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bisq-network / bisq-pricenode

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Add TradeOgre API for XMR rate. #22

Closed ghost closed 1 year ago

ghost commented 1 year ago

Sample run:

Aug-22 18:07:12.745 [Timer-22] INFO  b.p.s.p.TradeOgre: refresh took 198 ms. 
Aug-22 18:07:12.745 [Timer-22] INFO  b.p.s.p.TradeOgre: BTC/XMR: 0.00561307
pjakma commented 1 year ago

Nice, thanks. One issue with TradeOgre, just observing the pricing for a bit is that it has much wider spread and seemingly more volatile prices than the major CEXes. And TradeOgre prices are a bit of an outlier from the CEXes. Note the even greater deviations at 17:44:29 and 17:54:29.

$ while true ; do date; (for H in Binance Poloniex Kraken Bitfinex TradeOgre ; do journalctl --user -u bisq-pricenode --since "10 min ago" | awk -v exch=$H 'BEGIN { min=-1; pricepat = exch ".*XMR" } $0 ~ pricepat { sum += $NF; vals[++i] = $NF; if (min < 0 || $NF < min) min = $NF; if ($NF > max) max = $NF;} END { mean = sum/length(vals); for (i in vals) { d += (vals[i]-mean)^2; } printf("%10s mean: %.8f stddev %.8f min %.8f max %.8f\n", exch, mean, sqrt(d/length(vals)), min, max)}' ; done); sleep 10m; echo; done 17:04:28 Binance mean: 0.00552390 stddev 0.00000430 min 0.00551800 max 0.00553100 Poloniex mean: 0.00552310 stddev 0.00000333 min 0.00551700 max 0.00552800 Kraken mean: 0.00553100 stddev 0.00000000 min 0.00553100 max 0.00553100 Bitfinex mean: 0.00551716 stddev 0.00000668 min 0.00550900 max 0.00552380 TradeOgre mean: 0.00559322 stddev 0.00001907 min 0.00553601 max 0.00559962

17:14:28 Binance mean: 0.00552640 stddev 0.00000492 min 0.00551600 max 0.00553100 Poloniex mean: 0.00552840 stddev 0.00000488 min 0.00551900 max 0.00553300 Kraken mean: 0.00553100 stddev 0.00000000 min 0.00553100 max 0.00553100 Bitfinex mean: 0.00552400 stddev 0.00000000 min 0.00552400 max 0.00552400 TradeOgre mean: 0.00559248 stddev 0.00001885 min 0.00553600 max 0.00559954

17:24:29 Binance mean: 0.00554000 stddev 0.00000431 min 0.00553100 max 0.00554800 Poloniex mean: 0.00553710 stddev 0.00000789 min 0.00551900 max 0.00554900 Kraken mean: 0.00553880 stddev 0.00000352 min 0.00553100 max 0.00554100 Bitfinex mean: 0.00553106 stddev 0.00000468 min 0.00552170 max 0.00553340 TradeOgre mean: 0.00559651 stddev 0.00003092 min 0.00557247 max 0.00566900

17:34:29 Binance mean: 0.00554480 stddev 0.00000735 min 0.00553900 max 0.00556000 Poloniex mean: 0.00554120 stddev 0.00000154 min 0.00554000 max 0.00554400 Kraken mean: 0.00554410 stddev 0.00000620 min 0.00554100 max 0.00555700 Bitfinex mean: 0.00553546 stddev 0.00000618 min 0.00553340 max 0.00555400 TradeOgre mean: 0.00559023 stddev 0.00004138 min 0.00555600 max 0.00567388

17:44:29 Binance mean: 0.00555550 stddev 0.00000273 min 0.00555200 max 0.00556000 Poloniex mean: 0.00555340 stddev 0.00000185 min 0.00555100 max 0.00555700 Kraken mean: 0.00555700 stddev 0.00000000 min 0.00555700 max 0.00555700 Bitfinex mean: 0.00555400 stddev 0.00000000 min 0.00555400 max 0.00555400 TradeOgre mean: 0.00563366 stddev 0.00000343 min 0.00562945 max 0.00563646

17:54:29 Binance mean: 0.00555700 stddev 0.00000438 min 0.00554500 max 0.00556100 Poloniex mean: 0.00555620 stddev 0.00000268 min 0.00555100 max 0.00555900 Kraken mean: 0.00555700 stddev 0.00000000 min 0.00555700 max 0.00555700 Bitfinex mean: 0.00555334 stddev 0.00000198 min 0.00554740 max 0.00555400 TradeOgre mean: 0.00561758 stddev 0.00002309 min 0.00557140 max 0.00562974

18:04:30 Binance mean: 0.00554910 stddev 0.00000277 min 0.00554300 max 0.00555300 Poloniex mean: 0.00554610 stddev 0.00000137 min 0.00554400 max 0.00554800 Kraken mean: 0.00555700 stddev 0.00000000 min 0.00555700 max 0.00555700 Bitfinex mean: 0.00554740 stddev 0.00000000 min 0.00554740 max 0.00554740 TradeOgre mean: 0.00557532 stddev 0.00001751 min 0.00555601 max 0.00562600

ghost commented 1 year ago

Thanks for the research @pjakma. That seems to rule out adopting this feed at the moment. In the future we may revisit it.