Glass
listing #96 · variant #434 · 64 per stack
Loading…
Loading…
Loading…
Loading…
Loading…
Loading…
listing #96 · variant #434 · 64 per stack
1 1d candles from executed maker fills
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
15,552 units
Ask depth
23,616 units
Bid capital
345◇
Ask inventory
996◇
Imbalance
ask-heavy 49%
Levels
6 / 12
Within ±5% of mid
6,912 units
Value near mid
238◇
| Size | Buy avg | Buy slippage | Sell avg | Sell slippage |
|---|---|---|---|---|
| 1 | 0.034 | +0.1% | 0.034 | −0.1% |
| 10 | 0.034 | +0.1% | 0.034 | −0.1% |
| 64 | 0.034 | +0.1% | 0.034 | −0.1% |
| 256 | 0.034 | +0.1% | 0.034 | −0.1% |
| 1,024 | 0.034 |
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.
Asks above, bids below — position carries the side, not just color
3 taker actions, with the resting orders each one filled
| When | Side | Taker | Amount | Avg price | Total | Fee | Filled against | Venue |
|---|---|---|---|---|---|---|---|---|
| 30 Jul, 04:58 | buy |  sn_k | 256 |
| 0.034 |
| −0.1% |
| 0.047 |
| 12.01◇ |
| 0.480◇ |
 TypicalHog(1 order) |
| physical |
| 30 Jul, 04:31 | buy | sn_k | 256 | 0.043 | 11.01◇ | 0.440◇ | TypicalHog(1 order) | physical |
| 30 Jul, 04:30 | buy | sn_k | 64 | 0.039 | 2.50◇ | 0.100◇ | TypicalHog(1 order) | physical |
Mid
0.034◇
Spread
0.3%
0.0001◇
Lifetime volume
26◇
576 units
VWAP
0.044◇
3 trades
7d change
—
Volatility
—
per 1d candle
Turnover
0.02×
volume ÷ book
Who quotes this book, and who has actually filled here
| Account | Bid | Ask | Share |
|---|---|---|---|
| TypicalHog | 229◇ | 996◇ | 91% |
 susbhoi | 116◇ | 0◇ | 9% |
| # | Account | Filled | Units |
|---|---|---|---|
| 01 | TypicalHog | 26◇ | 576 |