{"id":111761,"date":"2023-09-15T12:19:42","date_gmt":"2023-09-15T12:19:42","guid":{"rendered":"https:\/\/www.timestored.com\/b\/?p=111761"},"modified":"2023-09-22T11:59:15","modified_gmt":"2023-09-22T11:59:15","slug":"new-streaming-order-book-depth-map","status":"publish","type":"post","link":"https:\/\/www.timestored.com\/b\/new-streaming-order-book-depth-map\/","title":{"rendered":"New Streaming Order Book Depth-map"},"content":{"rendered":"<p><a href=\"http:\/\/timestored.com\/pulse\/tutorial\/binance-orderbook-visualization\"><img loading=\"lazy\" class=\"alignnone size-large wp-image-111763\" src=\"https:\/\/www.timestored.com\/b\/wp-content\/uploads\/2023\/09\/streaming-depthmap2.png\" alt=\"\" width=\"600\" height=\"381\" srcset=\"https:\/\/www.timestored.com\/b\/wp-content\/uploads\/2023\/09\/streaming-depthmap2.png 600w, https:\/\/www.timestored.com\/b\/wp-content\/uploads\/2023\/09\/streaming-depthmap2-300x191.png 300w\" sizes=\"(max-width: 600px) 100vw, 600px\" \/><\/a><\/p>\n<p>We want to be the <strong>best finance streaming visualization solution<\/strong>. To achieve that, we can&#8217;t just use off the shelf parts, we have built our own market data order book visualization component from scratch, it&#8217;s only dependency is webgl. We call it <a href=\"https:\/\/www.timestored.com\/pulse\/tutorial\/binance-orderbook-visualization\" target=\"_blank\" rel=\"noopener\" data-saferedirecturl=\"https:\/\/www.google.com\/url?q=https:\/\/www.timestored.com\/pulse\/tutorial\/binance-orderbook-visualization&amp;source=gmail&amp;ust=1694854690475000&amp;usg=AOvVaw3ofRBGHh-fBkTs4xIK2HFY\"><strong>DepthMap<\/strong><\/a>. It plots price levels over time, with the shading being the amount of liquidity at that level. It&#8217;s experimental right now but we are already receiving a lot of great feedback and ideas.<\/p>\n<p><strong>Faster Streaming Data<\/strong><br \/>\nA lot of our users were capturing crypto data to a database, then polling that database. We want to remove that step so Pulse is faster and simpler. The first step is releasing our <a href=\"https:\/\/www.timestored.com\/pulse\/help\/connections-binance\" target=\"_blank\" rel=\"noopener\" data-saferedirecturl=\"https:\/\/www.google.com\/url?q=https:\/\/www.timestored.com\/pulse\/help\/connections-binance&amp;source=gmail&amp;ust=1694854690475000&amp;usg=AOvVaw2VLqLD6DD8COdtaXGl_7A7\">Binance <strong>Streaming Connection<\/strong><\/a>. In addition to our existing <a href=\"https:\/\/www.youtube.com\/watch?v=Bm_RNihTHbM\" target=\"_blank\" rel=\"noopener\" data-saferedirecturl=\"https:\/\/www.google.com\/url?q=https:\/\/www.youtube.com\/watch?v%3DBm_RNihTHbM&amp;source=gmail&amp;ust=1694854690475000&amp;usg=AOvVaw3Jjop08ePTW9Z-sbrT4MeS\">kdb streaming connection<\/a>, we are trialling Websockets and Kafka. If this is something that interests you , please <a href=\"https:\/\/www.timestored.com\/contact\" target=\"_blank\" rel=\"noopener\" data-saferedirecturl=\"https:\/\/www.google.com\/url?q=https:\/\/www.timestored.com\/contact&amp;source=gmail&amp;ust=1694854690475000&amp;usg=AOvVaw0t9bJiYHMw15fvCVJCmTjE\">get in touch<\/a>.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>We want to be the best finance streaming visualization solution. To achieve that, we can&#8217;t just use off the shelf parts, we have built our own market data order book visualization component from scratch, it&#8217;s only dependency is webgl. We call it DepthMap. It plots price levels over time, with the shading being the amount [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_bbp_topic_count":0,"_bbp_reply_count":0,"_bbp_total_topic_count":0,"_bbp_total_reply_count":0,"_bbp_voice_count":0,"_bbp_anonymous_reply_count":0,"_bbp_topic_count_hidden":0,"_bbp_reply_count_hidden":0,"_bbp_forum_subforum_count":0},"categories":[99,109,23],"tags":[110],"_links":{"self":[{"href":"https:\/\/www.timestored.com\/b\/wp-json\/wp\/v2\/posts\/111761"}],"collection":[{"href":"https:\/\/www.timestored.com\/b\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.timestored.com\/b\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.timestored.com\/b\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.timestored.com\/b\/wp-json\/wp\/v2\/comments?post=111761"}],"version-history":[{"count":2,"href":"https:\/\/www.timestored.com\/b\/wp-json\/wp\/v2\/posts\/111761\/revisions"}],"predecessor-version":[{"id":111766,"href":"https:\/\/www.timestored.com\/b\/wp-json\/wp\/v2\/posts\/111761\/revisions\/111766"}],"wp:attachment":[{"href":"https:\/\/www.timestored.com\/b\/wp-json\/wp\/v2\/media?parent=111761"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.timestored.com\/b\/wp-json\/wp\/v2\/categories?post=111761"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.timestored.com\/b\/wp-json\/wp\/v2\/tags?post=111761"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}