Questions tagged [exchange-order]

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How is the trading engine from Binance developed and designed?

As a early adopter of BNB and fan of Binance's recent world domination, one thing that always got me curious was about how Binance deals with these massive inflows of requests in theirs trading engine/...
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Order Book Distribution

I'm currently building a small bitcoin order book simulator that would mimic user limit orders. What gives order books its V shape appearance? That is, the further away we go from the market price, ...
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88 views

Price calculation from Binance API trades/get_order results

I'm wondering how to calculate a price (per unit) for 1 order that was filled in 2 trades. The 2 trades (GET /api/v3/myTrades): {'commission': '0.00002301', 'commissionAsset': 'BNB', 'id': ...
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Calculating the average bid/ask price when placing orders

new to bitcoin and trading, I'm writing some code to analyse cryptocurrency markets and I want to better understand market depth. For a dummy scenario: Lets say BTC was at $100 and I have 10 that I ...
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239 views

Frequency of MtGox market orders

Im currently trying to estimate the frequency of incoming market orders to MtGox order book. Assume the following buy limit orders: BID 2@150 BID 3@149 against which ONE market order to sell 5 btc ...