Ecosyste.ms: Issues
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GitHub / phil8192/ob-analytics issues and pull requests
#31 - why do we need to infer the trades from orders? the log already has them
Issue -
State: open - Opened by ssh352 almost 5 years ago
- 1 comment
#30 - Correct price labels for cheap (less than $1) curriencies
Pull Request -
State: closed - Opened by petr-fedorov over 5 years ago
- 2 comments
#29 - Closes #25
Pull Request -
State: closed - Opened by petr-fedorov almost 6 years ago
- 1 comment
#28 - Bitstamp's Live Orders API is not reliable for identification of trades
Issue -
State: open - Opened by petr-fedorov about 6 years ago
- 7 comments
Labels: enhancement
#27 - priceLevelVolume() overlooks price change of order so their volume remains in 'depth' indefinitely
Issue -
State: open - Opened by petr-fedorov about 6 years ago
#26 - Sometimes processData() does not correctly classify 'market' and 'market-limit' orders
Issue -
State: open - Opened by petr-fedorov about 6 years ago
- 2 comments
Labels: bug
#25 - processData() will not work correctly if 'volume' in the .csv input file is not integer
Issue -
State: closed - Opened by petr-fedorov about 6 years ago
#24 - processData() does not always match a 'market' order with an appropriate 'limit' order so some trades are lost
Issue -
State: open - Opened by petr-fedorov about 6 years ago
#23 - Some usability improvements of plotPriceLevels()
Pull Request -
State: closed - Opened by petr-fedorov about 6 years ago
- 2 comments
#22 - Some usability improvements of plotPriceLevels()
Pull Request -
State: closed - Opened by petr-fedorov about 6 years ago
- 1 comment
#21 - Fixes display of the cumulative sum of the bid volume by plotCurrentDepth()
Pull Request -
State: closed - Opened by petr-fedorov over 6 years ago
- 1 comment
#20 - orderBook() selects the latest event for an order by timestamp instead of volume
Pull Request -
State: closed - Opened by petr-fedorov over 6 years ago
- 1 comment
#19 - make work with GetHFData package
Issue -
State: open - Opened by phil8192 almost 7 years ago
#18 - longer object length is not a multiple of shorter object length
Issue -
State: open - Opened by phil8192 about 7 years ago
Labels: bug
#17 - IEX's publicly available depth-of-book feed as an alternate data source
Issue -
State: open - Opened by salsferrazza over 7 years ago
- 1 comment
#16 - argument is of length zero
Issue -
State: closed - Opened by phil8192 over 7 years ago
Labels: bug
#15 - depthMetrics() implementation
Issue -
State: closed - Opened by phil8192 over 7 years ago
Labels: enhancement
#14 - missing timestamps
Issue -
State: closed - Opened by phil8192 over 7 years ago
Labels: bug
#13 - error in processData()
Issue -
State: closed - Opened by phil8192 about 8 years ago
Labels: bug
#12 - Trade jumps
Issue -
State: closed - Opened by phil8192 about 9 years ago
Labels: bug
#11 - Event map
Issue -
State: closed - Opened by phil8192 about 9 years ago
Labels: enhancement
#10 - Automate event detection
Issue -
State: closed - Opened by phil8192 about 9 years ago
Labels: enhancement
#9 - Graph themes
Issue -
State: closed - Opened by phil8192 about 9 years ago
Labels: enhancement
#8 - Order flow, imbalance etc
Issue -
State: closed - Opened by phil8192 about 9 years ago
Labels: enhancement
#7 - Visualise "strategic runs"
Issue -
State: closed - Opened by phil8192 about 9 years ago
Labels: enhancement
#6 - Link created orders to previously cancelled orders
Issue -
State: closed - Opened by phil8192 about 9 years ago
Labels: enhancement
#5 - Add limit order age and event counts to summary statistics
Issue -
State: closed - Opened by phil8192 about 9 years ago
Labels: enhancement
#4 - Refactor time, price, volume filtering
Issue -
State: closed - Opened by phil8192 about 9 years ago
Labels: enhancement
#3 - Rcpp needleman-wunsch.R
Issue -
State: closed - Opened by phil8192 about 9 years ago
Labels: enhancement
#2 - Clean up summary statistics code in depth.R
Issue -
State: closed - Opened by phil8192 about 9 years ago
Labels: enhancement
#1 - Exported function sanity checking
Issue -
State: closed - Opened by phil8192 about 9 years ago
Labels: enhancement