Sand
listing #121 · variant #433 · 64 per stack
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listing #121 · variant #433 · 64 per stack
1 1d candles from executed maker fills
Cumulative units available at each price, walking out from mid
Zoomed to the tradeable band around mid — orders resting further out are off this view. Totals below cover the whole book.
Bid depth
41,472 units
Ask depth
29,824 units
Bid capital
618◇
Ask inventory
836◇
Imbalance
ask-heavy 15%
Levels
12 / 12
Within ±5% of mid
8,640 units
Value near mid
202◇
| Size | Buy avg | Buy slippage | Sell avg | Sell slippage |
|---|---|---|---|---|
| 1 | 0.024 | +2.4% | 0.023 | −2.4% |
| 10 | 0.024 | +2.4% | 0.023 | −2.4% |
| 64 | 0.024 | +2.4% | 0.023 | −2.4% |
| 256 | 0.024 | +2.4% | 0.023 | −2.4% |
| 1,024 | 0.024 |
Simulated against the book as it stands right now, ignoring the 4% taker fee. A real order also moves the price it is measuring against.
| 0.023 |
| −2.4% |
2 taker actions, with the resting orders each one filled
| When | Side | Taker | Amount | Avg price | Total | Fee | Filled against | Venue |
|---|---|---|---|---|---|---|---|---|
| 30 Jul, 05:15 | buy |  sn_k | 640 | 0.029 | 18.56◇ | 0.742◇ |  TypicalHog(1 order) | physical |
| 30 Jul, 05:01 | buy | sn_k | 640 | 0.027 | 17.54◇ | 0.701◇ | TypicalHog(1 order) | physical |
Asks above, bids below — position carries the side, not just color
Mid
0.023◇
Spread
4.8%
0.0011◇
Lifetime volume
36◇
1,280 units
VWAP
0.028◇
2 trades
7d change
—
Volatility
—
per 1d candle
Turnover
0.02×
volume ÷ book
Who quotes this book, and who has actually filled here
| Account | Bid | Ask | Share |
|---|---|---|---|
| TypicalHog | 394◇ | 836◇ | 85% |
 susbhoi | 224◇ | 0◇ | 15% |
| # | Account | Filled | Units |
|---|---|---|---|
| 01 | TypicalHog | 36◇ | 1,280 |