you get what you ask for ..

Does this make sense to you?

No, because the lowest ask will be the first thing off the book as it is the cheapest selling price. To me it just looks plain broken. What's more I think the charting is broken as well.

Take a look at the following chart from the client:



Then take a look at this chart in which I have processed all trades to build an OHLC data set for a similar period:



They're aren't alike. I've always thought the client chart looked very odd, with all those long wicks.

Cheers, Paul.
My opinions do not represent those of metaexchange unless explicitly stated.
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xeroc

The only reason I can think of is that s.o. is selling for 0.13332977787259007 no matter the lowest ask .. (154.96560 BTSX) have been traded
the matching algorithm in BTSX works different from what traders are used to see/do in othere exchanges ... you get what you ask for ..

Does this make sense to you?

monsterer

Look at this result from blockchain_market_price_history:

{"jsonrpc":2,"id":1,"method":"blockchain_market_price_history","params":["CNY","BTSX","20141017T153600",180000,"each_hour"]}

{"timestamp":"20141019T170000",
"highest_bid"  :0.1392757660167131,
"lowest_ask"   :0.13793103448275865,
"opening_price":0.13332977787259007,
"closing_price":0.13332977787259007,
"volume":15496560,"recent_average_price":null}


Both opening_price and closing_price are LOWER than the lowest_ask over the given 1 hour period. How is that possible?
My opinions do not represent those of metaexchange unless explicitly stated.
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