BTC-USD Pump Monitor, Bitcoin Full order book and all trades history with buying and selling weight indicator. Live Order Book! Order Book Ratio. Small Orders: Medium Orders: Large Orders: Price Quantity Total ; Order Book Ratio. Small Orders: Medium Orders. An order book is a list containing all outstanding buy or sell orders for a specific currency pair, organized by price level. Kaiko provides cryptocurrency order book snapshots at various market depths: 10%, 1%, and Full order books. All order books consist of Level 2 data. The server collects order books from exchanges and trades from feuerwehr-matzenbach.de, calculates the charts from raw data and pushes the data to connected clients in real time. Below is a brief explanation of technical details. Collector subsystem - Server part. The server requests order books from 12 Bitcoin exchanges every 15 seconds.
Bitcoin order book liveCryptocurrency Order Books - Kaiko Data
X axis: currency relative. Chart below is a combined cumulative order book view. At the top right of this message you can switch horizontal axis to display selected currency or a relative value.
Relative value shows price change as percentage. Note that the same percentage will translate to different prices on different exchanges. Vertical axis unit is BTC. It displays sum of orders below given point for asks, or above given point for bids. You can click to lock the tooltip in place and click second time to unlock it. You can use mouse scroll to zoom in and out Gray background shows where bids and asks overlap.
It seems like you are not currently looking at this page Because of that, data updates have been paused to save your resources. The timestamp refers to the time of the snapshot at which the slippage was calculated. The ask slippage and bid slippage correspond with whether the market order was a buy ask slippage or a sell bid slippage. All liquidity measures, calculated from either the raw snapshot, or averaged across multiple snapshots over time, depending on the endpoint requested.
We can set up a free trial of our full data services or provide a custom price quote if you let us know a bit more about your data requirements. Which currency pair s? On which exchange s? What data type s? Order books? Exchange rates? Historical or live? Full historical access with real-time updates? Just 1 year of data? Only live updates? Your weekly data-driven analysis of cryptocurrency markets, delivered to your inbox Monday mornings. Cryptocurrency Order Books. Order Books. Tick Order Books.
Liquidity Measures. Cryptocurrency Order Book Snapshots. Request Order Books Browse Coverage. An ask is an order placed to sell, a bid to buy. Price Displayed in the quote currency Amount Quantity of asset to buy or sell, displayed in the base currency. Crypto Order Book Features. Browse Full Coverage. Crypto Order Book Use Cases. Speak to an Expert. Additional Information. Detailed Methodology Twice per minute, we take a snapshot of the state of the order book at that particular instant.
What happens when an exchange doesn't provide the full order book? Can you backfill historical order books? Tick-by-Tick Order Books. Contact Us. Request Tick Order Books. You can learn more about timestamps, including how to convert them to human readable form, here. There are several uniform fields across all order types including: "type", "side", "product-ID", "time" and "sequence".
The other fields differ slightly depending on the order type. Time The time of the event. Sequence The sequence ID, to be used in reconstruction of order book states. Datetime Order action timestamp. Microsecond Order action timestamp.
Amount Amount of order. Price Price of order. Order ID Identification number of the order. Timestamp Millisecond timestamp provided by Bitfinex, accompanied with each update. How can this data be used by traders? How big are L3 order book files? What is the difference between L2 and L3 data?
Will you provide tick order book data for more exchanges? Do you provide more history for tick-by-tick order books? Liquidity Measures: Market Depth, Slippage, and Spread We offer an entire suite of order book API endpoints for traders and researchers, built using our order book snapshots.
The percentage is calculated by running the order size you specify through every bid on the order book until the order has been filled. The difference in price is calculated from the the midprice or price level at the best bid at the time the order book snapshot was taken and the last price level required to fully fill the simulated order.
The percentage is calculated by running the order size you specify through every ask on the order book until the order has been filled.
Spread The difference between the best bid and the best ask at the time the snapshot was taken, or if using the 'Aggregations' endpoint, the average spread over the time interval specified.
If using the 'Aggregations' endpoint, the average mid price over the time interval specified. API Documentation. Interested in Our Cryptocurrency Order Books? Contact Kaiko. Kaiko's Research Factsheet Your weekly data-driven analysis of cryptocurrency markets, delivered to your inbox Monday mornings.
Epoch timestamp in milliseconds. Displayed in the quote currency. Quantity of asset to buy or sell, displayed in the base currency. October 16, September 1, Flat File Data Feed. All historical data and weekly. Kaiko Timestamp.
Epoch timestamp in milliseconds recording when we received the individual data packet. JSON Response. The raw response received from Coinbase's WebSocket channel. Product ID. The currency pair, ex. The time of the event. The sequence ID, to be used in reconstruction of order book states. The raw response received from Bitstamp's WebSocket channel. Fields are uniform across all order types.
The unique order ID. Order type. Order action timestamp. Amount of order. Price of order. WebSocket channel and currency pair. The raw response received from Bitfinex's WebSocket channel. Identification number assigned to the channel for the duration of the connection.