Crypto Order Book Depth: Liquidity and Slippage by Exchange
Pricing
$4.00 / 1,000 order book rows
Crypto Order Book Depth: Liquidity and Slippage by Exchange
Live spot order books from OKX, Gate, Bitget and KuCoin turned into the numbers a desk trades on: resting depth within 0.5, 1 and 2 per cent of mid, the slippage a given order size would pay, and which venue fills that size cheapest. Keyless, no browser.