Questions tagged [market-depth]

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How to get BTCChina full Orderbook (FIX or alt API)

I have worked through BTCChina's FIX APi (using their java example). Creating a subscription request message such as: public static Message marketDataIncrementalRequest(String symbol) { quickfix....
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Placing price bounds on MtGox market depth api request

I'm making an order book for MtGox, but the market depth file is huge and I'm really only interested in values near the inside prices. Is it possible to place price bounds on the mtgox market depth ...
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Is Coinbase the Only Crypto Exchange to Provide a 'Full' Order Book?

All exchanges seem to offer a 'depth' feed so you know the volume at each price level. But Coinbase gives you the 'full' feed so you can actually see every order coming in (timestamp,price,size,...
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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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528 views

Where can I find market volume data with greater resolution than 24hr periods?

I have scraper that pulls data from coinmarketcap for all coins for all historic periods (down to 15min intervals) however, the only volume info available is 24hr volume. Does anyone know if it's ...