Enchanted Book · efficiency_5
listing #72 · variant #461 · 1 per stack
Efficiency V
listing #72 · variant #461 · 1 per stack
Efficiency V
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
27 units
Ask depth
106 units
Bid capital
27◇
Ask inventory
1.77K◇
Imbalance
ask-heavy 97%
Levels
1 / 12
Within ±5% of mid
0 units
Value near mid
0◇
| Size | Buy avg | Buy slippage | Sell avg | Sell slippage |
|---|---|---|---|---|
| 1 | 2.50 | +42.9% | 1.00 | −42.9% |
| 10 | 3.25 | +85.7% | 1.00 | −42.9% |
| 64 | 10.94 | +525.0% | — | book too thin |
| 256 | — | book too thin | — | book too thin |
| 1,024 | — | book too thin | — | book too thin |
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.
2 1d candles from executed maker fills
2 taker actions, with the resting orders each one filled
Asks above, bids below — position carries the side, not just color
Mid
1.75◇
+100.0%24h
Spread
85.7%
1.50◇
Lifetime volume
10◇
3 units
VWAP
3.33◇
2 trades
7d change
100.0%
+100.0%
Volatility
—
per 1d candle
Turnover
0.01×
volume ÷ book
Who quotes this book, and who has actually filled here
| Account | Bid | Ask | Share |
|---|---|---|---|
| 27◇ | 1.75K◇ | 99% | |
| 0◇ | 25◇ | 1% |
| # | Account | Filled | Units |
|---|---|---|---|
| 01 | 10◇ | 3 |