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listing #270 · variant #679 · 64 per stack
2 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 |
|---|---|---|---|---|---|---|---|---|
| 14 Sept, 21:50 | buy |  Lothlann | 2 | 9.00 | 18.00◇ | 0.720◇ |  TypicalHog(1 order) | physical |
| 29 Aug, 19:29 | buy | Lothlann | 1 | 9.00 | 9.00◇ | 0.360◇ | TypicalHog(1 order) | physical |
Asks above, bids below — position carries the side, not just color
2 1d candles from executed maker fills
| Time | Open | High | Low | Close | Volume | Trades |
|---|---|---|---|---|---|---|
| 29 Aug, 00:00 | 9.00 | 9.00 | 9.00 | 9.00 | 1 | 1 |
| 14 Sept, 00:00 | 9.00 | 9.00 | 9.00 | 9.00 | 2 | 1 |
Cumulative units available at each price, walking out from mid
| Side | Price | Cumulative units | Cumulative value |
|---|---|---|---|
| Bid | 7.00 | 64 | 448.00◇ |
| Ask | 9.00 | 2 | 18.00◇ |
| Ask | 10.00 | 12 | 118.00◇ |
| Ask | 12.00 | 17 | 178.00◇ |
Bid depth
64 units
Ask depth
17 units
Bid capital
448◇
Ask inventory
178◇
Imbalance
bid-heavy 43%
Microprice
8.94 (+11.74%)
Levels
1 / 3
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 | 9.00 | +12.5% | 7.00 | −12.5% |
| 10 | 9.80 | +22.5% | 7.00 | −12.5% |
| 64 | — | book too thin | 7.00 | −12.5% |
| 256 | — | book too thin | — | book too thin |
| 1,024 | — |
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.
| — |
| book too thin |
Mid
8.00◇
Spread
25.0%
2.00◇
Lifetime volume
27◇
3 units
VWAP
9.00◇
2 trades
7d change
—
Volatility
—
per 1d candle
Turnover
0.04×
volume ÷ book
Taker buy share
100.0%
In-person volume
100.0%
Avg trade size
13.50◇
Who quotes this book, and who has actually filled here
| Account | Bid | Ask | Share |
|---|---|---|---|
| TypicalHog | 448◇ | 178◇ | 100% |
| # | Account | Filled | Units |
|---|---|---|---|
| 01 | TypicalHog | 27◇ | 3 |