listing #255 · variant #661 · 64 per stack
1 1d candles from executed maker fills
| Time | Open | High | Low | Close | Volume | Trades |
|---|---|---|---|---|---|---|
| 31 Aug, 00:00 | 0.012 | 0.012 | 0.012 | 0.012 | 1,728 | 1 |
1 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 |
|---|---|---|---|---|---|---|---|---|
| 31 Aug, 12:55 | buy | 1,728 | 0.012 | 20.39◇ | 0.816◇ | physical |
Asks above, bids below — position carries the side, not just color
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 | 0.0085 | 17,280 | 146.88◇ |
| Bid | 0.0078 | 34,560 | 281.84◇ |
| Bid | 0.0070 | 51,840 | 403.32◇ |
| Bid | 0.0063 | 69,120 | 511.32◇ |
| Bid | 0.0047 | 86,400 | 592.19◇ |
| Ask | 0.010 | 3,456 | 34.56◇ |
| Ask | 0.012 | 6,912 | 75.34◇ |
| Ask | 0.016 | 12,096 | 156.73◇ |
| Ask | 0.024 | 17,280 | 278.55◇ |
| Ask | 0.031 | 22,464 | 440.81◇ |
Bid depth
86,400 units
Ask depth
22,464 units
Bid capital
592◇
Ask inventory
441◇
Imbalance
bid-heavy 15%
Microprice
0.0097 (+5.41%)
Levels
5 / 5
Within ±5% of mid
0 units
Value near mid
0◇
| Size | Buy avg | Buy slippage — Average fill price above mid | Sell avg | Sell slippage — Average fill price below mid |
|---|---|---|---|---|
| 1 | 0.010 | +8.1% | 0.0085 | −8.1% |
| 10 | 0.010 | +8.1% | 0.0085 | −8.1% |
| 64 | 0.010 | +8.1% | 0.0085 | −8.1% |
| 256 | 0.010 | +8.1% | 0.0085 | −8.1% |
| 1,024 | 0.010 |
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.
| 0.0085 |
| −8.1% |
Mid
0.0092◇
Spread
16.2%
0.0015◇
Lifetime volume
20◇
1,728 units
VWAP
0.012◇
1 trades
7d change
—
Volatility
—
per 1d candle
Turnover
0.02×
volume ÷ book
Taker buy share
100.0%
In-person volume
100.0%
Avg trade size
20.39◇
Who quotes this book, and who has actually filled here
| Account | Bid | Ask | Share |
|---|---|---|---|
| 592◇ | 441◇ | 100% |
| # | Account | Filled | Units |
|---|---|---|---|
| 01 | 20◇ | 1,728 |