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orderbook filtering #1609

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smk762 opened this issue Jan 12, 2023 · 2 comments
Open

orderbook filtering #1609

smk762 opened this issue Jan 12, 2023 · 2 comments

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@smk762
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smk762 commented Jan 12, 2023

As the size of orderbooks grow, the time taken to get a response and go through the book increases. Currently the legacy orderbook param only accepts base / rel as inputs. The v2 bestorders method has some additional params to request_by volume or number.
It would be a great boost to UX if the orderbook request would allow some filtering. E.g.

  • min_volume (dont return orders less than this amount)
  • limit (only return the best 'x' orders)
  • age (only return orders newer / older than a timestamp)

cc: @cipig

@himu007
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himu007 commented Jan 13, 2023

i like this idea.
a way to filter the display with a minimum volume would be nice when the orderbook gets saturated with a lot of small orders.
with min_volume, max_volume you can make whale version or minnow versions just with different min and max values.
but min_volume is all that is needed as you can always match a smaller amount than an order has.
when there are hundreds of small orders it becomes painful to have to scroll through them.

@onur-ozkan
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From here:

BestOrdersByNumber {
coin: String,
action: BestOrdersAction,
number: usize,
},

I don't see a proper pagination mechanism, which we definitely need to implement. It's worth considering this while working on the issue.

@onur-ozkan onur-ozkan changed the title [FR] Orderbook filtering orderbook filtering Oct 30, 2024
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