Author Topic: Feed Statistics  (Read 8474 times)

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Offline Riverhead

Your graph is flipping us off. I hope that's not an omen  :o

Offline svk

Histogram showing data from the past three hours...



Good job! I'll see if i can get a feed going tomorrow for you cause that scraper is throwing off my google analytics stats..
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Offline wasthatawolf

Histogram showing data from the past three hours...


Offline wasthatawolf

Here we go, I think this is in line with what BM is was originally looking for...

median feed price for bitbtc vs. btsx/btc current price (from coinmarketcap)

https://docs.google.com/spreadsheets/d/1gkXcRmpxFXv485A4ppIC0meG7DRyjBu8hQnpj6nuNxE/edit?usp=sharing
« Last Edit: November 21, 2014, 05:33:26 pm by wasthatawolf »

Offline wasthatawolf

@wasthatawolf I could provide an API for you, but may not have time to do so over the weekend..

Thanks! No rush, whenever you have a chance would be great.

Though not what BM had originally asked for, for anyone that's interested I created another sheet for BITBTC/BTS which tracks Median Feed price vs BitShares Asset Exchange bid and ask.  Histograms auto update on both BITBTC and BITUSD spreadsheets now.

https://docs.google.com/spreadsheets/d/1rwQrzCMlKAzU5bMfBW-OnfrhRSercDQiI4YmVYfqfVQ/edit?usp=sharing

Offline xeroc

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Offline svk

Bump

I'm not sure I get what you want in your histogram. One could make a histogram using the delta between the feed and the real price over a given period, 1hr for example. So the x-axis would be the delta range, the y values the count for each range of delta values over the period.

Is that what you want?

@wasthatawolf I could provide an API for you, but may not have time to do so over the weekend..

Yes that is what I would like.   Potentially on a per-delegate basis.

Ok, I'll have to start tracking historical data for feeds to implement this, and increase the sampling time for price data. Added to my TODO list..
Worker: dev.bitsharesblocks

Offline bytemaster

Bump

I'm not sure I get what you want in your histogram. One could make a histogram using the delta between the feed and the real price over a given period, 1hr for example. So the x-axis would be the delta range, the y values the count for each range of delta values over the period.

Is that what you want?

@wasthatawolf I could provide an API for you, but may not have time to do so over the weekend..

Yes that is what I would like.   Potentially on a per-delegate basis.   
For the latest updates checkout my blog: http://bytemaster.bitshares.org
Anything said on these forums does not constitute an intent to create a legal obligation or contract between myself and anyone else.   These are merely my opinions and I reserve the right to change them at any time.

Offline svk

Bump

I'm not sure I get what you want in your histogram. One could make a histogram using the delta between the feed and the real price over a given period, 1hr for example. So the x-axis would be the delta range, the y values the count for each range of delta values over the period.

Is that what you want?

@wasthatawolf I could provide an API for you, but may not have time to do so over the weekend..
Worker: dev.bitsharesblocks

Offline bytemaster

For the latest updates checkout my blog: http://bytemaster.bitshares.org
Anything said on these forums does not constitute an intent to create a legal obligation or contract between myself and anyone else.   These are merely my opinions and I reserve the right to change them at any time.

Offline abit

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Offline wasthatawolf


Could someone please create a histogram of FEED price vs REALTIME price for BTC/BTSX?   

It would be great if we had historical data as well.   I would like the sample rate to be on the order of every minute or every 5 minutes.   

Once we know the error distribution we can calculate the risk profile for market makers.

Hahaha just re-read what you were asking for, I wasn't even close!

BTS/BitUSD data is still interesting though...

Offline yangsbo

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I suggest using Chinese system of stock market
1  10% daily price fluctuation limit and T+1 transaction。
2  Cancel the feed price
3  after a period of time, if the prices trading steady on great scale of transaction ,cancel  these restrictions。

Offline wasthatawolf

I put this together using Google Sheets, updates every 5 minutes using data from coinmarketcap and bitsharesblocks.com scraped via Kimonolabs API (script can easily be modified to use a more stable API).

https://docs.google.com/spreadsheets/d/1OqL3ysiSblO3PZgUX4vYcM78yUD4kt4tBF8rfQTpQLg/edit?usp=sharing

The Google Charts class is somewhat limited and won't allow creation of a Histogram chart via script.  I created two full sheet charts for histograms of the bid variance and ask variance from median feed price.  For up to date charts, you just need to modify the chart data to include the latest row.

Offline bytemaster

Could someone please create a histogram of FEED price vs REALTIME price for BTC/BTSX?   

It would be great if we had historical data as well.   I would like the sample rate to be on the order of every minute or every 5 minutes.   

Once we know the error distribution we can calculate the risk profile for market makers.
For the latest updates checkout my blog: http://bytemaster.bitshares.org
Anything said on these forums does not constitute an intent to create a legal obligation or contract between myself and anyone else.   These are merely my opinions and I reserve the right to change them at any time.