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Published 20 hours ago • verified publisher icon bitshares

Ticker Statistics / Wash Trading

Open sschiessl-bcp opened this issue 3 years ago • 3 comments

The ticker returns volume for past 24h. Does wash trading have any effect on this? I assume not, but wanted to ask.

Background: I am trying to create an ES query that removes wash trading, and I get different numbers there ...

sschiessl-bcp avatar Apr 01 '21 08:04 sschiessl-bcp

Ticker data is for all trading activities.

abitmore avatar Apr 01 '21 08:04 abitmore

Do market fees count as volume?

sschiessl-bcp avatar Apr 01 '21 10:04 sschiessl-bcp

Volume is pays or receives of fill_order_operation, when is_maker == true. See the code: https://github.com/bitshares/bitshares-core/blob/e8a255822ca2c10d47084515668fd2d3d91973b0/libraries/plugins/market_history/market_history_plugin.cpp#L163-L165 https://github.com/bitshares/bitshares-core/blob/e8a255822ca2c10d47084515668fd2d3d91973b0/libraries/plugins/market_history/market_history_plugin.cpp#L171-L177 https://github.com/bitshares/bitshares-core/blob/e8a255822ca2c10d47084515668fd2d3d91973b0/libraries/plugins/market_history/market_history_plugin.cpp#L195-L196

abitmore avatar Apr 01 '21 16:04 abitmore