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listing #79 · variant #472 · 1 per stack
Knockback II
1 1d candles from executed maker fills
| Time | Open | High | Low | Close | Volume | Trades |
|---|---|---|---|---|---|---|
| 07 Aug, 00:00 | 2.50 | 2.50 | 2.50 | 2.50 | 1 | 1 |
1 taker actions, with the resting orders each one filled
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 | 1.00 | 27 | 27.00◇ |
| Ask | 2.00 | 27 | 54.00◇ |
| Ask | 2.50 | 53 | 119.00◇ |
| Ask | 5.00 | 80 | 254.00◇ |
Bid depth
27 units
Ask depth
80 units
Bid capital
27◇
Ask inventory
254◇
Imbalance
ask-heavy 81%
Microprice
1.50 (+0.00%)
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 | 2.00 | +33.3% | 1.00 | −33.3% |
| 10 | 2.00 | +33.3% | 1.00 | −33.3% |
| 64 | 2.72 | +81.3% | — | book too thin |
| 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
1.50◇
Spread
66.7%
1.00◇
Lifetime volume
2.5◇
1 units
VWAP
2.50◇
1 trades
7d change
—
Volatility
—
per 1d candle
Turnover
0.01×
volume ÷ book
Taker buy share
100.0%
In-person volume
100.0%
Avg trade size
2.50◇
