I want to write a little program that will display me a footprint in real time

Basically I have the following data:

data = {"timestamp":"2021-06-25T00:01:00.000Z",

So from all this data I need to get a footprint. It should be noted that I get the data in real time.

What I'm interested in is what such a function could look like:

function FromAskBidDataToFootprintChart (Data data, int timeFrame) {  
// ?
 for (elem in data) {
    //elem.bidSize - example 

Let's assume that all my data is in the database. and I want to get a footprint of 5 minutes. (if anything, I'm talking about the usual type of footprint, also called bid-ask footprint.)

Perhaps you can help me make up an algorithm on pseudocode

I'm not sure, but I might need a tick variable (so that my footprint cluster doesn't look too long in height)


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.