Support Board
Date/Time: Sun, 24 Nov 2024 15:34:33 +0000
Post From: Python code of number of trade bar (Binance)
| [2024-05-24 21:58:34] |
| d9e5c763 - Posts: 108 |
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I think it's impossible to implement trading and process tick-by-tick data of binance on sierrachart I have tried before but gave up because the design of binance's derivatives trading is no different from spot trading, where both are traded based on product quantity, this leads to handling situations where the minimum order unit is not 1, causing a lot of noise and a vast amount of raw data, I think this is why sierrachart does not provide tick-by-tick data, and many exchanges, including binance, have this situation with their derivatives design. the quantity in sierrachart's market depth data files is defined as "uint32", so it cannot support decimal points, and I'm not sure if other types of data can support decimal points. so therefore, I chose to implement okx exchange's real-time tick-by-tick and market depth data on sierrachart through the dtc protocol, as well as order trading, okx's derivatives minimum trading unit was always 1 and now has introduced decimals like 0.1 and 0.01... this can be easily standardized to 1, and for products with particularly small quotes, it can also be easily standardized to quotes between 1 and 0.1, the only downside is that currently, only 5000+5000 levels of market depth are provided, not as much as binance, however, binance's complete depth data is not publicly accessible and requires a certain vip level. |