Web socket & Depth

skskiteforum
Hi

Need your help of this two questions:

1. When I am fetching through Web socket then not getting any changes into the tick data on OHLC.
'ohlc': {'open': 920.1, 'high': 944.25, 'low': 892.2, 'close': 968.5},

2. Depth: What is the utility this code in buy sell ?
'depth': {'buy': [{'quantity': 372, 'price': 921.1, 'orders': 2}, {'quantity': 102, 'price': 921.0, 'orders': 1}, {'quantity': 63, 'price': 920.9, 'orders': 1}, {'quantity': 16, 'price': 920.85, 'orders': 4}, {'quantity': 4, 'price': 920.8, 'orders': 1}], 'sell': [{'quantity': 734, 'price': 921.35, 'orders': 1}, {'quantity': 1, 'price': 921.4, 'orders': 1}, {'quantity': 546, 'price': 921.45, 'orders': 1}, {'quantity': 4, 'price': 921.55, 'orders': 2}, {'quantity': 100, 'price': 921.6, 'orders': 1}]}}

Best
Suman
  • sujith
    1. When I am fetching through Web socket then not getting any changes into the tick data on OHLC.
    This day OHLC, it will only change when there is a new high or low. Close is always the previous day's close.
  • sujith
    2. Depth: What is the utility this code in buy sell ?
    Can you elaborate? I didn't get you.
  • skskiteforum
    What is Depth and how the above depth code can be useful in a trade buying or selling ?
  • tahseen
    tahseen edited March 24
    @skskiteforum

    Depth is showing top 5 best Buyer / Seller - prices and quantity

    You need to figure out how to make use of it
  • sujith
    Hi @skskiteforum,
    This is more like a technical forum. For trading related or finance-related queries, you can check out TradingQ&A or varsity.

    You will get a detailed response from the community on these forums for the relevant topic.
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