listing #133 · variant #3 · 64 per stack
3 taker actions, with the resting orders each one filled
| When | Side | Taker | Amount | Avg price | Total | Fee — 4% taker fee, on top of the base total | Filled against | Venue |
|---|---|---|---|---|---|---|---|---|
| 16 Aug, 22:36 | sell | 1,728 | 0.0063 | 10.80◇ | 0.432◇ | physical | ||
| 16 Aug, 22:34 | sell | 5,184 | 0.0070 | 36.44◇ | 1.46◇ | physical | ||
| 27 Jul, 00:16 | buy | 256 | 0.0078 | 2.00◇ | 0.080◇ | physical |
2 1d candles from executed maker fills
| Time | Open | High | Low | Close | Volume | Trades |
|---|---|---|---|---|---|---|
| 27 Jul, 00:00 | 0.0078 | 0.0078 | 0.0078 | 0.0078 | 256 | 1 |
| 16 Aug, 00:00 | 0.0070 | 0.0070 | 0.0063 | 0.0063 | 6,912 | 2 |
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.
| Side | Price | Cumulative units | Cumulative value |
|---|---|---|---|
| Bid | 0.0070 | 15,552 | 109.33◇ |
| Bid | 0.0063 | 34,560 | 228.13◇ |
| Ask | 0.0073 | 6,912 | 50.80◇ |
| Ask | 0.0074 | 20,736 | 152.69◇ |
| Ask | 0.0076 | 34,560 | 257.75◇ |
| Ask | 0.0078 | 39,488 | 296.29◇ |
| Ask | 0.0094 | 49,856 | 393.54◇ |
| Ask | 0.012 | 55,040 | 454.71◇ |
| Ask | 0.016 | 60,224 | 536.10◇ |
| Ask | 0.020 | 65,408 | 637.70◇ |
Bid depth
34,560 units
Ask depth
65,408 units
Bid capital
228◇
Ask inventory
638◇
Imbalance
ask-heavy 47%
Microprice
0.0073 (+0.86%)
Levels
2 / 8
Within ±5% of mid
36,288 units
Value near mid
262◇
Asks above, bids below — position carries the side, not just color
| Size |
|---|
| Buy avg |
|---|
| Buy slippage — Average fill price above mid |
|---|
| Sell avg |
|---|
| Sell slippage — Average fill price below mid |
|---|
| 1 | 0.0073 | +2.2% | 0.0070 | −2.2% |
| 10 | 0.0073 | +2.2% | 0.0070 | −2.2% |
| 64 | 0.0073 | +2.2% | 0.0070 | −2.2% |
| 256 | 0.0073 | +2.2% | 0.0070 | −2.2% |
| 1,024 | 0.0073 | +2.2% | 0.0070 | −2.2% |
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.
Mid
0.0072◇
Spread
4.5%
0.0003◇
Lifetime volume
49◇
7,168 units
VWAP
0.0069◇
3 trades
7d change
—
Volatility
—
per 1d candle
Turnover
0.06×
volume ÷ book
Taker buy share
4.1%
In-person volume
100.0%
Avg trade size
16.42◇
Who quotes this book, and who has actually filled here
| Account | Bid | Ask | Share |
|---|---|---|---|
| 0◇ | 587◇ | 68% | |
| 228◇ | 51◇ | 32% |
| # | Account | Filled | Units |
|---|---|---|---|
| 01 | 47◇ | 6,912 | |
| 02 | 2◇ | 256 |