Crypto Order Book Depth: Liquidity and Slippage by Exchange avatar

Crypto Order Book Depth: Liquidity and Slippage by Exchange

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$4.00 / 1,000 order book rows

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Crypto Order Book Depth: Liquidity and Slippage by Exchange

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.

Pricing

$4.00 / 1,000 order book rows

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Developer

Ken M

Ken M

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2 days ago

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