Support Board
Date/Time: Tue, 26 Nov 2024 17:45:58 +0000
[Programming Help] - DOM Values Coding Help
View Count: 346
| [2023-11-09 19:45:05] |
| Hofmeister - Posts: 27 |
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Hello, there are a few pieces of information I'm trying to extract from the DOM. 1) I'd like to see the entire pulling and stacking values at once which I can already do. Along with that, I'd like to see pulling and stacking values limited to a given range. Could any describe how to loop though a given range of levels to sum up the pulling and stacking value on both the ask and bid within that given range? This is the current example code I'm trying to modify: for (int Level = 0; Level < AskArrayLevels; Level++) { int OutputIndex = sc.ArraySize - 1 - Level; s_MarketDepthEntry DepthEntry; sc.GetAskMarketDepthEntryAtLevel(DepthEntry, Level); Subgraph_AskSize[OutputIndex] = static_cast<float>(DepthEntry.Quantity); Subgraph_AskValue[OutputIndex] = DepthEntry.AdjustedPrice; float StackPullValue = static_cast<float>(sc.GetAskMarketDepthStackPullValueAtPrice(DepthEntry.AdjustedPrice)); Subgraph_AskStackPullValue[OutputIndex] = StackPullValue; } 2) Its kind of the same question but I'd also like to have a running total of all the limit bid and offers too. I know you have to loop through the Levels using sc.GetAskMarketDepthNumberOfLevels I just cant figure out how to make it work. Any help would be greatly appreciated! Thank you |
| [2023-11-11 03:21:14] |
| User769783 - Posts: 182 |
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I already have this script developed. I have totaled the stacking and pulling, separately for bid and ask, the total limits for bid and ask, plus the greatest order size for stacking, pulling, and limits, with the price of these levels. Let me know if interested. |
| [2023-11-11 17:31:41] |
| Hofmeister - Posts: 27 |
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That would be wonderful! I've figured out a little of what I trying to do but I'd love you see what you've done too. Thank you! |
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